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Record W2040923926 · doi:10.1108/17468801111104340

How much trust should risk managers place on “Brownian motions” of financial markets?

2011· article· en· W2040923926 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

Bibliographic record

VenueInternational Journal of Emerging Markets · 2011
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicFinancial Markets and Investment Strategies
Canadian institutionsUniversity of Winnipeg
Fundersnot available
KeywordsFinancial risk managementRisk managementEconomicsFinancial riskFinancial modelingGeometric Brownian motionFinancial marketValue at riskFinancial servicesFinancial managementActuarial scienceFinancial economicsFinanceEconometricsBusinessMarketingDiffusion processService (business)

Abstract

fetched live from OpenAlex

Purpose The purpose of this paper is to investigate the recent global economic downturn. Particularly, the study explores the utilization of the concept of Brownian motion in financial risk management in organizations in the USA. Design/methodology/approach The three assumptions, namely, independence, stationarity, and normal distribution that underlie the concept of Brownian motion are examined. Findings It is concluded that the widely used risk management strategies predicated on Brownian motion fail to provide a rational understanding of financial turmoil. Consequently, prescriptive insights are offered to aid the industry in developing an apposite mechanism for risk management. Research limitations/implications This paper offers new and improved risk management strategies that need to be undertaken to augment our understanding and prediction of financial scenarios. Practical implications The paper is useful for managers in all financial organizations, which employ computer models using Brownian motions. Specifically, this study contends that static models are unsuitable and dynamic models are more useful for risk assessment. Originality/value The paper reveals the weaknesses of the key assumptions of the risk management models used in financial organizations, namely, normal distribution of stock market price fluctuations, statistical stationarity, and efficient market assumption. Valuable guidelines are provided for financial managers who either do not have the inclination or time to sift through the voluminous literature related to the risk management models and computer software designed on these models.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.001
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesInsufficient payload (model declined to judge)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.663
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.000
Science and technology studies0.0000.000
Scholarly communication0.0000.001
Open science0.0010.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0010.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.046
GPT teacher head0.236
Teacher spread0.190 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it