Risks

2013 - 2025

Current editor(s): Mr. Claude Zhang

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Volume 12, issue 12, 2024

Dynamic Programming for Designing and Valuing Two-Dimensional Financial Derivatives pp. 1-15

Malek Ben-Abdellatif, Hatem Ben-Ameur, Rim Chérif and Bruno Rémillard

The Cost of Borrowing as a Limiting Factor of Non-Life Insurance Development: The Italian Case pp. 1-15

Giovanni Millo

Enterprise Risk Management: Improving Embedded Risk Management and Risk Governance pp. 1-15

Werner Gleißner and Thomas B. Berger

The Role of Green Credit in Bank Profitability and Stability: A Case Study on Green Banking in Indonesia pp. 1-15

Sutrisno Sutrisno, Agus Widarjono and Abdul Hakim

An Empirical Implementation of the Shadow Riskless Rate pp. 1-19

Davide Lauria, Jiho Park, Yuan Hu, W. Brent Lindquist, Svetlozar T. Rachev and Frank J. Fabozzi

Investment Portfolio Allocation and Insurance Solvency: New Evidence from Insurance Groups in the Era of Solvency II pp. 1-33

Thomas Poufinas and Evangelia Siopi

A Basic Asymptotic Test for Value-at-Risk Subadditivity pp. 1-12

Marius Hofert

Nonparametric Testing for Information Asymmetry in the Mortgage Servicing Market pp. 1-40

Helmi Jedidi and Georges Dionne

The Effect of Risk Management on Direct and Indirect Capital Structure Deviations pp. 1-14

Xiaoyi Li and Yung-Ming Shiu

The Endowment Effect in a Field Study with Risk-Reducing Instruments pp. 1-14

Filip Tomicki and Paweł Kuśmierczyk

Emotional Instability and Financial Decisions: How Neuroticism Fuels Panic Selling pp. 1-14

Mostafa Saidur Rahim Khan, Hiroumi Yoshimura and Yoshihiko Kadoya

Mapping Cyber-Financial Risk Profiles: Implications for European Cybersecurity and Financial Literacy pp. 1-24

Alexandru Răzvan Căciulescu, Răzvan Rughiniș, Dinu Țurcanu and Alexandru Radovici

Quantum Majorization in Market Crash Prediction pp. 1-18

J Rhet Montana, Luis A. Souto Arias, Pasquale Cirillo and Cornelis W. Oosterlee

Does ESG Predict Business Failure in Brazil? An Application of Machine Learning Techniques pp. 1-22

Mehwish Kaleem, Hassan Raza, Sumaira Ashraf, António Martins Almeida and Luiz Pinto Machado

Carbon Footprint, Financial Structure, and Firm Valuation: An Empirical Investigation pp. 1-22

István Hágen and Amanj Mohamed Ahmed

A Sequential Importance Sampling for Estimating Multi-Period Tail Risk pp. 1-22

Ye-Ji Seo and Sunggon Kim

Research Trends in Going Concern Assessment and Financial Distress in Last Two Decades: A Bibliometric Analysis pp. 1-23

Dorotheea-Beatrice-Ruxandra Chiosea and Camelia-Daniela Hategan

Debt Sustainability in the Context of Population Ageing: A Risk Management Approach pp. 1-23

Samantha Ajovalasit, Andrea Consiglio and Davide Provenzano

Impact of Macroeconomic Shocks on Financial Performance and Risk Management: A Case Study of LPP SA During the COVID-19 Pandemic and the Ukraine War pp. 1-23

Ewelina Sokołowska, Mariusz Chmielewski and Anna Dziadkiewicz

Beneath the Surface: Disentangling the Dynamic Network of the U.S. and BRIC Stock Markets’ Interrelations Amidst Turmoil pp. 1-23

Neenu Chalissery, T. Mohamed Nishad, J. A. Naushad, Mosab I. Tabash and Mujeeb Saif Mohsen Al-Absy

Correction: Fanelli (2024). Mean-Reverting Statistical Arbitrage Strategies in Crude Oil Markets. Risks 12: 106 pp. 1-1

Viviana Fanelli

Agricultural Insurance Premium Determination Model for Risk Mitigation Based on Rainfall Index: Systematic Literature Review pp. 1-26

Astrid Sulistya Azahra, Muhamad Deni Johansyah and Sukono

riskAIchain: AI-Driven IT Infrastructure—Blockchain-Backed Approach for Enhanced Risk Management pp. 1-26

Mir Mehedi Rahman, Bishwo Prakash Pokharel, Sayed Abu Sayeed, Sujan Kumar Bhowmik, Naresh Kshetri and Nafiz Eashrak

The Role of Credit Consortia in the Financial Structure of Sardinian Companies During the SARS-CoV-2 Crisis pp. 1-29

Marco Desogus, Enrico Sergi and Stefano Zedda

Volume 12, issue 11, 2024

News Sentiment and Liquidity Risk Forecasting: Insights from Iranian Banks pp. 1-32

