Risk Management

2016 - 2025

Current editor(s): Igor Loncarski

From Palgrave Macmillan
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Volume 24, issue 4, 2022

Heterogeneity in cyber loss severity and its impact on cyber risk measurement pp. 273-297

Martin Eling and Kwangmin Jung

Default risk as a factor preventing companies from entering the sukuk market pp. 298-326

Madina Kalimullina and M. Kabir Hassan

Systematic extreme potential gain and loss spillover across countries pp. 327-366

Mohammed Bouaddi and Khouzeima Moutanabbir

Changes in risk and entrepreneurship pp. 367-385

Claudio Bonilla, Marcos Vergara and Richard Watt

Automated text mining process for corporate risk analysis and management pp. 386-419

Ming-Fu Hsu, Chingho Chang and Jhih‐Hong Zeng

Oil tail-risk forecasts: from financial crisis to COVID-19 pp. 420-460

Wei Kuang

Do risk governance and effective board affect bank performance? Evidence from large banks worldwide pp. 461-483

Oumeima Kacem and Sana El Harbi

Volume 24, issue 3, 2022

Market and model risks: a feasible joint estimate methodology pp. 187-213

Mariano González-Sánchez, Eva M. Ibáñez Jiménez and Ana Isabel Segovia San Juan

Sparsity and stability for minimum-variance portfolios pp. 214-235

Sven Husmann, Antoniya Shivarova and Rick Steinert

Political, economic, and financial country risks and the volatility of the South African Exchange Traded Fund market: A GARCH-MIDAS approach pp. 236-258

Damien Kunjal, Faeezah Peerbhai and Paul-Francois Muzindutsi

Revisiting the value of a statistical life: an international approach during COVID-19 pp. 259-272

Nadia J. Sweis

Volume 24, issue 2, 2022

Three-factor model of Enterprise Risk Management implementation: exploratory study of non-financial companies pp. 101-122

Ivana Dvorski Lacković, Nataša Kurnoga and Danijela Miloš Sprčić

Linkages and systemic risk in the European insurance sector. New evidence based on Minimum Spanning Trees pp. 123-136

Anna Denkowska and Stanisław Wanat

Feed price risk management for sheep production in Spain: a composite future cross-hedging strategy pp. 137-163

Ismael Pérez-Franco, Esteban Otto Thomasz, Gonzalo Rondinone and Agustín García

Prioritizing interdependent drivers of financial, economic, and political risks using a data-driven probabilistic approach pp. 164-185

Abroon Qazi and Mecit Can Emre Simsekler

Correction to: Prioritizing interdependent drivers of financial, economic, and political risks using a data‑driven probabilistic approach pp. 186-186

Abroon Qazi and Mecit Can Emre Simsekler

Volume 24, issue 1, 2022

Is the ESG portfolio less turbulent than a market benchmark portfolio? pp. 1-33

Abdessamad Ouchen

Business strategy, market power, and stock price crash risk: Evidence from China pp. 34-54

Adnan Safi, Yingying Chen, Abdul Qayyum and Salman Wahab

The influence of organizational climate, incentives and knowledge sharing on misconduct and risk-taking in banking pp. 55-80

Beatriz Fernández-Muñiz, José Manuel Montes-Peón and Camilo José Vázquez-Ordás

Dynamic selection of Gram–Charlier expansions with risk targets: an application to cryptocurrencies pp. 81-99

Inés Jiménez, Andrés Mora-Valencia and Javier Perote

Correction to: Achieving financial stability during a liquidity crisis: a multi‑objective approach pp. 100-100

Edoardo Gaffeo and Lucio Gobbi

Volume 23, issue 4, 2021

A visual risk identification and early warning research for college net loan based on microblog texts pp. 261-281

Ruijun Zhang, Caiyan Lin and Zeping Tong

IRB PD model accuracy validation in the presence of default correlation: a twin confidence interval approach pp. 282-300

Dmitriy Borzykh and Henry Penikas

A refined measure of conditional maximum drawdown pp. 301-321

Damiano Rossello and Silvestro Lo Cascio

Volume 23, issue 3, 2021

Covid-19 and high-yield emerging market bonds: insights for liquidity risk management pp. 193-212

Mariya Gubareva

Alpha enhancement in global equity markets with ESG overlay on factor-based investment strategies pp. 213-242

Subhransu S. Mohanty, Odette Mohanty and Mike Ivanof

Irrational risk-taking of professionals? The relationship between risk exposures and previous profits pp. 243-259

Edina Berlinger, Barbara Dömötör and Balázs Árpád Szűcs

Volume 23, issue 1, 2021

Are stock prices driven by expected growth rather than discount rates? Evidence based on the COVID-19 crisis pp. 1-29

