Journal of Risk Finance

1999 - 2024

Current editor(s): Nawazish Mirza

From Emerald Group Publishing Limited
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Volume 11, issue 5, 2010

Diversification, hedging, and “pacification” pp. 441-445

Michael R. Powers

An intergenerational cross‐country swap pp. 446-463

Miret Padovani and Paolo Vanini

Value‐at‐risk pp. 464-480

Lindsay A. Lechner and Timothy C. Ovaert

A simple parallel algorithm for large‐scale portfolio problems pp. 481-495

Kamal Smimou and Ruppa K. Thulasiram

Option pricing for jump diffussion model with random volatility pp. 496-507

A. Thavaneswaran and Jagbir Singh

Average run lengths of control charts for monitoring observations from a Burr distribution pp. 508-514

M.A.A. Cox

Estimation of a Cox process for credit spreads with semi‐stochastic intensity pp. 515-519

Angelo Corelli

Volume 11, issue 4, 2010

Where ignorance is bliss: the “dark corner” of risk classification pp. 353-357

Michael R. Powers

Weather derivatives, price forwards, and corporate risk management pp. 358-376

Mulong Wang, Min‐Ming Wen and Charles C. Yang

Delta hedging a portfolio of servicing rights under gamma and vega constraints with optimal fixed income securities pp. 377-400

Anne Zissu, Carlos Ortiz and Charles Stone

Information costs in financial markets: evidence from the Tunisian stock market pp. 401-409

Imene Safer Chakroun and Abdelkader Hamdouni

A note on probabilistic confidence of the stock market ILS interval forecasts pp. 410-415

Chenyi Hu

Transferring home price risk to investors from individual borrowers pp. 416-423

Dhruv Sharma

Volume 11, issue 3, 2010

Uncertainty principles in risk finance pp. 245-248

Michael R. Powers

The growing importance of risk in financial regulation pp. 249-267

Marianne Ojo

A bird's view of info‐gap decision theory pp. 268-283

Moshe Sniedovich

Disentangling the value premium in the UK pp. 284-295

Sulaiman Mouselli

Volatility persistence and trading volume in an emerging futures market pp. 296-309

Pratap Chandra Pati and Prabina Rajib

Overreaction and portfolio‐selection strategies in the Tunisian stock market pp. 310-322

Mohamed Ali Trabelsi

Risk exposure and corporate financial policy on the Ghana Stock Exchange pp. 323-332

Godfred A. Bokpin, Anthony Q.Q. Aboagye and Kofi A. Osei

Is there risk of a cataclysm? Changing perceptions of the dollar pp. 333-343

Check Teck Foo

Size matters: risk and scale pp. 344-348

Michael Mainelli and Bob Giffords

Volume 11, issue 2, 2010

Infinite‐mean losses: insurance's “dread disease” pp. 125-128

Michael R. Powers

Risk‐return optimization with different risk‐aggregation strategies pp. 129-146

Stan Uryasev, Ursula A. Theiler and Gaia Serraino

The determinants of terrorist shocks' cross‐market transmission pp. 147-163

Konstantinos Drakos

Filtered extreme‐value theory for value‐at‐risk estimation: evidence from Turkey pp. 164-179

Alper Ozun, Atilla Cifter and Sait Yılmazer

Risk reduction using wavelets for denoising principal‐components regression models pp. 180-203

Salwa Ben Ammou, Zied Kacem and Nabiha Haouas

On a class of renewal queueing and risk processes pp. 204-220

K.K. Thampi and M.J. Jacob

Interest rates, commodity prices, and the cost‐of‐carry model pp. 221-223

Jacques A. Schnabel

Risk management in a pure unit root pp. 224-234

Marcus Davidsson

Volume 11, issue 1, 2010

Presbyter takes Knight pp. 5-8

Michael R. Powers

Introduction of weather‐derivative concepts: perspectives for Portugal pp. 9-19

Alieva Ghiulnara and Cristina Viegas

Safety‐first portfolio optimization after September 11, 2001 pp. 20-61

Mahfuzul Haque and Oscar Varela

Do investors really value derivatives use? Empirical evidence from France pp. 62-74

Karim Ben Khediri

Portfolio evaluation using OWA‐heuristic algorithm and data envelopment analysis pp. 75-88

Abhay Kumar Singh, Rajendra Sahu and Shalini Bharadwaj

Determinants of the timing of bank failure in North Cyprus pp. 89-106

Nil Gunsel

Gearing investments with uncertainty pp. 107-110

Colin J. Thompson and Mark A. Burgman

The eternal coin – made from real money: risks in fiat currencies pp. 111-116

Michael Mainelli

Volume 10, issue 5, 2009

How money got its tail (not too light; not too heavy; but “just so”) pp. 425-429

Michael R. Powers

Catastrophe reinsurance and risk capital in the wake of the credit crisis pp. 430-459