Hamed Mirashk, Amir Albadvi, Mehrdad Kargari and Mohammad Ali Rastegar

Credit Risk Prediction Using Machine Learning and Deep Learning: A Study on Credit Card Customers pp. 1-33

Victor Chang, Sharuga Sivakulasingam, Hai Wang, Siu Tung Wong, Meghana Ashok Ganatra and Jiabin Luo

Market Predictability Before the Closing Bell Rings pp. 1-21

Lu Zhang and Lei Hua

Spread Option Pricing Under Finite Liquidity Framework pp. 1-14

Traian A. Pirvu and Shuming Zhang

Effective Machine Learning Techniques for Dealing with Poor Credit Data pp. 1-19

Dumisani Selby Nkambule, Bhekisipho Twala and Jan Harm Christiaan Pretorius

Climate-Related Default Probabilities pp. 1-19

Augusto Blanc-Blocquel, Luis Ortiz-Gracia and Simona Sanfelici

Special Issue “Interplay Between Financial and Actuarial Mathematics II” pp. 1-2

Corina Constantinescu and Julia Eisenberg

Navigating Dividend Decisions: The Impact of Outsider CEOs in Imputation Tax Environments pp. 1-30

Ariful Hoque, Md Rayhan Islam and Shahadat Hossain

The Relationship Between CEO Power, Labor Productivity, and Company Value in the Iraqi Stock Exchange pp. 1-26

Aqeel kadhim Hamad Hamad, Mahdi Salehi, Jasim Idan Barrak, Anmar Adnan Khudhair and Hussen Amran Naji Al-Refiay

The Role of Personal Remittances in Economic Development: A Comparative Analysis with Foreign Direct Investment in Lebanon pp. 1-23

Samar F. Abou Ltaif, Simona Mihai-Yiannaki and Alkis Thrassou

Predicting Mutual Fund Stress Levels Utilizing SEBI’s Stress Test Parameters in MidCap and SmallCap Funds Using Deep Learning Models pp. 1-17

Suneel Maheshwari and Deepak Raghava Naik

A Systematic Literature Review of Insurance Claims Risk Measurement Using the Hidden Markov Model pp. 1-18

Hilda Azkiyah Surya, Sukono, Herlina Napitupulu and Noriszura Ismail

A Comparison of Financial Risk-Tolerance Assessment Methods in Predicting Subsequent Risk Tolerance and Future Portfolio Choices pp. 1-18

Eun Jin Kwak and John E. Grable

Defeating the Dark Sides of FinTech: A Regression-Based Analysis of Digitalization’s Role in Fostering Consumers’ Financial Inclusion in Central and Eastern Europe pp. 1-18

Mirela Clementina Panait, Simona Andreea Apostu, Iza Gigauri, Maria Giovanna Confetto and Maria Palazzo

Volume 12, issue 10, 2024

Mapping Financial Connections: Market Integration in Emerging Economies through Graph Theory pp. 1-33

Marc Cortés Rufé and Jordi Martí Pidelaserra

Risk Management in Product Diversification: The Role of Managerial Overconfidence in Cost Stickiness—Evidence from Iran pp. 1-21

Mona Parsaei, Davood Askarany, Mahtab Maleki and Ali Rahmani

Operating Cost Flexibility and Implications for Stock Returns pp. 1-7

Roi D. Taussig

Behavioral Biases in Panic Selling: Exploring the Role of Framing during the COVID-19 Market Crisis pp. 1-16

Yu Kuramoto, Mostafa Saidur Rahim Khan and Yoshihiko Kadoya

Evaluating Volatility Using an ANFIS Model for Financial Time Series Prediction pp. 1-15

Johanna M. Orozco-Castañeda, Sebastián Alzate-Vargas and Danilo Bedoya-Valencia

Polynomial Moving Regression Band Stocks Trading System pp. 1-15

Gil Cohen

Why Do Companies Share Buybacks? Evidence from the UK pp. 1-19

Yasmin Jamadar, Hossain Mohammad Reyad, Md. Kausar Alam, Oli Ahad Thakur and Syed A. Mamun

The Role of Entrepreneur’s Face Disclosure on Crowdfunding Success pp. 1-19

Lenny Phulong Mamaro and Athenia Bongani Sibindi

Community-Based Disaster Insurance for Sustainable Economic Loss Risk Mitigation: A Systematic Literature Review pp. 1-20

Titi Purwandari, Hilda Azkiyah Surya, Riaman, Yuyun Hidayat, Sukono and Moch Panji Agung Saputra

Managing Financial Risks of Global Companies Through Corporate Social Responsibility: The Specifics of Sustainable Employment in Developed and Developing Countries pp. 1-68

Bobir O. Tursunov, Chinara R. Kulueva, Olim K. Abdurakhmanov, Larisa V. Shabaltina and Tatyana I. Bezdenezhnykh

Advantages of Accounting for Stochasticity in the Premium Process pp. 1-25

Yang Miao and Kristina P. Sendova

Cryptocurrency Portfolio Allocation under Credibilistic CVaR Criterion and Practical Constraints pp. 1-25

Hossein Ghanbari, Emran Mohammadi, Amir Mohammad Larni Fooeik, Ronald Kumar, Peter Josef Stauvermann and Mostafa Shabani

