Journal of Risk Finance

1999 - 2024

Current editor(s): Nawazish Mirza

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What do we know about cyber risk and cyber risk insurance? pp. 474-491: Martin Eling and Werner Schnell
Airline fuel hedging and management ownership pp. 492-509: Timo Korkeamaki, Eva Liljeblom and Markus Pfister
Announced versus canceled bank mergers and acquisitions pp. 510-544: Armin Varmaz and Jonas Laibner
Is there a priced risk factor associated with conservatism? pp. 545-561: Kerstin Lopatta, Felix Canitz and Christian Fieberg
Can speed kill? pp. 562-584: Doriana Cucinelli

Stand-alone vs systemic risk-taking of financial institutions pp. 374-389: Sascha Strobl
A Bayesian inference model for the credit rating scale pp. 390-404: Philipp Gmehling and Pierfrancesco La Mura
Portfolio dynamics under illiquidity pp. 405-427: Axel Buchner
RiskTRACK: the five-factor model for measuring risk tolerance pp. 428-445: Hunter Matthew Holzhauer, Xing Lu, Robert McLeod and Jun Wang
Time variation paths of risk sensitivities of bank stocks in the past two decades pp. 446-455: Kaiyi Chen, Ling T. He and R.B. Lenin
Sensitivity analysis of market and stock returns by considering positive and negative jumps pp. 456-472: Ourania Theodosiadou, Vassilis Polimenis and George Tsaklidis

An investor’s perspective on risk-models and characteristic-models pp. 262-276: Christian Fieberg, Thorsten Poddig and Armin Varmaz
What transaction costs are acceptable in life insurance products from the policyholders’ viewpoint? pp. 277-294: Hato Schmeiser and Joël Wagner
On portfolio optimization pp. 295-309: Theo Berger and Christian Fieberg
Toward an optimal hedging strategy considering earnings volatility through fair value accounted financial derivatives pp. 310-327: Eva Marie Ebach, Michael Hertel, Andreas Lindermeir and Timm Tränkler
Private firm pricing and propensity to go public: evidence from mutual funds holdings pp. 328-346: Mariluz Alverio and Javier Rodríguez
Study of REIT ETF beta pp. 347-369: Stoyu I. Ivanov

Survival analysis of supply chain financial risk pp. 130-151: Scott Dellana and David West
The relevance of credit ratings over the business cycle pp. 152-168: Christian Fieberg, Richard Lennart Mertens and Thorsten Poddig
CDS and bank ownership structures: does the credit side show who advocates more risk? pp. 169-193: Dennis Froneberg, Florian Kiesel and Dirk Schiereck
Credit risk signals in CDS market vs agency ratings pp. 194-217: Michael Jacobs, Ahmet K. Karagozoglu and Dina Naples Layish
Process landscape and efficiency in non-life insurance claims management pp. 218-244: Nils Mahlow and Joël Wagner
Capital structure dynamics among SMEs: Swedish empirical evidence pp. 245-260: Darush Yazdanfar and Peter Öhman

The market’s reaction to unexpected, catastrophic events pp. 2-25: Phillip Humphrey, David A. Carter and Betty Simkins
Supporting strategic success through enterprise-wide reputation risk management pp. 26-45: Nadine Gatzert and Joan Schmit
The impact of auditing strategies on insurers’ profitability pp. 46-79: Katja Müller, Hato Schmeiser and Joël Wagner
Does risk affect capital structure adjustments? pp. 80-92: Abdul Rashid
Information-theoretic approach to quantifying currency risk pp. 93-109: Paweł Fiedor and Artur Hołda
Equilibrium liquidity premia of private equity funds pp. 110-128: Axel Buchner

Bad assets options and bank resolution in Europe pp. 486-497: Karsten Paetzmann
The value relevance of “too-big-to-fail” guarantees pp. 498-518: Armin Varmaz, Christian Fieberg and Jörg Prokop
Operational risk capital charges (Basel II): factoring in external loss data to the internal datasets pp. 519-535: Lukasz Prorokowski
Does R & D create or resolve uncertainty? pp. 536-553: George Blazenko and Wing Him Yeung
Macro stress test for credit risk pp. 554-574: Masayasu Kanno

Are credit rating agency analysts valuable? pp. 378-394: Rahmi Erdem Aktug, Nandu (Nandkumar) Nayar and Jesus M Salas
What drives tail risk in aggregate European equity markets? pp. 395-406: Harald Kinateder
Securitization of disability risk via bonds and swaps pp. 407-424: Alexander Hendrik Maegebier
Regulation of uncovered sovereign credit default swaps – evidence from the European Union pp. 425-443: Florian Kiesel, Felix Lücke and Dirk Schiereck
Issuers’ credit risk and pricing of warrants in the recent financial crisis pp. 444-462: Andrea Schertler and Saskia Stoerch
The dynamics of risk premium: the case of the Taiwan real estate market pp. 463-482: Vijay Kumar Vishwakarma

Location of banks and their credit ratings pp. 220-232: Eric van Loon and Jakob de Haan
Big is beautiful: the information content of bank rating changes pp. 233-252: Christian Fieberg, Finn Marten Körner, Jörg Prokop and Armin Varmaz
Rating sovereign debt in a monetary union – original sin by transnational governance pp. 253-283: Finn Marten Körner and Hans-Michael Trautwein
Financial regulation, collective cognition, and nation state crisis management pp. 284-302: William Patrick Forbes, Sheila O Donohoe and Jörg Prokop
Heterogeneous investors and trading platforms competition pp. 303-320: Nathalie Oriol, Alexandra Rufini and Dominique Torre
Sustainability vs credibility of fiscal consolidation pp. 321-343: Giuliana Passamani, Roberto Tamborini and Matteo Tomaselli
Does compliance with the German Corporate Governance Code pay off? pp. 344-376: Thomas Kaspereit, Kerstin Lopatta and Jochen Zimmermann

Risk management in SMEs: a systematic review of available evidence pp. 122-144: Eva Maria Falkner and Martin R.W. Hiebl
Multivariate credit portfolio management using cluster analysis pp. 145-163: Stefan Klotz and Andreas Lindermeir
Hedging and debt overhang: a conceptual note pp. 164-169: Jacques A. Schnabel
Computing value-at-risk using genetic algorithm pp. 170-189: Bhanu Sharma, Ruppa K. Thulasiram and Parimala Thulasiraman
A note on dynamic hedging pp. 190-196: Moawia Alghalith, Christos Floros and Ricardo Lalloo
Portfolio diversification during monetary loosening policy pp. 197-214: Kamil Makiel

Risk profiles for re-profiling the sovereign debt of crisis countries pp. 2-26: Andrea Consiglio and Stavros Zenios
Joint pricing of VIX and SPX options with stochastic volatility and jump models pp. 27-48: Thomas Kokholm and Martin Stisen
Measuring infrastructure investment option value pp. 49-72: Gabriel J Power, Charli D. Tandja M., Josée Bastien and Philippe Grégoire
How do family ownership and founder management affect capital structure decisions and adjustment of SMEs? pp. 73-101: Johann Burgstaller and Eva Wagner
Debt financing and firm performance: an empirical study based on Swedish data pp. 102-118: Darush Yazdanfar and Peter Öhman