With the growing concern with our environment, the practice degree of green supply chain management I attractgetting more and more attention from academic and industry. Therefore, studying green supply chain management practice is a very meaningful work. Green supply chain management performance appraisal will involve a lot of indicators, and there are usually have dependence and feedback relat...

We analyze hedge fund performance using the stochastic discount factor (SDF) approach and imposing the arbitrage-free requirement to correctly value the derivatives and dynamic trading strategies used by hedge funds. Using SDFs of many asset-pricing models, we evaluate hedge fund portfolios based on style and characteristics. Without the arbitrage-free requirement, pricing errors are relatively...

We are working on the development of an availability risk assessment method for telecommunication services, called Raster. Raster is described elsewhere. From previous research we know that Raster can produce assessments with reasonable effort, but we have not yet shown that its results are reliable (repeatable) and accurate (correct). In this Technical Report we report on an experiment that we...

Generalizing sensitivity analyses for use with probability boxes. 44 4.8.2 Probability bounds analysis is a sensitivity analysis..

An individual's perception of risk develops from his or her values, beliefs, and experiences. Social scientists have identified factors that affect perceptions of risk, such as whether the risk is knowable (uncertainty), voluntary (can the individual control exposure?), and equitable (how fairly is the risk distributed?). There are measurable differences in how technical experts and citizen sta...

This paper offers a review of investment performance appraisal methods. The review starts with an exhaustive coverage of various methods ranging from early measures of risk-adjusted return to more recent methods including the rating given by ASSIRT, a financial services organisation that assess managed investment in Australia. We then extend the discussion to performance evaluations based on th...

evaluations of the extent to which resulting models discriminate between adolescents who enter care early and those who begin care later in pregnancy have been lacking. As a result, it is difficult for health care providers to accurately identify pregnant adolescents who are at the greatest risk for receiving inadequate care. The purpose of this study was to examine risk factors (including race...

Ecological risk assessments (ERAs) are not used as well as they could be in risk management. Part of the problem is that they often lack ecological relevance; that is, they fail to grasp necessary ecological complexities. Adding realism and complexity can be difficult and costly. We argue that predictive systems models (PSMs) can provide a way of capturing complexity and ecological relevance co...

Estimates of the willingness to pay (WTP) for a mortality risk reduction can be used to calculate the value of a statistical life, which is a major component in many economic evaluations of environmental and safety policies. Previous research on the WTP for risk reductions using stated preference methods have found that the mean WTP for public risk reductions is significantly smaller compared t...

First, we described an illustrative notional planning magnitude for each threat based on a stylized threat and risk assessment, while noting that a more comprehensive threat and risk assessments could reveal that these illustrative magnitudes were either too high or too low. Our illustrative threat assessments relied on historical data revealing observed frequencies and consequences of each thr...