Modifying Sequential Monte Carlo Optimisation for Index Tracking to Allow for Transaction Costs pp. 1-44

Leila Hamilton-Russell, Thomas Malan O’Callaghan, Dmitrii Savin and Erik Schlogl

Enhancing Portfolio Decarbonization Through SensitivityVaR and Distorted Stochastic Dominance pp. 1-24

Aniq Rohmawati, Oki Neswan, Dila Puspita and Khreshna Syuhada

Risk Retention and Management Implications of Medical Malpractice in the Italian Health Service pp. 1-23

Ilaria Colivicchi, Tommaso Fabbri and Antonio Iannizzotto

The Impact of Value-Added Intellectual Capital on Corporate Performance: Cross-Sector Evidence pp. 1-17

Darya Dancaková and Jozef Glova

A Contrast-Tree-Based Approach to Two-Population Models pp. 1-17

Matteo Lizzi

Transmuted Distortion Functions for Measuring Risks pp. 1-17

Muna Alkasasbeh, Carl Lee and Felix Famoye

Credit Risk Assessment and Financial Decision Support Using Explainable Artificial Intelligence pp. 1-18

M. K. Nallakaruppan, Himakshi Chaturvedi, Veena Grover, Balamurugan Balusamy, Praveen Jaraut, Jitendra Bahadur, V. P. Meena and Ibrahim A. Hameed

Volume 12, issue 9, 2024

Insurance Analytics with Clustering Techniques pp. 1-28

Charlotte Jamotton, Donatien Hainaut and Thomas Hames

Automated Machine Learning and Asset Pricing pp. 1-12

Jerome V. Healy, Andros Gregoriou and Robert Hudson

Claim Prediction and Premium Pricing for Telematics Auto Insurance Data Using Poisson Regression with Lasso Regularisation pp. 1-33

Farha Usman, Jennifer S. K. Chan, Udi E. Makov, Yang Wang and Alice X. D. Dong

Funding Illiquidity Implied by S&P 500 Derivatives pp. 1-33

Benjamin Golez, Jens Jackwerth and Anna Slavutskaya

The Role of Sex in the Assessment of Return and Downside Risk in Decumulation Financial Planning pp. 1-13

Amaia Jone Betzuen Álvarez and Amancio Betzuen Zalbidegoitia

Dynamics of Foreign Exchange Futures Trading Volumes in Thailand pp. 1-13

Woradee Jongadsayakul

The Spatial Analysis of the Role of Green Finance in Carbon Emission Reduction pp. 1-16

Menghan Xiao, Xiaojing Guo, Gonghang Chen, Xiangfeng Ji and Wenqing Sun

A Novel Hybrid Deep Learning Method for Accurate Exchange Rate Prediction pp. 1-20

Farhat Iqbal, Dimitrios Koutmos, Eman A. Ahmed and Lulwah M. Al-Essa

A Financial Stability Model for Iraqi Companies pp. 1-25

Narjis Abdlkareem Ibrahim, Mahdi Salehi, Hussen Amran Naji Al-Refiay and Mahmoud Lari Dashtbayaz

Financial Risk Management in Healthcare in the Provision of High-Tech Medical Assistance for Sustainable Development: Evidence from Russia pp. 1-26

Abdula M. Chililov

What Drives Banks to Provide Green Loans? Corporate Governance and Ownership Structure Perspectives of Vietnamese Listed Banks pp. 1-23

Ariful Hoque, Duong Thuy Le and Thi Le

Using the Fuzzy Version of the Pearl’s Algorithm for Environmental Risk Assessment Tasks pp. 1-22

Oleg Uzhga-Rebrov

Trends and Risks in Mergers and Acquisitions: A Review pp. 1-22

Manuel García-Nieto, Vicente Bueno-Rodríguez, Juan Manuel Ramón-Jerónimo and Raquel Flórez-López

Corporate Governance and Capital Structure Decisions: Moderating Role of inside Ownership pp. 1-22

Suman Paul Chowdhury, Riyashad Ahmed, Nitai Chandra Debnath, Nafisa Ali and Roni Bhowmik

Dynamic Asset Pricing in a Unified Bachelier–Black–Scholes–Merton Model pp. 1-24

W. Brent Lindquist, Svetlozar T. Rachev, Jagdish Gnawali and Frank J. Fabozzi

Spotlight on Corporate Fraud: How Is Takaful Insurance Stability Affected by Its Disclosure? pp. 1-24

Wael Hemrit and Ines Belgacem

Volume 12, issue 8, 2024

Quick Introduction into the General Framework of Portfolio Theory pp. 1-24

Philipp Kreins, Stanislaus Maier-Paape and Qiji Jim Zhu

Mapping the Landscape of Key Performance and Key Risk Indicators in Business: A Comprehensive Bibliometric Analysis pp. 1-38

Ștefan Ionescu, Gabriel Dumitrescu, Corina Ioanăș and Camelia Delcea

Impact of Audit Fees on Earnings Management and Financial Risk: An Analysis of Corporate Finance Practices pp. 1-22

