Risk Management

2016 - 2025

Current editor(s): Igor Loncarski

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

Measuring contagion risk in high volatility state among Taiwanese major banks pp. 185-241: EnDer Su
In search of a measure of banking sector distress: empirical study of CESEE banking sectors pp. 242-257: 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: Jukka Ilomäki

IPO valuation and offering size pp. 95-120: 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: 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: Georgios Papadopoulos, Dionysios Chionis and Nikolaos Rachaniotis
Testing alternative versions of the Fama–French five-factor model in the UK pp. 167-183: James Foye

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

Improving the performance of statistical learning methods with a combined meta-heuristic for consumer credit risk assessment pp. 255-280: 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: Khairul Rizan Mat Ludin, Zakiah Muhammaddun Mohamed and Norman Mohd-Saleh
Dependent bootstrapping for value-at-risk and expected shortfall pp. 301-322: Ian Laker, Chun-Kai Huang and Allan Ernest Clark
Designing stress scenarios for portfolios pp. 323-349: Krishan Mohan Nagpal

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

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

Measuring insurers’ investment risk taking with asymmetric tail dependencies pp. 1-31: 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: Jiaming Liu and Chong Wu
Exchange rate exposure and financial crises: evidence from emerging Asian markets pp. 53-71: Bang Jeon, Lei Zhu and Dazhi Zheng
Financial option insurance pp. 72-101: Qi-Wen Wang and Jian-Jun Shu

A formalized, integrated and visual approach to stress testing pp. 189-216: Alexander Denev and Yaacov Mutnikas
Bank risk shifting and diversification in an emerging market pp. 217-235: 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: Alaa Alaabed, Abul Masih and Abbas Mirakhor
On the modelling of prognosis from delinquency to normal performance on retail consumer loans pp. 264-287: Richard Chamboko and Jorge Bravo

Does enterprise risk management influence market value – A long-term perspective pp. 65-88: 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: Timmy Elenjical, Patrick Mwangi, Barry Panulo and Chun-Sung Huang
Estimation of dynamic VaR using JSU and PIV distributions pp. 111-134: 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: Yingyu Zhang, Hui Luan, Wei Shao and Yingjun Xu
Armed conflict and financial and economic risk: evidence from Colombia pp. 159-187: Ali Kutan and Mehmet Yaya

Risk Management (2016) pp. 1-3: 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: 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: 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: Rob Inkpen