Christopher L. Culp and Kevin J. O'Donnell

Decisions on capital structure in aZakatenvironment with prohibition ofriba pp. 460-476

Jasim Al‐Ajmi, Hameeda Abo Hussain and Nadhem Al‐Saleh

The impact of capital‐structure choice on firm performance: empirical evidence from Egypt pp. 477-487

Ibrahim El‐Sayed Ebaid

Corporate governance, ownership structure, cash holdings, and firm value on the Ghana Stock Exchange pp. 488-499

Zangina Isshaq, Godfred A. Bokpin and Joseph Mensah Onumah

Financial literacy and investment decisions of UAE investors pp. 500-516

Hussein A. Hassan Al‐Tamimi and Al Anood Bin Kalli

Basis risk and hedging efficiency of weather derivatives pp. 517-536

Charles C. Yang, Patrick L. Brockett and Min‐Ming Wen

Volume 10, issue 4, 2009

Constant‐sum sampling: an apology for statistics' “original sin” pp. 317-320

Michael R. Powers

The impact of macroeconomic indicators on Vietnamese stock prices pp. 321-332

Khaled Hussainey and Le Khanh Ngoc

Macroeconomic uncertainty and conditional stock‐price volatility in frontier African markets pp. 333-349

Charles Adjasi

An econometric analysis of the lead‐lag relationship between India's NSE Nifty and its derivative contracts pp. 350-364

Sathya Swaroop Debasish

Detecting risk transmission from futures to spot markets without data stationarity pp. 365-376

Alper Ozun and Erman Erbaykal

Methods of payment and foreign‐exchange risk management among firms in Brunei Darussalam pp. 377-392

Rajeshwar Sirpal

Forecast of value at risk for equity indices: an analysis from developed and emerging markets pp. 393-409

Alex Yi‐Hou Huang and Tsung‐Wei Tseng

Volume 10, issue 3, 2009

Rethinking risk and return: part 2 – some felicitous Fourier frequencies pp. 205-209

Michael R. Powers

The effects of advertising media on sales of insurance products: a developing‐country case pp. 210-227

S.A. Aduloju, A.O. Odugbesan and S.A. Oke

Economic rehabilitation programme and the existence of implicit deposit insurance in North Cyprus pp. 228-243

Nil Günsel

Universal banks and stock‐market reaction pp. 244-260

Harilaos F. Harissis, Andreas Merikas, Stanley Mutenga and Sotiris K. Staikouras

Effect of 9/11 on the conditional time‐varying equity risk premium: evidence from developed markets pp. 261-276

Mahfuzul Haque and Imen Kouki

An info‐gap approach to managing portfolios of assets with uncertain returns pp. 277-287

Bryan Beresford‐Smith and Colin J. Thompson

Control charts for monitoring observations from a truncated normal distribution pp. 288-304

M.A.A. Cox

Volume 10, issue 2, 2009

Rethinking risk and return: Part 1 – novel norms for non‐normality? pp. 101-106

Michael R. Powers

Ten years' analysis of sovereign risk: noise‐rater risk, panels, and errors pp. 107-130

Pedro Erik Carneiro

On the accuracy of loss‐given‐default prediction intervals pp. 131-141

J. Samuel Baixauli and Susana Alvarez

Prediction of variability in mortgage rates: interval computing solutions pp. 142-154

Ling T. He, Chenyi Hu and K. Michael Casey

Corporate risk management and investment decisions pp. 155-168

Xun Li and Zhenyu Wu

Delta hedging a multi‐fixed‐income‐securities portfolio under gamma and vega constraints pp. 169-178

Carlos E. Ortiz, Charles A. Stone and Anne Zissu

Multiscale Fama‐French model: application to the French market pp. 179-192

Anyssa Trimech, Hedi Kortas, Salwa Benammou and Samir Benammou

Volume 10, issue 1, 2009

Insurance regulation in America – playing out of its league pp. 5-6

Michael R. Powers

Are bank stocks sensitive to risk management? pp. 7-22

Rudra Sensarma and M. Jayadev

Risk management practices of Islamic banks of Brunei Darussalam pp. 23-37

Abul Hassan

An evaluation of alternative scoring models in private banking pp. 38-53

Hussein A. Abdou

Weather‐risk hedging by farmers pp. 54-66

Rajiv Seth, Valeed A. Ansari and Manipadma Datta

Effect of futures trading on spot‐price volatility: evidence for NSE Nifty using GARCH pp. 67-77

Sathya Swaroop Debasish

Value‐relevance of foreign‐exchange and interest‐rate derivatives disclosure pp. 78-90

Rashid Ameer