Journal of Risk Finance

1999 - 2024

Current editor(s): Nawazish Mirza

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Catastrophe forecasting: seeing “gray” among the “black boxes” pp. 458-462: Michael R. Powers
Dynamic monitoring of financial intermediaries with subordinated debt pp. 463-487: Gloria González‐Rivera and David Nickerson
The estimation of nominal and real yield curves from government bonds in Israel pp. 488-502: Zvi Wiener and Helena Pompushko
Fuzzy random‐coefficient volatility models with financial applications pp. 503-524: K. Thiagarajah and A. Thavaneswaran
Financial applications of ARMA models with GARCH errors pp. 525-543: M. Ghahramani and A. Thavaneswaran
Parsimonious principle of GARCH models: a Monte‐Carlo approach pp. 544-558: Jing Wu
Approximating the growth optimal portfolio with a diversified world stock index pp. 559-574: Truc Le and Eckhard Platen

Pure vs speculative risk pp. 345-347: Michael R. Powers
Credit‐default swap rates and equity volatility: a nonlinear relationship pp. 348-371: Fathi Abid and Nader Naifar
Pricing credit risk through equity options calibration pp. 372-385: Marco Fabio Delzio
Pricing credit risk through equity options calibration pp. 386-401: Marco Fabio Delzio
When does cross‐border acquisition of insurance firms lead to value creation? pp. 402-414: B. Elango
Comparative statics and optimal portfolios pp. 415-424: Jean Fernand Nguema
Option pricing for some stochastic volatility models pp. 425-445: A. Thavaneswaran, J. Singh and S.S. Appadoo

The Cramér‐Rao lower bound on variance: Adam and Eve's “uncertainty principle” pp. 233-236: Michael R. Powers
Effects of maturity choices on loan‐guarantee portfolios1 pp. 237-254: Michel Gendron, Van Son Lai and Issouf Soumaré
Predicting probability of default of Indian corporate bonds: logistic andZ‐score model approaches pp. 255-272: Arindam Bandyopadhyay
Foreign‐exchange trading risk management with value at risk pp. 273-291: Mazin A.M. Al Janabi
Can the student‐tdistribution provide accurate value at risk? pp. 292-300: Chu‐Hsiung Lin and Shan‐Shan Shen
Best execution compliance: new techniques for managing compliance risk pp. 301-312: Michael Mainelli and Mark Yeandle
Best execution compliance automation: towards an equities compliance workstation pp. 313-336: Michael Mainelli and Mark Yeandle

An insurance paradox pp. 113-116: Michael R. Powers
Empirical study of value‐at‐risk and expected shortfall models with heavy tails pp. 117-135: Fotios C. Harmantzis, Linyan Miao and Yifan Chien
Determinants of dividend payout ratios in Ghana pp. 136-145: Mohammed Amidu and Joshua Abor
Analysis of multinational underwriting cycles in property‐liability insurance pp. 146-159: Chao‐Chun Leng and Ursina B. Meier
Business cycles in insurance and reinsurance: the case of France, Germany and Switzerland pp. 160-176: Ursina B. Meier and J. François Outreville
The use of spectral analysis in insurance cycle research pp. 177-188: Emilio C. Venezian
Application of spectral and ARIMA analysis to combined‐ratio patterns pp. 189-214: Emilio C. Venezian and Chao‐Chun Leng

Granting non‐tradable stock options: the opportunity costs for shareholders and employees pp. 9-23: Michele Moretto and Giampaolo Rossini
The fund of hedge funds reporting puzzle pp. 24-37: Noël Amenc, Philippe Malaise and Mathieu Vaissié
Stationarity and stability of underwriting profits in property‐liability insurance pp. 38-48: Chao‐Chun Leng
Stationarity and stability of underwriting profits in property‐liability insurance pp. 49-63: Chao‐Chun Leng
Multi‐national underwriting cycles in property‐liability insurance pp. 64-82: Ursina B. Meier
Multi‐national underwriting cycles in property‐liability insurance pp. 83-97: Ursina B. Meier

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