Introduction to the Special Section on “Optimizing Risk Management: Methods and Tools”

Desheng Dash Wu · David L. Olson

78 citations0/0 files storedHuman and Ecological Risk Assessment An International Journal

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Risk Management in Financial Firms Risk and Safety Analysis Leadership, Behavior, and Decision-Making Studies

Abstract

In recent years, risk management has attracted a great deal of attention from both researchers and practitioners. Complexity and uncertainty in many practical problems require new methods and tools. Risk management can be used as a tool for greater rewards, not just control against loss. Enterprise risk management has become an important topic in today's more complex, inter-related global business environment, replete with threats from natural, political, economic, and technical sources. Risks are studied from different silo disciplinary perspectives, with a discussion of how various methods and tools are used to optimize risk management.

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References

1979Prospect Theory: An Analysis of Decision under Risk 1988Prospect theory: An analysis of decision under risk 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*2019Theory of games and economic behavior 1994Risk Society, Towards a New Modernity 1992The balanced scorecard : measures that drive performance 1965The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets 1975THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.]

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