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Model risk
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#	Item
271	Study On Asset Prices And Arbitrage Pricing Theory Asset prices are commonly believed to react sensitively to economic news. Daily experience seems to support the view that individual asset prices are influenced by a wid Add to Reading List Source URL: eagle-essays.com Language: English - Date: 2015-03-10 11:24:25 Economics Financial markets Pricing Arbitrage pricing theory Capital asset pricing model Financial risk Risk factor Beta Systematic risk Financial economics Mathematical finance Finance
272	A Quartet of Semigroups for Model Speciﬁcation, Robustness, Prices of Risk, and Model Detection Evan W. Anderson University of North Carolina Lars Peter Hansen Add to Reading List Source URL: www.tomsargent.com Language: English - Date: 2015-04-08 13:04:04 Functional analysis Algebraic structures Stochastic processes Semigroup Economic model C0-semigroup Markov model Contraction Thomas J. Sargent Mathematics Semigroup theory Mathematical analysis
273	The Market Price of Risk and the Equity Premium: A Legacy of the Great Depression?∗ Timothy Cogley† Thomas J. Sargent‡ Add to Reading List Source URL: www.tomsargent.com Language: English - Date: 2015-04-08 13:04:13 Rational expectations Economic model Economics Financial economics Ethics Futures contract Risk
274	Welfare Cost of Business Cycles with Idiosyncratic Consumption Risk and a Preference for Robustness∗ Martin Ellison Thomas J. Sargent Add to Reading List Source URL: www.tomsargent.com Language: English - Date: 2015-04-08 13:04:15 Consumer theory Microeconomics Business cycle Welfare cost of business cycles Equity premium puzzle Elasticity of intertemporal substitution Economic model Epstein-Zin preferences Isoelastic utility Economics Macroeconomics Utility
275	SOLVENCY NEED AT END-SEPTEMBERThe Bank’s calculation methods and model for calculating the solvency need ratio are unchanged compared with the past: Breakdown of combined solvency need ratio by risk area The com Add to Reading List Source URL: www.sparnord.com Language: English - Date: 2013-06-20 04:28:51 Operational risk Own Risk and Solvency Assessment Security Actuarial science Risk Solvency ratio
276	SOUSEI International Workshop on Risk Information on Climate Change November 26, 2014 Miyoshi Memorial Hall Yokohama Institute for Earth Add to Reading List Source URL: www.prime-pco.com Language: English - Date: 2014-12-03 02:29:34 Air dispersion modeling Environmental engineering MEMO Model Wind Tropical cyclone Atmospheric sciences Meteorology Fluid dynamics
277	Discussion Paper NoCAN THE CONSUMPTION-FREE NONEXPECTED UTILITY MODEL SOLVE THE RISK PREMIUM PUZZLE? AN EMPIRICAL STUDY Add to Reading List Source URL: www.iser.osaka-u.ac.jp Language: English - Date: 2010-06-23 02:37:49
278	Smoking cessation among transit workers: beliefs and perceptions among an at-risk occupational group Add to Reading List Source URL: www.substanceabusepolicy.com Language: English Addiction Smoking cessation Smoking Habits Drug rehabilitation Nicotine Anonymous Nicotine replacement therapy Transtheoretical model Tobacco smoking Ethics Human behavior Tobacco
279	Environmental Determinants of Child Mortality in Rural China: A Competing Risks Approach Hanan Jacoby* & Limin Wang1 Abstract We use a competing risk model to analyze environmental determinants of child mortality Add to Reading List Source URL: www-wds.worldbank.org Language: English - Date: 2004-11-17 16:00:46**
280	A Top-down Approach to Stress-testing Banks ∗ Pavel Kapinos† Add to Reading List Source URL: www.iadi.org Language: English - Date: 2015-05-18 04:00:44 Mathematics Econometrics Macroeconomics Federal Deposit Insurance Corporation Late-2000s financial crisis Supervisory Capital Assessment Program Basel III Economic model Macroeconomic model Statistics Economics Systemic risk

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