Pascal Böni and Heinz Zimmermann

CEO overconfidence, firm-specific factors, and systemic risk: evidence from China pp. 30-47

Adnan Safi, Xianrong Yi, Salman Wahab, Yingying Chen and Hassan Hassan

Achieving financial stability during a liquidity crisis: a multi-objective approach pp. 48-74

Edoardo Gaffeo and Lucio Gobbi

Risk assessment of VAT invoice crime levels of companies based on DFPSVM: a case study in China pp. 75-96

Ning Ding, Xinnan Zhang, Yiming Zhai and Chenglong Li

The maximum-return-and-minimum-volatility effect: evidence from choosing risky and riskless assets to form a portfolio pp. 97-122

Zhihui Lv, Amanda M. Y. Chu, Wing-Keung Wong and Thomas C. Chiang

Determinants of corporate exposure at default under distressed economic and financial conditions in a developing economy: the case of Zimbabwe pp. 123-149

Frank Ranganai Matenda, Mabutho Sibanda, Eriyoti Chikodza and Victor Gumbo

On management risk and price in the mutual fund industry: style and performance distribution analysis pp. 150-171

Juan Carlos Matallín-Sáez, Amparo Soler-Domínguez and Diego Víctor Mingo-López

Do risk management committee characteristics influence the market value of firms? pp. 172-191

Masturah Malik, Rohami Shafie and Ku Nor Izah Ku Ismail

Volume 22, issue 4, 2020

Cybersecurity hazards and financial system vulnerability: a synthesis of literature pp. 239-309

Md. Hamid Uddin, Md. Hakim Ali and M. Kabir Hassan

Measuring the contribution of Chinese financial institutions to systemic risk: an extended asymmetric CoVaR approach pp. 310-337

Fenghua Wen, Kaiyan Weng and Wei-Xing Zhou

China’s growing influence and risk in Asia–Pacific stock markets: evidence from spillover effects and market integration pp. 338-361

Xiaomeng Ma, Dong Zou, Chuanchao Huang and Shuliang Lv

Volume 22, issue 3, 2020

Comparison study of two-step LGD estimation model with probability machines pp. 155-177

Yuta Tanoue, Satoshi Yamashita and Hideaki Nagahata

Singular spectrum analysis for modelling the hard-to-model risk factors pp. 178-191

Andrés Berenguer, Luis Gandarias and Álvaro Arévalo

An integrated plithogenic MCDM approach for financial performance evaluation of manufacturing industries pp. 192-218

Mohamed Abdel-Basset, Weiping Ding, Rehab Mohamed and Noura Metawa

Research on RMB exchange rate forecast based on the neural network model and the Nelson–Siegel model pp. 219-237

Rui Hua, Wenzhe Hu and Xiuju Zhao

Volume 22, issue 2, 2020

Liability-driven investments of life insurers under investment credit risk pp. 83-107

Nick Georgiopoulos

New development on the third-order stochastic dominance for risk-averse and risk-seeking investors with application in risk management pp. 108-132

Raymond H. Chan, Ephraim Clark, Xu Guo and Wing-Keung Wong

Geopolitical Risk Revealed in International Investment and World Trade pp. 133-154

Yong Wang, Changyang Liu and Gaoyi Wang

Volume 22, issue 1, 2020

Risk governance, banks affiliated to business groups, and foreign ownership pp. 1-37

Rubén Chavarín

Another look at the implied and realised volatility relation: a copula-based approach pp. 38-64

Jorge Pérez-Rodríguez

Which interbank net is the safest? pp. 65-82

Stefano Zedda and Simone Sbaraglia

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

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

Shumaila Zeb and Abdul Rashid

Modeling and pricing of space weather derivatives pp. 265-291

Birgit Lemmerer and Stephan Unger

Volume 21, issue 3, 2019

Testing expected shortfall: an application to emerging market stock indices pp. 153-182

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

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

Simona Hašková and Petr Fiala

Farinelli and Tibiletti ratio and stochastic dominance pp. 201-213

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

Xu Guo, Raymond H. Chan, Wing-Keung Wong and Lixing Zhu

Regulatory and governance impacts on bank risk-taking pp. 99-122

Karen Schnatterly, Brent B. Clark, John Howe and Michael L. DeVaughn

Common shock approach to counterparty default risk of reinsurance pp. 123-151

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

Marko Jakšič and Matej Marinč

Corporate risk management practices and firm value in an emerging market: a mixed methods approach pp. 19-47

Gamze Ozturk Danisman and Pelin Demirel

Equity fund flows, market returns, and market risk: evidence from China pp. 48-71

Fiza Qureshi, Ali Kutan, Habib Hussain Khan and Saba Qureshi