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Risk Management

2016 - 2019

Current editor(s): Igor Loncarski

From Palgrave Macmillan
Bibliographic data for series maintained by Sonal Shukla ().

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Volume 21, issue 4, 2019

Dynamic prediction of relative financial distress based on imbalanced data stream: from the view of one industry pp. 215-242 Downloads
Jie Sun, Mengjie Zhou, Wenguo Ai and Hui Li
Systemic risk in financial institutions of BRICS: measurement and identification of firm-specific determinants pp. 243-264 Downloads
Shumaila Zeb and Abdul Rashid
Modeling and pricing of space weather derivatives pp. 265-291 Downloads
Birgit Lemmerer and Stephan Unger

Volume 21, issue 3, 2019

Testing expected shortfall: an application to emerging market stock indices pp. 153-182 Downloads
Emilio Cardona, Andrés Mora-Valencia and Daniel Velásquez-Gaviria
A fuzzy approach for the estimation of foreign investment risk based on values of rating indices pp. 183-199 Downloads
Simona Hašková and Petr Fiala
Correction to: A fuzzy approach for the estimation of foreign investment risk based on values of rating indices pp. 200-200 Downloads
Simona Hašková and Petr Fiala
Farinelli and Tibiletti ratio and stochastic dominance pp. 201-213 Downloads
Xu Guo, Cuizhen Niu and Wing-Keung Wong

Volume 21, issue 2, 2019

Mean–variance, mean–VaR, and mean–CVaR models for portfolio selection with background risk pp. 73-98 Downloads
Xu Guo, Raymond H. Chan, Wing-Keung Wong and Lixing Zhu
Regulatory and governance impacts on bank risk-taking pp. 99-122 Downloads
Karen Schnatterly, Brent B. Clark, John Howe and Michael L. DeVaughn
Common shock approach to counterparty default risk of reinsurance pp. 123-151 Downloads
Radek Hendrych and Tomáš Cipra

Volume 21, issue 1, 2019

Relationship banking and information technology: the role of artificial intelligence and FinTech pp. 1-18 Downloads
Marko Jakšič and Matej Marinč
Corporate risk management practices and firm value in an emerging market: a mixed methods approach pp. 19-47 Downloads
Gamze Ozturk Danisman and Pelin Demirel
Equity fund flows, market returns, and market risk: evidence from China pp. 48-71 Downloads
Fiza Qureshi, Ali M. Kutan, Habib Hussain Khan and Saba Qureshi

Volume 20, issue 4, 2018

Bank–insurer–firm tripartite interconnectedness of credit risk exposures in a cross-shareholding network pp. 273-303 Downloads
Masayasu Kanno
Managerial hubris detection: the case of Enron pp. 304-325 Downloads
Eyal Eckhaus and Zachary Sheaffer
Is intraday data useful for forecasting VaR? The evidence from EUR/PLN exchange rate pp. 326-346 Downloads
Barbara Będowska-Sójka
Correction to: Bank–insurer–firm tripartite interconnectedness of credit risk exposures in a cross-shareholding network pp. 347-347 Downloads
Masayasu Kanno

Volume 20, issue 3, 2018

Measuring contagion risk in high volatility state among Taiwanese major banks pp. 185-241 Downloads
EnDer Su
In search of a measure of banking sector distress: empirical study of CESEE banking sectors pp. 242-257 Downloads
Paola Bongini, Małgorzata Iwanicz-Drozdowska, Paweł Smaga and Bartosz Witkowski
Risk and return of a trend-chasing application in financial markets: an empirical test pp. 258-272 Downloads
Jukka Ilomäki

Volume 20, issue 2, 2018

IPO valuation and offering size pp. 95-120 Downloads
Chunhua Chen, Chuntai Jin, Tianze Li and Steven X. Zheng
Effect of perceived default risk and accounting information quality on the decision to grant credit to SMEs pp. 121-141 Downloads
Estefanía Palazuelos, Ángel Herrero Crespo and Javier Montoya del Corte
Macro-financial linkages during tranquil and crisis periods: evidence from stressed economies pp. 142-166 Downloads
Georgios Papadopoulos, Dionysios Chionis and Nikolaos P. Rachaniotis
Testing alternative versions of the Fama–French five-factor model in the UK pp. 167-183 Downloads
James Foye

Volume 20, issue 1, 2018

Superiority of Monte Carlo simulation in valuing real options within public–private partnerships pp. 1-28 Downloads
Ales S. Berk and Dejan Podhraski
Numerical comparison of multivariate models to forecasting risk measures pp. 29-50 Downloads
Fernanda Maria Müller and Marcelo Brutti Righi
The impact of international factors on Spanish company returns: a quantile regression approach pp. 51-76 Downloads
Caridad Sevillano Mª and Francisco Jareño
The two-moment decision model with additive risks pp. 77-94 Downloads
Xu Guo, Andreas Wagener, Wing-Keung Wong and Lixing Zhu

