Browsing by Subject "Financial risk management."

Now showing items 1-2 of 2

    • Margin-at-Risk for Agricultural Processors: Flour Milling Scenarios 

      Oberholtzer, Daniel Vincent (North Dakota State University, 2011)
      Historic market volatility has made risk management decisions by firms in the agricultural supply chain more challenging. Market risk measurement methods, such as Value-at-Risk, were developed in the financial industry to ...

    • Robust Capital Asset Pricing Model Estimation through Cross-Validation 

      Sakouvogui, Kekoura (North Dakota State University, 2018)
      Limitations of Capital Asset Pricing Model (CAPM) continue to present inconsistent empirical results despite its rm mathematical foundations provided in recent studies. In this thesis, we examine how estimation errors of ...