Journal of Risk Finance

1999 - 2025

Current editor(s): Nawazish Mirza

From Emerald Group Publishing Limited
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VaR stress tests for highly non‐linear portfolios pp. 382-387: John H.J. Einmahl, Walter N. Foppen, Olivier W. Laseroms and Casper de Vries
Value‐at‐risk with info‐gap uncertainty pp. 388-403: Yakov Ben‐Haim
Reciprocal insurance: a case of supply created by demand pp. 404-415: Emilio C. Venezian
Classic and modern measures of risk in fixed‐income portfolio optimization pp. 416-423: Miguel Ángel Martín Mato
Trade size, trade frequency, and the volatility‐volume relation pp. 424-437: Frederick (Fengming) Song, Hui Tan and Yunfeng Wu
The effect of capital structure on profitability: an empirical analysis of listed firms in Ghana pp. 438-445: Joshua Abor

Examining risk reporting in UK public companies pp. 292-305: Philip M. Linsley and Philip J. Shrives
Managing foreign exchange risk among Ghanaian firms pp. 306-318: Joshua Abor
A “square‐root rule” for reinsurance? Evidence from several national markets pp. 319-334: Emilio C. Venezian, Krupa Viswanathan and Iana B. Jucá
Estimating the cost of capital: considerations for small business pp. 335-340: Ralph Palliam
Application of a multi‐criteria model for determining risk premium pp. 341-348: Ralph Palliam
t‐statistics for weighted means in credit risk modeling pp. 349-365: Lisa R. Goldberg, Alec N. Kercheval and Kiseop Lee

Pricing issues in aviation insurance and reinsurance pp. 192-207: Morton N. Lane
An autoregressive conditional duration model of credit‐risk contagion pp. 208-225: Sergio M. Focardi and Frank J. Fabozzi
Modeling risk for long and short trading positions pp. 226-238: Timotheos Angelidis and Stavros Degiannakis
Insurance market equilibrium: a multi‐period dynamic solution pp. 239-250: Wen‐chang Lin
Preferences analysis, transactions, and volatility pp. 251-266: Jaroslav Zajac
Towards multi‐factor models of decision making and risk pp. 267-274: Michael Nwogugu

The use of derivatives by US insurers pp. 87-97: Mayank Raturi
Diffusion models of insurer net worth: can one dimension suffice? pp. 98-117: Jiandong Ren
Coping with credit risk pp. 118-134: Henri Loubergé and Harris Schlesinger
Asset and liability management in financial crisis pp. 135-149: Arzu Tektas, E. Nur Ozkan‐Gunay and Gokhan Gunay
Towards multi‐factor models of decision making and risk pp. 150-162: Michael Nwogugu
Towards multi‐factor models of decision making and risk pp. 163-173: Michael Nwogugu

Enhancing reinsurance efficiency using index‐based instruments pp. 6-16: Lixin Zeng
Betting on country alphas to hedge against Asian crisis risk pp. 17-30: Stephen Miller
Theory of portfolio and risk based on incremental entropy pp. 31-39: Jianshe Ou
Developing and implementing a stochastic decision‐support model within an organizational context pp. 40-46: Kjetil Høyland, Erik Ranberg and Stein Wallace
Forecasts from biased experts: a “meta‐credibility” problem pp. 47-59: Michael R. Powers
Determinant factors of leverage pp. 60-68: Yaiza García Padrón, Rosa María Cáceres Apolinario, Octavio Maroto Santana, María Concepción Verona Martel and Lourdes Jordán Sales

M&A integration at Delta Connection Inc pp. 14-17: J.T. Fisher
Unlocking the value of corporate real estate pp. 20-21: Lauralee Martin
Capital market solutions to terrorism risk coverage: a feasibility study pp. 34-44: Sylvie Bouriaux and William L. Scott

Assessing the regulatory impact: the challenges of UCITS III — Germany's regulators become the first to launch derivatives ordinance pp. 7-9: Kai D. Leifert
Assessing the regulatory impact: credit risk — going beyond Basel II pp. 10-13: Richard Tschemernjak
The continuing saga — Basel II developments: liquidity regulation into the 21st century pp. 23-27: Phil Leverick
The continuing saga — Basel II developments: bank capital management in the light of Basel II — how to manage capital in financial institutions pp. 28-33: David Rowe, Dean Jovic and Richard Reeves
Re‐assessing 21st century risk: 21st century trends in risk management — board level decisions set the agenda pp. 34-37: Chris Mundy
Re‐assessing 21st century risk: the reaction to risky financial reporting — the rise and rise of cash pp. 38-40: Jon Purr
The risk management of everything pp. 58-65: Michael Power

Integrating Interest Rate Risk in Credit Portfolio Models pp. 6-15: Peter Grundke
Forecasting Retail Portfolio Credit Risk pp. 16-32: Daniel Rösch and Harald Scheule
Effect of Uncertainties in Modeling Tropical Cyclones on Pricing of Catastrophe Bonds:A Case Study pp. 33-44: Siamak Daneshvaran and Robert E. Morden
Arbitrage Algebra and the Price of Multi‐Peril ILS pp. 45-51: Morton N. Lane
Long‐Term Value at Risk pp. 52-57: Kevin Dowd, David Blake and Andrew Cairns
Developing and Implementing a Stochastic Decision‐Support Model Within an Organizational Context:Part II—The Organization pp. 58-63: Kjetil Høyland, Erik Ranberg and Stein Wallace

Fat Tails, Scaling, and Stable Laws:A Critical Look at Modeling Extremal Events in Financial Phenomena pp. 5-26: Sergio M. Focardi and Frank J. Fabozzi
Pricing Vulnerable Options With Copulas pp. 27-39: Umberto Cherubini and Elisa Luciano
A Quantile‐Fitting Approach to Value at Risk for Options pp. 40-50: Doowoo Nam and Benton E. Gup
Discontinuous Hedging Strategies for Multi‐period Guarantees in Life Insurance pp. 51-63: Snorre Lindset
Impact of Risk Management on the Recent Market Volatility in the U.S. and Japan pp. 64-70: Leo M. Tilman, Raymond Wong and Misahiro Yamaguchi
Review of Trends in Insurance Securitization April 2002 to March 2003 pp. 71-87: Morton N. Lane and Roger G. Beckwith