Journal of Financial Transformation

2001 - 2025

Current editor(s): Prof. Shahin Shojai

From Capco Institute
77 Water Street, 10th Floor, New York NY 10005.
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2011, volume 33

Waking the Sleeping Giant pp. 1-13

Dr Simon Ashby, David Clark and John Thirlwell

Liability Index Fund: The Liability Beta Portfolio pp. 29-33

Ronald Ryan and Frank Fabozzi

Systemic Risk and Macroprudential Bank Regulation: A Critical Appraisal pp. 45-60

David VanHoose

The Failure of Neoclassical Financial Economics: The Capital Asset Pricing Model and its Pillars as an Illustration pp. 69-76

Imad Moosa

Financial Innovation and Transparency in Turbulent Times pp. 99-112

Panagiotis Delimatsis

Assessing Hedge Fund Risk in a New Era of Hedge Fund Transparency pp. 121-126

David Owyong

Cultural fit and post-merger integration in banking M&As pp. 147-155

Alessandro Carretta, Vincenzo Farina and Paola Schwizer

The Pension Risk Management Framework pp. 157-164

Robert Gardner, Dawid Konotey-Ahulu and Ivan Soto-Wright

2011, volume 32

Systemic Risk, an Empirical Approach pp. 1-17

Gonzalo Cadenas Santiago and Alicia Sanchis Arellano

Money Market Funds and Financial Stability: Comparing Sweden to the U.S. and Iceland pp. 23-34

Maria Strömqvist and Gudrun Gunnarsdottir

Interest Rates After the Credit Crunch: Markets and Models Evolution pp. 35-48

Marco Bianchetti and Mattia Carlicchi

Empirical Analysis and Trading Strategies for Defaulted Debt Securities with Models for Risk and Investment Management pp. 59-74

Michael Jacobs, Jr.

Simulation and Performance Evaluation of Liability Driven Investment (LDI) pp. 99-106

Katharina Schwaiger and Gautam Mitra

Behavioral Finance and Technical Analysis pp. 107-111

Kosrow Dehnad

A General Structural Approach For Credit Modeling Under Stochastic Volatility pp. 123-132

Marcos Escobar Anel, Tim Friederich, Luis Seco and Rudi Zagst

A Stochastic Programming Model to Minimize Volume Liquidity Risk in Commodity Trading pp. 133-141

Emmanuel Fragniere and Iliya Markov

The Organization of Lending and the Use of Credit Scoring Techniques in Italian Banks pp. 143-158

Giorgio Albareto, Michele Benvenuti, Sauro Mocetti, Marcello Pagnini and Paola Rossi

The Organization of Lending and the Use of Credit Scoring Techniques in Italian Banks pp. 143-168

Giorgio Albareto, Michele Benvenuti, Sauro Mocetti, Marcello Pagnini and Paola Rossi

Measuring the Economic Gains of Mergers and Acquisitions: Is it Time for a Change? pp. 159-168

Antonios Antoniou, Philippe Arbour and Huainan Zhao

Mobile Payments Go Viral: M-PESA in Kenya pp. 169-182

Ignacio Mas and Daniel Radcliffe

2011, volume 31

Economists’ Hubris – The Case of Award Winning Finance Literature pp. 9-17

Shahin Shojai and George Feiger

Tracking Problems, Hedge Fund Replication, and Alternative Beta pp. 19-29

Thierry Roncalli and Guillaume Weisang

Empirical Implementation of a 2-Factor Structural Model for Loss-Given-Default pp. 31-43

Michael Jacobs, Jr.

The Map and the Territory: The Shifting Landscape of Banking Risk pp. 53-61

Sergio Scandizzo

Systemic Risk Seen from the Perspective of Physics pp. 73-81

Udo Milkau

International Supply Chains as Real Transmission Channels of Financial Shocks pp. 83-97

Hubert Escaith and Fabien Gonguet

Chinese Exchange Rates and Reserves from a Basic Monetary Approach Perspective pp. 101-113

Bluford Putnam, Stephen Silver and D Sykes Wilford

Asset Allocation: Mass Production or Mass Customization? pp. 115-121

Brian Jacobsen

Hedge Funds Performance Ratios Adjusted to Market Liquidity Risk pp. 133-139

Pierre Clauss

Regulating credit ratings agencies: where to now? pp. 141-150

Amadou Sy

Revisiting the labor hoarding employment demand model: an economic order quantity approach pp. 158-163

Harlan Platt and Marjorie B. Platt Platt

The Mixed Accounting Model under IAS 39: Current Impact on Bank Balance Sheets and Future Developments pp. 165-172

Jannis Bischof and Michael Ebert

Indexation as Primary Target for Pension Funds: Implication for Portfolio Management pp. 173-183

Angela Gallo

2010, volume 30

A critique of Alan Greenspan’s retrospective on the crisis pp. 9-21

Jerome Stein

How Might Cell Phone Money Change the Financial System? pp. 33-42

Shann Turnbull

Compliance Function in Banks, Investment and Insurance Companies after MiFID pp. 49-56

Paola Musile Tanzi, Giampaolo Gabbi, Daniele Previati and Paola Schwizer

Investor Irrationality and Closed-end Hedge Funds pp. 57-65

Oliver Dietiker

Unwrapping Fund Expenses: What are You Paying For? pp. 83-88

Brian Jacobsen

Securitization of Financial Asset/Liability Products with Longevity Risk pp. 89-91

Carlos Ortiz, Charles Stone and Anne Zissu

Preventing the Next Great Meltdown pp. 95-104

David Levine

Constraints to Improving Financial Sector Regulation pp. 121-125

Dan Ciuriak

Regulation Effects on Stock Returns in Shanghai and Shenzhen Exchanges pp. 133-139

Haim Kedar-Levy, Xiaoyan Yu, Akiko Kamesaka and Uri Ben-Zion

Operational Risk Management Using a Fuzzy Logic Inference System pp. 141-153

Alejandro Reveiz and Carlos León

Bringing Islamic Banking into the Mainstream is not an Alternative to Conventional Finance pp. 155-161

Ewa Karwowski

Bringing Islamic Banking into the Mainstream is not an Alternative to Conventional Finance pp. 155-161

Ewa Karwowski

The Emergent Evolution of Human Risks in Service Companies Due to Control Industrialization: An Empirical Research pp. 169-177

Emmanuel Fragniere and Nathalie Junod

2010, volume 29

Economists’ hubris — the case of equity asset management pp. 9-16

Shahin Shojai, George Feiger and Rajesh Kumar

The future of financial risk management pp. 17-25

Charles Tapiero

Reframing Financial Regulation pp. 57-69

Charles Whitehead

Uncertainty and the financial crisis pp. 79-93

Alessio M. Pacces

A MODEL OF FORMATION OF ASSET BEUBBLES pp. 95-98

Kosrow Dehnad

The contagion between corporate and personal bankruptcy pp. 115-122

Harlan Platt and Sebahattin Demirkan

The Contagion between Corporate and Personal Bankruptcy pp. 115-121

Harlan Platt and Sebhattan Demirkan

Development of SRI funds and markets pp. 123-129

Simon Strong

From Fruits to Financial Services: What Can Supermarket Behaviour Tell Us About the Future of Banking? pp. 131-136

Colin Ellis

The Financial Crisis and the Future of European Financial Supervision Structures pp. 137-148

Harilaos Mertzanis

Options, futures, and other derivatives in Russia: an overview pp. 149-154

Waldemar Rotfuß

Trust network sclerosis: the hazard of trust in innovation investment communities pp. 163-172

Terry Babcock-Lumish