Journal of Risk Finance

1999 - 2025

Current editor(s): Nawazish Mirza

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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

Volume 9, issue 5, 2008

Combining information about … combining information pp. 417-421

Michael R. Powers

Incentive incompatibilities and arbitrage opportunities pp. 422-431

Emilio Venezian

Rational or irrational expectations? Evidence from China's stock market pp. 432-448

Feng Gao, Fengming Song and Jun Wang

Recapitalization, mergers, and acquisitions of the Nigerian insurance industry pp. 449-466

S.A. Aduloju, A.L. Awoponle and S.A. Oke

Trading indicators with information‐gap uncertainty pp. 467-476

Colin J. Thompson, Anthony J. Guttmann and Ben J.P. Thompson

Jump liquidity risk and its impact on CVaR pp. 477-492

Harry Zheng and Yukun Shen

Estimation of VaR in conditional heteroscedastic models for principal‐protected notes pp. 492-501

Fen‐Ying Chen

The wicked problem of good financial markets pp. 502-508

Michael Mainelli

Volume 9, issue 4, 2008

The sequential sawyer – a tale of frequentist fright pp. 313-316

Michael R. Powers

Defining and measuring business risk in an economic‐capital framework pp. 317-333

René Doff

Accounting in three dimensions: a case for momentum revisited pp. 334-350

Eric Melse

Firm size and corporate financial‐leverage choice in a developing economy pp. 351-364

Abel Ebel Ezeoha

Impact of macroeconomic indicators on stock market performance pp. 365-378

Anthony Kyereboah‐Coleman and Kwame F. Agyire‐Tettey

Delta hedging of mortgage‐servicing portfolios under gamma constraints pp. 379-390

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

Asymmetric rotation of risk factors in a global portfolio pp. 391-403

George A. Christodoulakis

Volume 9, issue 3, 2008

Lanchester resurgent? The mathematics of terrorism risk pp. 225-231

Michael R. Powers

Catastrophe effects on stock markets and catastrophe risk securitization pp. 232-243

Charles C. Yang, Mulong Wang and Xiaoying Chen

A general defender‐attacker risk model for networks pp. 244-261

W.I. Al Mannai and T.G. Lewis

An accurate formula for bond‐portfolio stress testing pp. 262-277

Leonard Tchuindjo

Immunization without duration for on‐line learning pp. 278-286

Eva C. Yen

Wald's maximin model: a treasure in disguise! pp. 287-291

Moshe Sniedovich

Conceptual lessons on financial strategy following the US sub‐prime crisis pp. 292-302

Check‐Teck Foo

The pond for markets: social and local pp. 303-305

Michael Mainelli

Volume 9, issue 2, 2008

The nature of randomness pp. 101-105

Michael R. Powers

A practical approach to blend insurance in the banking network pp. 106-124

Panayiotis G. Artikis, Stanley Mutenga and Sotiris K. Staikouras

Reputation entrenchment or risk minimization? pp. 125-150

Xun Li and Zhenyu Wu

On loss‐avoiding payoff distribution in a dynamic portfolio management problem pp. 151-172

Jacek B. Krawczyk

Moments of the time of ruin in a renewal risk model with discounted penalty pp. 173-187

K.K. Thampi and M.J. Jacob

Asian options versus vanilla options: a boundary analysis pp. 188-199

George L. Ye

Simultaneous output and input hedging: a decision analysis pp. 200-205

Moawia Alghalith

Work in progress? pp. 206-210

Chris Gentle

Liquidity=Diversity pp. 211-217

Michael Mainelli

Volume 9, issue 1, 2008

The nature of randomness pp. 5-8

Michael R. Powers

EU Banking Directives: risk and wealth effects on the Greek financial sector pp. 9-19

Themis D. Pantos

Corporate hedging and risk management theory: evidence from Polish listed companies pp. 20-39

Karol Klimczak

Development in Islamic banking: a financial risk‐allocation approach pp. 40-51

M. Mansoor Khan and Muhammad Bhatti

Effect of exchange‐rate volatility on foreign direct investment in Sub‐Saharan Africa pp. 52-70

Anthony Kyereboah‐Coleman and Kwame F. Agyire‐Tettey

Risk minimization under budget constraints pp. 71-80

Kiseop Lee

Alternative measures to value at risk pp. 81-88

Colin J. Thompson and Michael A. McCarthy