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• Identifying Key Risks In Construction Projects: Life Cycle And Stakeholder Perspectives

  BNET - 2006-02-23

  Managing risks in construction projects has been recognised as a very important management process in order to achieve the project objectives in terms of time, cost, quality, safety and environmental sustainability. However, until now most research has focused on some aspects of construction risk management rather than using a systematic...

  Tags: Risk, University Of New South Wales, Construction Project, Strategy, Security, Management

• Insurance and Asset Pricing in Incomplete Markets With Heavy Tailed Risks

  BNET - 2004-05-18

  A model for pricing risks in incomplete markets using prices for traded assets and allowing for heavy tailed risks is developed. The approach used is based on an approximation that collapses to the CAPM for multi normal portfolios. The pricing result is derived as an approximation using elliptical distributions and...

  Tags: Asset, Risk, Asset Pricing, University Of New South Wales, Pricing Strategy, Asset Management, Pricing, Insurance, Marketing Research, Strategy, Operational Planning, Business Operations, Marketing, Corporate Insurance, Management

• On Tail Conditional Variance and Tail Covariances

  BNET - 2004-03-28

  This paper examines the tail conditional variance of a risk X defined to be the variability of the risk along its right tail and tail covariance of two risks X1 and X2 defined to explain the linear dependency of the risks along their right tails, and study their potential use...

  Tags: Risk, Variance, University Of New South Wales, Strategy, Security, Management