Modern Finance and Risk Management:Festschrift in Honour of Hermann Locarek-Junge

Edited by Tony Klein, Sven Loßagk, Mario Straßberger and Thomas Walther

in World Scientific Books from World Scientific Publishing Co. Pte. Ltd.

Abstract: Modern Finance and Risk Management

Keywords: Finance; Risk Management; Commodities; Energy Finance; Risk; Cryptocurrencies; Asset Management; Banking; Behavioral Finance; Behavioural Finance; Markowitz; Portfolio Selection; Asset Allocation; Crowdfunding; COVID; Pandemic; Corona; Investment Strategies; Low-Risk Investments; Social Banks; Excess Liquidity; Cost of Capital; Utilities; Network Industries; Private Equity; Small and Medium-Sized Enterprises; Black Swan; Statistical Inference; Maximum Likelihood; Bayesian Methods; Tail Risks; Conditional Value-at-Risk; Tail Nonlinearly Transformed Risk; Capital Constraints; Bank Regulation; Subjective Risk Assessment; Expert Knowledge; Model Risk; Risk Factors; Option Pricing; Volatility; Resilience; Supply Chains; Disruption; Systemic Risk; Oil; Renewable Energies; Corporate Risk Management; Power Purchase Agreements; Gold; Precious Metals; Dynamic Correlation; Mixed Data Sampling (search for similar items in EconPapers)
JEL-codes: G11 G3 G32 G4 (search for similar items in EconPapers)
Date: 2022
ISBN: 9781800611900
References: Add references at CitEc
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Downloads: (external link)
https://www.worldscientific.com/worldscibooks/10.1142/q0351 (text/html)
Ebook Access is available upon purchase

Chapters in this book:

Ch 2 Confounding the Return Notions Could Be Dangerous , pp 9-25

Günter Bamberg and Sebastian Heiden

Ch 3 Emotionally Involved Investors — Is There Any Finance Theory Fitting to Ethical, Crowdfunding and Fan Bond Investors? , pp 27-53

Ralf Trost and Alexander Fox

Ch 4 How Did Risk-Reduced Investment Strategies Perform During the Corona Crash? Lessons Learned from the Crisis for the Asset Management Industry , pp 55-77

Friedrich Thießen and Jörg Müller

Ch 5 The Growth of Social Banks, Investment Restrictions, and Excess Liquidity Risk , pp 79-101

Susanne Homölle, Nikolas Höhnke, Ulf Hübenbecker and Philipp Winskowski

Ch 6 Comparative Analysis of Determining the Risk-Adequate Cost of Capital for Regulated Network Operators in Network Industries , pp 103-135

Ulrike Stopka

Ch 7 Private Equity Investments and Value Creation in Small and Medium-Sized Enterprises , pp 137-170

Benjamin Hammer, Nils Härtel, Suleiman Naiem and Bernhard Schwetzler

Ch 8 The Risk of the Unseen , pp 173-196

Steffi Höse and Stefan Huschens

Ch 9 Tail Nonlinearly Transformed Risk Measure as a Capital Constraint — A Better Choice for Bank Regulation Than Conditional Value-at-Risk? , pp 197-218

Kerstin Bergk, Mario Brandtner and Wolfgang Kürsten

Ch 10 Objectification of Subjective Risk Assessments , pp 219-245

Lars Hengmith and Sophia Licht

Ch 11 Model Risk as Multiplicative Risk Factor , pp 247-267

Stefan Huschens and Gerhard Stahl

Ch 12 Model Risk in Option Pricing — Estimation Risk of Volatility Parameter , pp 269-287

Krzysztof Jajuga

Ch 13 Reference Framework for Success Factors of Resilient Supply Chains and Practical Application on a Supply Chain Disruption , pp 289-312

Rainer Lasch and Karl Dietrich

Ch 14 Assessment of the Systemic Risk in the German Banking Industry , pp 313-332

Katarzyna Kuziak and Krzysztof Piontek

Ch 15 Oil and Stock Market Returns: Direction, Volatility or Liquidity? , pp 335-351

Harald Kinateder and Niklas Wagner

Ch 16 Risk Reduction by Law: An Assessment of the German Renewable Energy Sources Act , pp 353-377

Sven Loßagk

Ch 17 Corporate Risk Management with Power Purchase Agreements , pp 379-400

Andreas Horsch and Steffen Hundt

Ch 18 The Christenson Gold Price Model Reconsidered , pp 401-415

Thomas Burkhardt and Dominik Möhring

Ch 19 In Gold We Trust: Should German Investors Consider Gold in Stock Portfolios? , pp 417-436

Siegfried Köstlmeier and Klaus Röder

Ch 20 Dynamic Correlation of Precious Metals and Equity Markets: A Mixed Data Sampling Approach , pp 437-452

Tony Klein and Thomas Walther

Ch 21 Cryptocurrencies as an Asset Class — Holding Bitcoin in German Equities Portfolios , pp 453-474

Mario Straßberger

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