نخستین گام در راستای تحلیل و ارزیابی ریسک‌های زنجیره تأمین شناسایی این ریسک‌ها است. روش‌های مرسوم بر اساس فیلترهای دستی یا خودکار داده‌­محور ارائه شده فیلتر به‌­دلیل محدودیت‌های نمونه‌گیری دارای مشکلات اعتبارسنجی هستند از طرف دیگر مبتنی داده، داده‌های ریسک که پیچیده مبهم هستند، عملکرد ضعیفی دارند. برای پرکرده خلل پژوهشی، پژوهش، چارچوبی تعاملی بین تحلیل‌­گر ماشین حجم وسیعی حوزه مواد غذایی با است...

We provide a necessary and a sufficient condition on an individual’s expected utility function under which any zero-mean idiosyncratic risk increases cautiousness (the derivative of the reciprocal of the absolute risk aversion), which is the key determinant for this individual’s demand for options and portfolio insurance. JEL Classification Codes: D51, D58, D81, G11, G12, G13.

We compare capital requirements derived by tail conditional expectation (TCE) with those derived by tail conditional median (TCM) and find that there is no clear-cut relationship between these two measures in empirical data. Our results highlight the relevance of TCM as a robust alternative to TCE, especially for regulatory control. JEL Classification: G10, G11, G23, G29

In order to exploit the ability of anaerobic bacteria to degrade certain contaminants for bioremediation of polluted subsurface environments, we need to understand the mechanisms by which such bacteria partition between aqueous and solid phases, as well as the environmental conditions that influence partitioning. We studied four strictly anaerobic bacteria, Desulfomonile tiedjei, Syntrophomonas...

Klinik für Innere Medizin III, Kardiologie, Angiologie und Internistische Intensivmedizin, Geb. 40, Universitätsklinikum des Saarlandes, Homburg/Saar D-66421, Germany; Lipid Clinic, Hopital de Jolimont, Haine-Saint-Paul, Belgium; Department of Pharmacological and Biomolecular Sciences, University of Milano and Multimedica IRCCS, Milano, Italy; and Glasgow Clinical Research Facility, Tennent Bui...

In this companion paper to “Optimal Investment with Transaction Costs and Stochastic Volatility Part I: Infinite Horizon”, we give an accuracy proof for the finite time optimal investment and consumption problem under fast mean-reverting stochastic volatility of a joint asymptotic expansion in a time scale parameter and the small transaction cost. AMS subject classification 91G80, 60H30. JEL su...

Here, we report the draft genome of the Gram-negative, sulfate-reducing bacterium Desulfovibrio desulfuricans strain G11. Isolated from a rumen fluid enrichment, this culture has been a model syntrophic partner due to its metabolic flexibility. The assembly yielded a single circular chromosome of 3,414,943 bp and a 57% G+C content.

Approximate Incremental Value-at-Risk formulae provide an easy-to-use preliminary guideline for risk allocation. Both the cases of risk adding and risk pooling are examined and beta-based formulae achieved. Results highlight how much the conditions for adding new risky positions are stronger than those required for risk pooling. JEL classification: C13; D81; G11; G12.