Abbas Ali Daryaei, Davood Askarany and Yasin Fattahi

The Impact of Financial Stress and Uncertainty on Green and Conventional Bonds and Stocks: A Nonlinear and Nonparametric Quantile Analysis pp. 1-18

Muhammad Mar’I, Mehdi Seraj and Turgut Türsoy

The Effects of Working Capital Management on the Financial Performance of Commercial and Service Firms Listed on the Nairobi Securities Exchange in Kenya pp. 1-11

Richard Wamalwa Wanzala and Lawrence Obokoh

Uncovering the Impact of Digitalization on the Performance of Insurance Distribution pp. 1-30

Thomas Köhne and Marija Köhne

Trading Option Portfolios Using Expected Profit and Expected Loss Metrics pp. 1-19

Johannes Hendrik Venter and Pieter Juriaan de Jongh

European Non-Performing Exposures (NPEs) and Climate-Related Risks: Country Dimensions pp. 1-15

Elisa Di Febo, Eliana Angelini and Tu Le

Integration of CSR into the Marketing Mix for the Sustainable Development of Companies: A View from the Position of Financial Risk Management pp. 1-21

Abrorjon S. Kucharov, Anastasia A. Sozinova, Elena G. Popkova, Natalia M. Fomenko, Galina V. Vorontsova and Victoria N. Ostrovskaya

Lebanon’s Economic Development Risk: Global Factors and Local Realities of the Shadow Economy Amid Financial Crisis pp. 1-21

Samar F. Abou Ltaif, Simona Mihai-Yiannaki and Alkis Thrassou

Digital Risk and Financial Inclusion: Balance between Auxiliary Innovation and Protecting Digital Banking Customers pp. 1-21

Faraz Ahmed, Arsalan Hussain, Sajjad Nawaz Khan, Arsalan Haneef Malik, Muhammad Asim, Sadique Ahmad and Mohammed El-Affendi

On the Motivations for Purchasing Long-Term Care Insurance: Protecting Bequest and Unreliability of Family Care pp. 1-13

Sylvain Botteron, Christophe Courbage and Joël Wagner

The Impact of Research and Development Investment on the Performance of Portuguese Companies pp. 1-13

Ana Santos, Ana Bandeira and Patrícia Ramos

Fair and Sustainable Pension System: Market Equilibrium Using Implied Options pp. 1-12

Ishay Wolf and Lorena Caridad López del Río

Sustainable Development of Entrepreneurship through Operational Risk Management: The Role of Corporate Social Responsibility pp. 1-28

Raya H. Karlibaeva, Dmitry A. Lipinsky, Vera A. Volokhina, Elena A. Gureeva and Ivan N. Makarov

A Hypothesis Test for the Long-Term Calibration in Rating Systems with Overlapping Time Windows pp. 1-28

Patrick Kurth, Max Nendel and Jan Streicher

Volume 12, issue 7, 2024

Determinants of the Effectiveness of Risk Management in the Project Portfolio in the FinTech Industry pp. 1-27

Oliwia Khalil-Oliwa and Izabela Jonek-Kowalska

An Exposition of the Gap between Public Sector and Private Sector Participation in Green Finance pp. 1-13

Chekani Nkwaira and Huibrecht Margaretha Van der Poll

Foreign Exchange Futures Trading and Spot Market Volatility in Thailand pp. 1-21

Woradee Jongadsayakul

Development of the Black–Scholes Model for Determining Insurance Premiums to Mitigate the Risk of Disaster Losses Using the Principles of Mutual Cooperation and Regional Economic Growth pp. 1-21

Titi Purwandari, Yuyun Hidayat, Sukono, Kalfin, Riza Andrian Ibrahim and Subiyanto

Mean-Reverting Statistical Arbitrage Strategies in Crude Oil Markets pp. 1-19

Viviana Fanelli

The Impact of FinTech Adoption on Traditional Financial Inclusion in Sub-Saharan Africa pp. 1-19

Abdul Karim Kamara and Baorong Yu

Towards Diagnosing and Mitigating Behavioral Cyber Risks pp. 1-19

Carlo Pugnetti, Albena Björck, Reto Schönauer and Carlos Casián

Forecasting Age- and Sex-Specific Survival Functions: Application to Annuity Pricing pp. 1-15

Shaokang Wang, Han Lin Shang, Leonie Tickle and Han Li

Intellectual Capital, Political Connection, and Firm Performance: Exploring from Indonesia pp. 1-16

Suham Cahyono and Ardianto Ardianto

The Complementary Nature of Financial Risk Aversion and Financial Risk Tolerance pp. 1-16

John Grable, Abed Rabbani and Wookjae Heo

Government Borrowing and South African Banks’ Capital Structure: A System GMM Approach pp. 1-16

Ndonwabile Zimasa Mabandla and Godfrey Marozva

Inference for the Parameters of a Zero-Inflated Poisson Predictive Model pp. 1-18

Min Deng, Mostafa S. Aminzadeh and Banghee So

Unified Spatial Clustering of Territory Risk to Uncover Impact of COVID-19 Pandemic on Major Coverages of Auto Insurance pp. 1-22