Volume 19, issue 4, 2017

Improving the performance of statistical learning methods with a combined meta-heuristic for consumer credit risk assessment pp. 255-280 Downloads
Hazar Altinbas and Goktug Cenk Akkaya
The association between CEO characteristics, internal audit quality and risk-management implementation in the public sector pp. 281-300 Downloads
Khairul Rizan Mat Ludin, Zakiah Muhammaddun Mohamed and Norman Mohd-Saleh
Dependent bootstrapping for value-at-risk and expected shortfall pp. 301-322 Downloads
Ian Laker, Chun-Kai Huang and Allan Ernest Clark
Designing stress scenarios for portfolios pp. 323-349 Downloads
Krishan Mohan Nagpal

Volume 19, issue 3, 2017

A VaR assuming Student t distribution not significantly different from a VaR assuming normal distribution pp. 189-201 Downloads
Su Xu
Risk quantification in turmoil markets pp. 202-224 Downloads
Antonio Díaz, Gonzalo García-Donato and Andrés Mora-Valencia
Sensemaking and sensegiving as predicting organizational crisis pp. 225-244 Downloads
Galit Klein and Eyal Eckhaus
Kappa ratios and (higher-order) stochastic dominance pp. 245-253 Downloads
Cuizhen Niu, Wing-Keung Wong and Qunfang Xu

Volume 19, issue 2, 2017

The Chief Risk Officer: a study of roles and responsibilities pp. 103-130 Downloads
Erastus Karanja and Mark A. Rosso
The turn-of-the-year effect in mutual fund flows pp. 131-157 Downloads
Hyung-Suk Choi, Doojin Ryu and Sangik Seok
Credit default prediction modeling: an application of support vector machine pp. 158-187 Downloads
Fahmida E. Moula, Chi Guotai and Mohammad Zoynul Abedin

Volume 19, issue 1, 2017

Measuring insurers’ investment risk taking with asymmetric tail dependencies pp. 1-31 Downloads
Gene C. Lai, Erin P. Lu, Haijun Li and Dennis C. Chen
Dynamic forecasting of financial distress: the hybrid use of incremental bagging and genetic algorithm—empirical study of Chinese listed corporations pp. 32-52 Downloads
Jiaming Liu and Chong Wu
Exchange rate exposure and financial crises: evidence from emerging Asian markets pp. 53-71 Downloads
Bang Jeon, Lei Zhu and Dazhi Zheng
Financial option insurance pp. 72-101 Downloads
Qi-Wen Wang and Jian-Jun Shu

Volume 18, issue 4, 2016

A formalized, integrated and visual approach to stress testing pp. 189-216 Downloads
Alexander Denev and Yaacov Mutnikas
Bank risk shifting and diversification in an emerging market pp. 217-235 Downloads
Jonathan Batten and Xuan Vinh Vo
Investigating risk shifting in Islamic banks in the dual banking systems of OIC member countries: An application of two-step dynamic GMM pp. 236-263 Downloads
Alaa Alaabed, Abul Masih and Abbas Mirakhor
On the modelling of prognosis from delinquency to normal performance on retail consumer loans pp. 264-287 Downloads
Richard Chamboko and Jorge Bravo

Volume 18, issue 2, 2016

Does enterprise risk management influence market value – A long-term perspective pp. 65-88 Downloads
Danijela Miloš Sprčić, Marina Mešin Žagar, Željko Šević and Mojca Marc
A comparative cross-regime analysis on the performance of GARCH-based value-at-risk models: Evidence from the Johannesburg stock exchange pp. 89-110 Downloads
Timmy Elenjical, Patrick Mwangi, Barry Panulo and Chun-Sung Huang
Estimation of dynamic VaR using JSU and PIV distributions pp. 111-134 Downloads
Sree Vinutha Venkataraman and S. V. D. Nageswara Rao
Managerial risk preference and its influencing factors: analysis of large state-owned enterprises management personnel in China pp. 135-158 Downloads
Yingyu Zhang, Hui Luan, Wei Shao and Yingjun Xu
Armed conflict and financial and economic risk: evidence from Colombia pp. 159-187 Downloads
Ali M. Kutan and Mehmet Yaya

Volume 18, issue 1, 2016

Risk Management (2016) pp. 1-3 Downloads
Igor Loncarski
The role of expertise in dynamic risk assessment: A reflection of the problem-solving strategies used by experienced fireground commanders pp. 4-25 Downloads
Justin Okoli, John Watt, Gordon Weller and William B L Wong
Understanding the local policy context of risk management: Competitiveness and adaptation to climate risks in the city of Karlstad, Sweden pp. 26-46 Downloads
Mikael Granberg, Lars Nyberg and Lars-Erik Modh
‘Riskscapes’ as a heuristic tool for understanding environmental risks: The Eyjafjallajokull volcanic ash cloud of April 2010 pp. 47-63 Downloads
Rob Inkpen
Page updated 2020-01-22