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The Morality of Risk Modeling

  • Nicos Scordis

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    File URL: http://hdl.handle.net/10.1007/s10551-012-1220-y
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    Article provided by Springer in its journal Journal of Business Ethics.

    Volume (Year): 103 (2011)
    Issue (Month): 1 (April)
    Pages: 7-16

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    Handle: RePEc:kap:jbuset:v:103:y:2011:i:1:p:7-16
    Contact details of provider: Web page: http://www.springerlink.com/link.asp?id=100281

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    1. Ilia Tsetlin & Robert L. Winkler, 2005. "Risky Choices and Correlated Background Risk," Management Science, INFORMS, vol. 51(9), pages 1336-1345, September.
    2. Günter Franke & Harris Schlesinger & Richard C. Stapleton, 2006. "Multiplicative Background Risk," Management Science, INFORMS, vol. 52(1), pages 146-153, January.
    3. Franke, Guenter & Schlesinger, Harris & Stapleton, Richard C., 2011. "Risk taking with additive and multiplicative background risks," Journal of Economic Theory, Elsevier, vol. 146(4), pages 1547-1568, July.
    4. Rockafellar, R. Tyrrell & Uryasev, Stanislav, 2002. "Conditional value-at-risk for general loss distributions," Journal of Banking & Finance, Elsevier, vol. 26(7), pages 1443-1471, July.
    5. Merton H. Miller & Franco Modigliani, 1961. "Dividend Policy, Growth, and the Valuation of Shares," The Journal of Business, University of Chicago Press, vol. 34, pages 411.
    6. Scharfstein, David S & Stein, Jeremy C, 1990. "Herd Behavior and Investment," American Economic Review, American Economic Association, vol. 80(3), pages 465-79, June.
    7. Gilbert E. Metcalf & Kevin A. Hassett, 1995. "Investment Under Alternative Return Assumptions: Comparing Random Walks and Mean Reversion," NBER Technical Working Papers 0175, National Bureau of Economic Research, Inc.
    8. Csóka, Péter & Herings, P. Jean-Jacques & Kóczy, László Á., 2006. "Coherent Measures of Risk from a General Equilibrium Perspective," Research Memorandum 016, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    9. Sven Helin & Johan Sandström, 2007. "An Inquiry into the Study of Corporate Codes of Ethics," Journal of Business Ethics, Springer, vol. 75(3), pages 253-271, October.
    10. Jan Tullberg, 2009. "Moral Compliance and the Concealed Charm of Prudence," Journal of Business Ethics, Springer, vol. 89(4), pages 599-612, November.
    11. Philippe Artzner & Freddy Delbaen & Jean-Marc Eber & David Heath, 1999. "Coherent Measures of Risk," Mathematical Finance, Wiley Blackwell, vol. 9(3), pages 203-228.
    12. Glenn W. Boyle & Graeme A. Guthrie, 2003. "Investment, Uncertainty, and Liquidity," Journal of Finance, American Finance Association, vol. 58(5), pages 2143-2166, October.
    13. Parkinson, Michael, 1980. "The Extreme Value Method for Estimating the Variance of the Rate of Return," The Journal of Business, University of Chicago Press, vol. 53(1), pages 61-65, January.
    14. Doherty, Neil A & Schlesinger, Harris, 1983. "Optimal Insurance in Incomplete Markets," Journal of Political Economy, University of Chicago Press, vol. 91(6), pages 1045-54, December.
    15. Nicos A. Scordis & James Barrese & Ping Wang, 2008. "The Impact of Cash Flow Volatility on Systematic Risk," Journal of Insurance Issues, Western Risk and Insurance Association, vol. 31(1), pages 43-71.
    16. Kaldor, Nicholas, 1972. "The Irrelevance of Equilibrium Economics," Economic Journal, Royal Economic Society, vol. 82(328), pages 1237-55, December.
    17. Louis Eeckhoudt & Christian Gollier, 2005. "The impact of prudence on optimal prevention," Economic Theory, Springer, vol. 26(4), pages 989-994, November.
    18. Johan J. Graafland, 2008. "Christian Perspectives on the Market," Zeitschrift für Wirtschafts- und Unternehmensethik - Journal for Business, Economics & Ethics, Rainer Hampp Verlag, vol. 9(1), pages 41 - 57.
    19. Daniel Nyberg, 2008. "The Morality of Everyday Activities: Not the Right, But the Good Thing To Do," Journal of Business Ethics, Springer, vol. 81(3), pages 587-598, September.
    20. Harry Markowitz, 1952. "Portfolio Selection," Journal of Finance, American Finance Association, vol. 7(1), pages 77-91, 03.
    21. Murat Isik, 2006. "Implications of alternative stochastic processes for investment in agricultural technologies," Applied Economics Letters, Taylor & Francis Journals, vol. 13(1), pages 21-27.
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