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Value at risk models in the Indian Stock market
(2009-12-12)
This paper provides empirical tests of different risk management models in the Value at Risk (VaR) framework in the Indian stock market. It is found that the GARCH-GED (Generalised Auto-Regressive Conditional Heteroscedasticity ...
Public private partnership in airport development- Governance and risk management implications from Cochin International Airport Ltd.
(Indian Institute of Management Ahmedabad, 2001-10-01)
In India, airports were totally owned and managed by central government or the armed forces. The Airport Authority of India (AAI), a body functioning under the Ministry of Civil Aviation was responsible for managing the ...
Simulation of expected value method in project risk management in two different construction projects
(Indian Institute of Management Ahmedabad, 2016-03)
In this paper, we discuss the application of the expected value method of risk management. In the expected value method, there are two possible state of activity - as planned and risky. In a risky state, an activity will ...
‘Too central to fail’ firms in bi-layered financial networks: evidence of linkages from the US corporate bond and stock markets
(Indian Institute of Management Ahmedabad, 2020-06-02)
Complex mutual dependencies of asset returns are recognized to contribute to systemic risk. A growing literature emphasizes that identification of vulnerable firms is a fundamental requirement for mitigating systemic risk ...