Journal of Risk Finance

1999 - 2024

Current editor(s): Nawazish Mirza

From Emerald Group Publishing Limited
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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

Volume 8, issue 5, 2007

Intuition and surprise pp. 429-433

Michael R. Powers

Why hedge? Rationales for corporate hedging and value implications pp. 434-449

Kevin Aretz, Söhnke Bartram and Gunter Dufey

Calibrating risk‐neutral default correlation pp. 450-464

Elisa Luciano

Prediction of bank failures in emerging financial markets: an ANN approach pp. 465-480

E. Nur Ozkan‐Gunay and Mehmed Ozkan

A generalized ROC approach for the validation of credit rating systems and scorecards pp. 481-488

Stylianos Z. Xanthopoulos and Christos T. Nakas

Impacts of interval measurement on studies of economic variability pp. 489-507

Ling T. He and Chenyi Hu

Volume 8, issue 4, 2007

Thoughts on the “scientific method”: part 2 – frequentist fecklessness pp. 325-329

Michael R. Powers

Calibrating asset correlation for Indian corporate exposures pp. 330-348

Arindam Bandyopadhyay, Tasneem Chherawala and Asish Saha

Dividend policy and payout ratio: evidence from the Kuala Lumpur stock exchange pp. 349-363

Abdulrahman Ali Al‐Twaijry

Debt policy and performance of SMEs pp. 364-379

Joshua Abor

Foreign exchange risk exposure of listed companies in Ghana pp. 380-393

Zubeiru Salifu, Kofi A. Osei and Charles Adjasi

Banks' risk management: a comparison study of UAE national and foreign banks pp. 394-409

Hussein A. Hassan Al‐Tamimi and Faris Mohammed Al‐Mazrooei

The North Cyprus banking sector: the effect of a speculative attack on the Turkish Lira pp. 410-421

Nil Günsel

Volume 8, issue 3, 2007

Thoughts on the “scientific method”: part 1 – ignorance through inconsistency pp. 209-213

Michael R. Powers

Weekly volatility forecasts with applications to risk management pp. 214-229

David G. McMillan and Alan E.H. Speight

Valuation when bankruptcy is a possibility and taxes matter pp. 230-245

Emilio C. Venezian

Hedge fund performance and managerial social capital pp. 246-259

Rosmah Mat Isa and Rashid Ameer

On the use of value at risk for managing foreign‐exchange exposure in large portfolios pp. 260-287

Mazin A.M. Al Janabi

Insurance risk exchange in the presence of background risk and private information pp. 288-308

Wen‐chang Lin and Jin‐ray Lu

Input hedging: generalizations pp. 309-312

Moawia Alghalith

Volume 8, issue 2, 2007

Sharing responsibility: what they didn't teach you in kindergarten pp. 93-96

Michael R. Powers

Tornado risk analysis in the United States pp. 97-111

Siamak Daneshvaran and Robert E. Morden

Weather derivatives: risk‐hedging prospects for agriculture and power sectors in India pp. 112-132

Anil K. Sharma and Ashutosh Vashishtha

Data‐efficient model building for financial applications pp. 133-155

Sven Sandow and Xuelong Zhou

Systemic risk in modern financial systems: analytics and policy design pp. 156-165

Prasanna Gai, Nigel Jenkinson and Sujit Kapadia

An analysis of risk for defaultable bond portfolios pp. 166-185

Hongtao Guo, Guojun Wu and Zhijie Xiao

On the surplus prior to ruin in the perturbed classical risk process pp. 186-195

Jiandong Ren

Volume 8, issue 1, 2007

Human mortality: written in the stars? pp. 5-10

Michael R. Powers

Securitization and risk: empirical evidence on US banks pp. 11-23

Hatice Uzun and Elizabeth Webb

Managing credit risk with info‐gap uncertainty pp. 24-34

Bryan Beresford‐Smith and Colin J. Thompson

Mapping corporate drift towards default pp. 35-45

Arindam Bandyopadhyay

Mapping corporate drift towards default pp. 46-55

Arindam Bandyopadhyay

The impact of capital structure on the performance of microfinance institutions pp. 56-71

Anthony Kyereboah‐Coleman

Value‐at‐risk concept by Swiss private banks pp. 72-78

Andrey Rogachev

Risk‐seekers or rent‐seekers? pp. 79-83

Michael Mainelli

The distribution dilemma pp. 84-86

Chris Gentle