Cover Image

Project Risk Management from the bottom-up: Activity Risk Index

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Acebes, Fernando, Pajares, Javier, Gonzalez-Varona, Jose M, Lopez-Paredes, Adolfo
Format:	Preprint
Published:	2024
Subjects:	Risk Management
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Beyond probability-impact matrices in project risk management: A quantitative methodology for risk prioritisation
by: Acebes, Fernando, et al.
Published: (2024)

On the project risk baseline: integrating aleatory uncertainty into project scheduling
by: Acebes, Fernando, et al.
Published: (2024)

Stochastic Earned Value Analysis using Monte Carlo Simulation and Statistical Learning Techniques
by: Acebes, Fernando, et al.
Published: (2024)

Impact of aleatoric, stochastic and epistemic uncertainties on project cost contingency reserves
by: Curto, David, et al.
Published: (2024)

Analisis cuantitativo de riesgos utilizando "MCSimulRisk" como herramienta didactica
by: Acebes, Fernando, et al.
Published: (2024)

The Epistemic Risk of Risk: A Modal Framework for Quantitative Risk Management
by: Assa, Hirbod
Published: (2026)

Physical Climate Risk in Asset Management
by: Azzone, Michele, et al.
Published: (2025)

Portfolio Optimization for Index Tracking with Constraints on Downside Risk and Carbon Footprint
by: Biswas, Suparna, et al.
Published: (2025)

Strengthening Risk Management in Pharmacovigilance
by: Vani Pathuri
Published: (2019)

Lessons From Model Risk Management in Financial Institutions for Academic Research
by: Alaghmandan, Mahmood, et al.
Published: (2024)

Deep Hedging with Reinforcement Learning: A Practical Framework for Option Risk Management
by: Lucius, Travon, et al.
Published: (2025)

Spurious Default Probability Projections in Credit Risk Stress Testing Models
by: Engelmann, Bernd
Published: (2024)

Asymptotic Properties of Generalized Shortfall Risk Measures for Heavy-tailed Risks
by: Mao, Tiantian, et al.
Published: (2024)

Weighted Generalized Risk Measure and Risk Quadrangle: Characterization, Optimization and Application
by: Liu, Yang, et al.
Published: (2026)

A Natural Hedging Framework for Longevity Risk with Graphical Risk Assessment
by: Gabric, Lydia J., et al.
Published: (2025)

SHAP Stability in Credit Risk Management: A Case Study in Credit Card Default Model
by: Lin, Luyun, et al.
Published: (2025)

Derivatives of Risk Measures
by: Gankhuu, Battulga
Published: (2024)

Pareto-Optimal Peer-to-Peer Risk Sharing with Robust Distortion Risk Measures
by: Ghossoub, Mario, et al.
Published: (2024)

Model Combination in Risk Sharing under Ambiguity
by: Kroell, Emma, et al.
Published: (2025)

Uncertainty Propagation and Dynamic Robust Risk Measures
by: Moresco, Marlon, et al.
Published: (2023)

Managing Basis Risks in Weather Parametric Insurance: A Quantitative Study of Diversification and Key Influencing Factors
by: Gao, Hang, et al.
Published: (2024)

A Risk Mitigation Model of Monetary Ecosystem with Stablecoins
by: Wen, Hongzhe, et al.
Published: (2025)

Multivariate Residual Estimation Risk
by: Manuge, D. J.
Published: (2026)

Value-at-Risk- and Expectile-based Systemic Risk Measures and Second-order Asymptotics: With Applications to Diversification
by: Geng, Bingzhen, et al.
Published: (2024)

Taming Tail Risk in Financial Markets: Conformal Risk Control for Nonstationary Portfolio VaR
by: Schmitt, Marc
Published: (2026)

Automated Risk Management Mechanisms in DeFi Lending Protocols: A Crosschain Comparative Analysis of Aave and Compound
by: Iftikhar, Erum, et al.
Published: (2025)

A Portfolio-Anchored Frequency-Severity Risk Index for Trip and Driver Assessment Using Telematics Signals
by: Lee, Jongtaek, et al.
Published: (2026)

Streamlining Compliance And Risk Management with Regtech Solutions
by: Bagwe, Chintamani
Published: (2025)

Social Innovations and Transformations in Flood Risk Management
by: Thomas Thaler, et al.
Published: (2025)

The Estimation Risk in Extreme Systemic Risk Forecasts
by: Hoga, Yannick
Published: (2023)

ESG Risk: Lessons Learned from Utility Theory
by: Geissel, Sebastian, et al.
Published: (2025)

Risk Budgeting Allocation for Dynamic Risk Measures
by: Pesenti, Silvana M., et al.
Published: (2023)

Slippage-at-Risk (SaR): A Forward-Looking Liquidity Risk Framework for Perpetual Futures Exchanges
by: Sepper, Otar
Published: (2026)

Towards Equity? Advancing Rural Consideration in Flood Risk Management
by: Daniel W. A. Jones, et al.
Published: (2025)

Partial Law Invariance and Risk Measures
by: Shen, Yi, et al.
Published: (2024)

Capital-Allocation-Induced Risk Sharing
by: Chong, Wing Fung, et al.
Published: (2026)

Multinomial Backtesting of Distortion Risk Measures
by: Bettels, Sören, et al.
Published: (2022)

Model Risk Management for Generative AI In Financial Institutions
by: Bhattacharyya, Anwesha, et al.
Published: (2025)

Quantifying Seasonal Weather Risk in Indian Markets: Stochastic Model for Risk-Averse State-Specific Temperature Derivative Pricing
by: Hooda, Soumil, et al.
Published: (2024)

On-Chain Credit Risk Score in Decentralized Finance
by: Ghosh, Rik, et al.
Published: (2024)