Shengkun Xie and Nathaniel Ho

Influence of Macroeconomic Factors on Financial Liquidity of Companies: Evidence from Poland pp. 1-22

Jarosław Nowicki, Piotr Ratajczak and Dawid Szutowski

A New Approach to Build a Successful Straddle Strategy: The Analytical Option Navigator pp. 1-17

Orkhan Rustamov, Fuzuli Aliyev, Richard Ajayi and Elchin Suleymanov

Volume 12, issue 6, 2024

Support of the SDGs as a New Approach to Financial Risk Management in Responsible Universities in Russia pp. 1-26

Zhanna V. Gornostaeva, Larisa V. Shabaltina, Igor V. Denisov, Aleksandra A. Musatkina and Nikolai G. Sinyavskiy

Estimating Disease-Free Life Expectancy Based on Clinical Data from the French Hospital Discharge Database pp. 1-25

Oleksandr Sorochynskyi, Quentin Guibert, Frédéric Planchet and Michaël Schwarzinger

Multi-Timescale Recurrent Neural Networks Beat Rough Volatility for Intraday Volatility Prediction pp. 1-10

Damien Challet and Vincent Ragel

Sustaining Algeria’s Retirement System in the Population Aging Context: Could a Contribution Cap Strategy Work? pp. 1-11

Farid Flici and Inmaculada Dominguez-Fabian

Knowledge Capital and Stock Returns during Crises in the Manufacturing Sector: Moderating Role of Market Share, Tobin’s Q, and Cash Holdings pp. 1-23

Chaeho Chase Lee, Erdal Atukeren and Hohyun Kim

A Case Study of Bank Equity Valuation Methods Employed by South African, Nigerian and Kenyan Equity Researchers pp. 1-23

Vusani Moyo and Ayodeji Michael Obadire

Can Multi-Peril Insurance Policies Mitigate Adverse Selection? pp. 1-17

Peter Zweifel and Annette Hofmann

Some Results on Bivariate Squared Maximum Sharpe Ratio pp. 1-17

Samane Al-sadat Mousavi, Ali Dolati and Ali Dastbaravarde

Deep Learning Option Price Movement pp. 1-17

Weiguan Wang and Jia Xu

Dependence Modelling for Heavy-Tailed Multi-Peril Insurance Losses pp. 1-17

Tianxing Yan, Yi Lu and Himchan Jeong

Integration of AI and IoT into Corporate Social Responsibility Strategies for Financial Risk Management and Sustainable Development pp. 1-21

Anna Viktorovna Shkalenko and Anton V. Nazarenko

Key Determinants of Corporate Governance in Financial Institutions: Evidence from South Africa pp. 1-13

Floyd Khoza, Daniel Makina and Patricia Lindelwa Makoni

Cross-Sectional Determinants of Analyst Coverage for R&D Firms pp. 1-28

Ashraf Khallaf, Feras M. Salama, Musa Darayseh and Eid Alotaibi

Use of Prediction Bias in Active Learning and Its Application to Large Variable Annuity Portfolios pp. 1-14

Hyukjun Gweon, Shu Li and Yangxuan Xu

Expected Utility Optimization with Convolutional Stochastically Ordered Returns pp. 1-19

Romain Gauchon and Karim Barigou

The Economic and Financial Health of Lithuanian Logistics Companies pp. 1-19

Rita Bužinskienė and Vera Gelashvili

Commodity Market Risk: Examining Price Co-Movements in the Pakistan Mercantile Exchange pp. 1-15

Falik Shear, Muhammad Bilal, Badar Nadeem Ashraf and Nasir Ali

Determinants of Corporate Indebtedness in Portugal: An Analysis of Financial Behaviour Clusters pp. 1-20

Fernando Tavares, Eulália Santos, Margarida Freitas Oliveira and Luís Almeida

Cryptocurrencies’ Impact on Accounting: Bibliometric Review pp. 1-39

Georgiana-Iulia Lazea, Ovidiu-Constantin Bunget and Cristian Lungu

Volume 12, issue 5, 2024

Estimation and Prediction of Commodity Returns Using Long Memory Volatility Models pp. 1-20

Kisswell Basira, Lawrence Dhliwayo, Knowledge Chinhamu, Retius Chifurira and Florence Matarise

Test of Volatile Behaviors with the Asymmetric Stochastic Volatility Model: An Implementation on Nasdaq-100 pp. 1-20

Elchin Suleymanov, Magsud Gubadli and Ulvi Yagubov

Non-Differentiable Loss Function Optimization and Interaction Effect Discovery in Insurance Pricing Using the Genetic Algorithm pp. 1-19

Robin Van Oirbeek, Félix Vandervorst, Thomas Bury, Gireg Willame, Christopher Grumiau and Tim Verdonck

Analyzing the Influence of Risk Models and Investor Risk-Aversion Disparity on Portfolio Selection in Community Solar Projects: A Comparative Case Study pp. 1-16

