Journal of Risk Finance

1999 - 2025

Current editor(s): Nawazish Mirza

From Emerald Group Publishing Limited
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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

Volume 7, issue 5, 2006

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

Volume 7, issue 4, 2006

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

Volume 7, issue 3, 2006

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

Volume 7, issue 2, 2006

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

Volume 7, issue 1, 2006

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