Risk sensitivity of production studios on the US movie market: an agent-based simulation.
Francesco BertolottiSabin RomanPublished in: WOA (2021)
Keyphrases
- raw material
- black scholes
- risk neutral
- risk aversion
- financial crisis
- decision making
- risk evaluation
- risk management
- portfolio management
- manufacturing companies
- profit maximizing
- risk averse
- option pricing
- sensitivity analysis
- production system
- selling season
- risk measures
- high sensitivity
- stock market
- early warning
- stock price
- financial data
- market data
- foreign exchange
- credit risk
- supply chain
- risk assessment
- risk factors
- investment decisions
- stock exchange
- expected utility
- high risk
- investment strategies
- production process
- quality control
- market share
- asset allocation