Mahmoud Shakouri, Chukwuma Nnaji, Saeed Banihashemi and Khoung Le Nguyen

Cyber Risk in Insurance: A Quantum Modeling pp. 1-16

Claude Lefèvre, Muhsin Tamturk, Sergey Utev and Marco Carenzo

Board Characteristics and Bank Stock Performance: Empirical Evidence from the MENA Region pp. 1-23

Antoine B. Awad, Robert Gharios, Bashar Abu Khalaf and Lena A. Seissian

Economic Fraud and Associated Risks: An Integrated Bibliometric Analysis Approach pp. 1-21

Kamer-Ainur Aivaz, Iulia Oana Florea and Ionela Munteanu

Bitcoin Volatility and Intrinsic Time Using Double-Subordinated Lévy Processes pp. 1-21

Abootaleb Shirvani, Stefan Mittnik, William Brent Lindquist and Svetlozar Rachev

Uncertainty Reduction in Operational Risk Management Process pp. 1-12

Guy Burstein and Inon Zuckerman

Exploring Entropy-Based Portfolio Strategies: Empirical Analysis and Cryptocurrency Impact pp. 1-26

Nicolò Giunta, Giuseppe Orlando, Alessandra Carleo and Jacopo Maria Ricci

Trading Activity in the Corporate Bond Market: A SAD Tale of Macro-Announcements and Behavioral Seasonality? pp. 1-25

James Forest, Ben S. Branch and Brian T. Berry

Volume 12, issue 4, 2024

The Effect of Corporate Governance on the Degree of Agency Cost in the Korean Market pp. 1-18

Younghwan Lee and Ana Belén Tulcanaza-Prieto

Relationship between Occupational Pension, Corporate Social Responsibility (CSR), and Organizational Resilience: A Study on Listed Chinese Companies pp. 1-31

Hao Wang, Tao Zhang, Xi Wang and Jiansong Zheng

Two-Population Mortality Forecasting: An Approach Based on Model Averaging pp. 1-17

Luca De Mori, Pietro Millossovich, Rui Zhu and Steven Haberman

Volatility Spillovers among Sovereign Credit Default Swaps of Emerging Economies and Their Determinants pp. 1-17

Shumok Aljarba, Nader Naifar and Khalid Almeshal

A Comparison of Generalised Linear Modelling with Machine Learning Approaches for Predicting Loss Cost in Motor Insurance pp. 1-29

Alinta Ann Wilson, Antonio Nehme, Alisha Dhyani and Khaled Mahbub

Effect of Capital Structure on the Financial Performance of Ethiopian Commercial Banks pp. 1-15

Seid Muhammed, Goshu Desalegn and Prihoda Emese

Quantum Computing Approach to Realistic ESG-Friendly Stock Portfolios pp. 1-20

Francesco Catalano, Laura Nasello and Daniel Guterding

Intangible Assets and Analysts’ Overreaction and Underreaction to Earnings Information: Empirical Evidence from Saudi Arabia pp. 1-16

Taoufik Elkemali

The Impact of Firm Risk and the COVID-19 Crisis on Working Capital Management Strategies: Evidence from a Market Affected by Economic Uncertainty pp. 1-33

Hossein Tarighi, Grzegorz Zimon, Mohammad Javad Sheikh and Mohammad Sayrani

The Impact of Village Savings and Loan Associations as a Financial and Climate Resilience Strategy for Mitigating Food Insecurity in Northern Ghana pp. 1-21

Cornelius K. A. Pienaah and Isaac Luginaah

Risk Management in the Area of Bitcoin Market Development: Example from the USA pp. 1-21

Laeeq Razzak Janjua, Iza Gigauri, Agnieszka Wójcik-Czerniawska and Elżbieta Pohulak-Żołędowska

Optimising Portfolio Risk by Involving Crypto Assets in a Volatile Macroeconomic Environment pp. 1-21

Attila Bányai, Tibor Tatay, Gergő Thalmeiner and László Pataki

Determining Safe Withdrawal Rates for Post-Retirement via a Ruin-Theory Approach pp. 1-21

Diba Daraei and Kristina Sendova

COVID-19 and Excess Mortality: An Actuarial Study pp. 1-27

Camille Delbrouck and Jennifer Alonso-García

Asymptotic Methods for Transaction Costs pp. 1-32

Eberhard Mayerhofer

Volume 12, issue 3, 2024

Unveiling Outperformance: A Portfolio Analysis of Top AI-Related Stocks against IT Indices and Robotics ETFs pp. 1-21

Ali Trabelsi Karoui, Sonia Sayari, Wael Dammak and Ahmed Jeribi

The Regime-Switching Structural Default Risk Model pp. 1-33

Andreas Milidonis and Kevin Chisholm

Robust Estimation of the Tail Index of a Single Parameter Pareto Distribution from Grouped Data pp. 1-13

Chudamani Poudyal

Market Equilibrium and the Cost of Capital with Heterogeneous Investment Horizons pp. 1-16

Moshe Levy and Haim Levy

Navigating Inflation Challenges: AI-Based Portfolio Management Insights pp. 1-16

Tibor Bareith, Tibor Tatay and László Vancsura

Shareholders in the Driver’s Seat: Unraveling the Impact on Financial Performance in Latvian Fintech Companies pp. 1-16

