Concept

Foreign exchange risk

Related publications (68)

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Pessimistic outcome expectancy does not explain ambiguity aversion in decision-making under uncertainty

Martin Alois Rohrmeier

When faced with a decision, most people like to know the odds and prefer to avoid ambiguity. It has been suggested that this aversion to ambiguity is linked to people's assumption of worst possible outcomes. We used two closely linked behavioural tasks in ...

2019

Comparative, collaborative, and integrative risk governance for emerging technologies

Marie-Valentine Renée Agnès Florin

Various emerging technologies challenge existing governance processes to identify, assess, and manage risk. Though the existing risk-based paradigm has been essential for assessment of many chemical, biological, radiological, and nuclear technologies, a co ...

2018

Hedge or Rebalance: Optimal Risk Management with Transaction Costs

Semyon Malamud

We solve the problem of optimal risk management for an investor holding an illiquid, alpha-generating fund and hedging his/her position with a liquid futures contract. When the investor is subject to a lower bound on net return, he/she is forced to reduce ...

2018

La prudence reste de mise en montagne, en forêt et sur les berges

Interview of Prof. Lyesse Laloui at the RTS on the risks during the period of flood reduction. During the period of flood reduction, the level of water reduces more quickly than the pore water pressures in the ground of banks, which makes the risk of insta ...

2018

Study of fast exchanging processes by NMR Spectroscopy

Estel Canet Martinez

Nuclear magnetic resonance (NMR) spectroscopy is one of the most powerful and informative methods to probe molecular dynamics. Specifically, chemical exchange is an important phenomenon and one of the earliest and most vigorously investigated in NMR spectr ...

EPFL2017

Beyond Activities: Business Process Models from a Knowledge Management Perspective

Gil Regev

When conducting workshops with business people, there is a significant risk to become bogged down in the details of the underlying business process rather than seeing the big picture of the value provided by the process to its stakeholders. In this paper, ...

CEUR Workshop Proceedings2017

Introduction to the IRGC Risk Governance Framework

Marie-Valentine Renée Agnès Florin, Marcel Thomas Bürkler

The IRGC Framework recommends a holistic, multidisciplinary and multistakeholder approach to risk. It supports processes that aim to provide and structure scientific evidence about a risk in a societal context. It helps decision-makers analyse the major am ...

EPFL2017

Fed funds futures variance futures

Damir Filipovic

We develop a novel contract design, the fed funds futures (FFF) variance futures, which reflects the expected realized basis point variance of an underlying FFF rate. The valuation of short-term FFF variance futures is completely model-independent in a gen ...

Routledge Journals, Taylor & Francis Ltd2016

Optimal exchange rate flexibility with large labor unions

Luisa Lambertini, Vincenzo Cuciniello

We study the optimal volatility of the exchange rate in a two-country model with sectoral non-atomistic wage setters, non-traded goods, nominal rigidities and alternative pricing assumptions – producer or local currency pricing. Labor unions internalize th ...

Elsevier2016

On the Privacy Implications of Location Semantics

Jean-Pierre Hubaux, Kévin Clément Huguenin, Urs Beda Hengartner

Mobile users increasingly make use of location-based online services enabled by localization systems. Not only do they share their locations to obtain contextual services in return (e.g., 'nearest restaurant'), but they also share, with their friends, info ...

2016