Ramona Rupeika-Apoga, Stefan Wendt and Victoria Geyfman

Assessing Financial Stability in Turbulent Times: A Study of Generalized Autoregressive Conditional Heteroskedasticity-Type Value-at-Risk Model Performance in Thailand’s Transportation Sector during COVID-19 pp. 1-20

Danai Likitratcharoen and Lucksuda Suwannamalik

Capital Structure Models and Contingent Convertible Securities pp. 1-35

Di Meng, Adam Metzler and R. Mark Reesor

What Matters for Comovements among Gold, Bitcoin, CO 2, Commodities, VIX and International Stock Markets during the Health, Political and Bank Crises? pp. 1-31

Wajdi Frikha, Azza Béjaoui, Aurelio Fernandez Bariviera and Ahmed Jeribi

Climate Change-Related Disaster Risk Mitigation through Innovative Insurance Mechanism: A System Dynamics Model Application for a Case Study in Latvia pp. 1-23

Maksims Feofilovs, Andrea Jonathan Pagano, Emanuele Vannucci, Marina Spiotta and Francesco Romagnoli

Value-at-Risk Effectiveness: A High-Frequency Data Approach with Semi-Heavy Tails pp. 1-23

Mario Ivan Contreras-Valdez, Sonal Sahu, José Antonio Núñez-Mora and Roberto Santillán-Salgado

The Role of Longevity-Indexed Bond in Risk Management of Aggregated Defined Benefit Pension Scheme pp. 1-17

Xiaoyi Zhang, Yanan Li and Junyi Guo

Adding Shocks to a Prospective Mortality Model pp. 1-17

Frédéric Planchet and Guillaume Gautier de La Plaine

A Quantitative Comparison of Mortality Models with Jumps: Pre- and Post-COVID Insights on Insurance Pricing pp. 1-24

Şule Şahin and Selin Özen

Exploring Systemic Risk Dynamics in the Chinese Stock Market: A Network Analysis with Risk Transmission Index pp. 1-24

Xiaowei Zeng, Yifan Hu, Chengjun Pan and Yanxi Hou

Volume 12, issue 2, 2024

Quadratic Unconstrained Binary Optimization Approach for Incorporating Solvency Capital into Portfolio Optimization pp. 1-17

Ivica Turkalj, Mohammad Assadsolimani, Markus Braun, Pascal Halffmann, Niklas Hegemann, Sven Kerstan, Janik Maciejewski, Shivam Sharma and Yuanheng Zhou

Determinants of Life Insurance Consumption in OECD Countries Using FMOLS and DOLS Techniques pp. 1-17

Maheswaran Srinivasan and Subrata Mitra

In Memory of Peter Carr (1958–2022) pp. 1-6

Giuseppe Campolieti, Arash Fahim, Dan Pirjol, Harvey Stein, Tai-Ho Wang and Lingjiong Zhu

The Role of Artificial Intelligence Technology in Predictive Risk Assessment for Business Continuity: A Case Study of Greece pp. 1-23

Stavros Kalogiannidis, Dimitrios Kalfas, Olympia Papaevangelou, Grigoris Giannarakis and Fotios Chatzitheodoridis

Impact Assessment of Climate Change on Hailstorm Risk in Spanish Wine Grape Crop Insurance: Insights from Linear and Quantile Regressions pp. 1-23

Nan Zhou and José L. Vilar-Zanón

LSTM-Based Coherent Mortality Forecasting for Developing Countries pp. 1-24

Jose Garrido, Yuxiang Shang and Ran Xu

Stochastic Claims Reserve in the Healthcare System: A Methodology Applied to Italian Data pp. 1-29

Claudio Mazzi, Angelo Damone, Andrea Vandelli, Gastone Ciuti and Milena Vainieri

Robust Portfolio Optimization with Environmental, Social, and Corporate Governance Preference pp. 1-29

Marcos Escobar-Anel and Yiyao Jiao

Stochastic Modeling of Wind Derivatives with Application to the Alberta Energy Market pp. 1-26

Sudeesha Warunasinghe and Anatoliy Swishchuk

Discrete-Time Survival Models with Neural Networks for Age–Period–Cohort Analysis of Credit Risk pp. 1-26

Hao Wang, Anthony Bellotti, Rong Qu and Ruibin Bai

An Objective Measure of Distributional Estimability as Applied to the Phase-Type Aging Model pp. 1-26

Cong Nie, Xiaoming Liu and Serge B. Provost

Do US Active Mutual Funds Make Good of Their ESG Promises? Evidence from Portfolio Holdings pp. 1-26

Massimo Guidolin and Monia Magnani

Quantitative Modeling of Financial Contagion: Unraveling Market Dynamics and Bubble Detection Mechanisms pp. 1-42

Ionuț Nica, Ștefan Ionescu, Camelia Delcea and Nora Chiriță

The Impacts of CAP Subsidies on the Financial Risk and Resilience of Hungarian Farms, 2014–2021 pp. 1-36

Péter Szálteleki, Gabriella Bánhegyi and Zsuzsanna Bacsi

Model for Technology Risk Assessment in Commercial Banks pp. 1-20

Wenhao Kang and Chi Fai Cheung

When to Hedge Downside Risk? pp. 1-20

Christos Giannikos, Hany Guirguis, Andreas Kakolyris and Tin Shan (Michael) Suen

Risk Management in Islamic Banking: The Impact of Financial Technologies through Empirical Insights from the UAE pp. 1-15

Mohamed Al Hammadi, Juan Antonio Jimber-Del Río, María Salomé Ochoa-Rico, Orlando Arencibia Montero and Arnaldo Vergara-Romero

Bounds for the Ruin Probability in the Sparre–Andersen Model pp. 1-15

Sotirios Losidis and Vaios Dermitzakis

Analyzing Size of Loss Frequency Distribution Patterns: Uncovering the Impact of the COVID-19 Pandemic pp. 1-19

Shengkun Xie and Yuanshun Li

Dynamic Liability-Driven Investment under Sponsor’s Loss Aversion pp. 1-14

Dong-Hwa Lee and Joo-Ho Sung

Responsible Innovations as Tools for the Management of Financial Risks to Projects of High-Tech Companies for Their Sustainable Development pp. 1-28

Elena G. Popkova, Muxabbat F. Xakimova, Marija A. Troyanskaya, Elena S. Petrenko and Olga V. Fokina

L 1 Regularization for High-Dimensional Multivariate GARCH Models pp. 1-28

Sijie Yao, Hui Zou and Haipeng Xing

A Generalized Linear Model and Machine Learning Approach for Predicting the Frequency and Severity of Cargo Insurance in Thailand’s Border Trade Context pp. 1-33

Praiya Panjee and Sataporn Amornsawadwatana

Pricing Life Contingencies Linked to Impaired Life Expectancies Using Intuitionistic Fuzzy Parameters pp. 1-33

Jorge de Andrés-Sánchez

Enhancing Sell-Type Home Reversion Products for Retirement Financing pp. 1-13

Koon Shing Kwong, Jing Rong Goh and Ting Lin Collin Chua

Features of the Association between Debt and Earnings Quality for Small and Medium-Sized Entities pp. 1-13

José Sequeira, Cláudia Pereira, Luís Gomes and Armindo Lima

Volume 12, issue 1, 2024

A Hybrid Model for Forecasting Realized Volatility Based on Heterogeneous Autoregressive Model and Support Vector Regression pp. 1-16

Yue Zhuo and Takayuki Morimoto

Equity Price Dynamics under Shocks: In Distress or Short Squeeze pp. 1-19

Cho-Hoi Hui, Chi-Fai Lo and Chi-Hei Liu

The Moderating Role of Corporate Governance in the Relationship between Leverage and Firm Value: Evidence from the Korean Market pp. 1-19

Ana Belén Tulcanaza-Prieto, Younghwan Lee and Wendy Anzules-Falcones

Socially Responsible Investment Funds—An Analysis Applied to Funds Domiciled in the Portuguese and Spanish Markets pp. 1-19

Luísa Carvalho, Carlos Mota and Patrícia Ramos

Multivariate Spectral Backtests of Forecast Distributions under Unknown Dependencies pp. 1-15

Janine Balter and Alexander J. McNeil

Board Response to Transnational Regulation on Corporate Governance: A Case Study on EU Banking Regulation pp. 1-20

Seppo Ikäheimo, Eduardo Schiehll and Vikash Kumar Sinha

Simulation of Dynamic Performance of DeFi Protocol Based on Historical Crypto Market Behavior pp. 1-20

Iveta Grigorova, Aleksandar Karamfilov, Radostin Merakov and Aleksandar Efremov

Optimal Static Hedging of Variable Annuities with Volatility-Dependent Fees pp. 1-20

Junsen Tang

Credibility Distribution Estimation with Weighted or Grouped Observations pp. 1-27

Georgios Pitselis

Analyzing the Impact of Carbon Risk on Firms’ Creditworthiness in the Context of Rising Interest Rates pp. 1-21

Aimee Jean Batoon and Edit Rroji

Advancing the Use of Deep Learning in Loss Reserving: A Generalized DeepTriangle Approach pp. 1-14

Yining Feng and Shuanming Li

Gerber-Shiu Metrics for a Bivariate Perturbed Risk Process pp. 1-17

Onno Boxma, Fabian Hinze and Michel Mandjes

Invariance of the Mathematical Expectation of a Random Quantity and Its Consequences pp. 1-17

Pierpaolo Angelini

Centrality-Based Equal Risk Contribution Portfolio pp. 1-17

Shreya Patki, Roy H. Kwon and Yuri Lawryshyn

On the Use of Lehmann’s Alternative to Capture Extreme Losses in Actuarial Science pp. 1-22

Emilio Gómez-Déniz and Enrique Calderín-Ojeda

Maximum Pseudo-Likelihood Estimation of Copula Models and Moments of Order Statistics pp. 1-26

Alexandra Dias