Journal of risk and financial management JRFM
|Title:||Journal of risk and financial management JRFM|
|Type of Resource:||Electronic Journal|
Basel: MDPI, 2008-
Showing 1 - 20 of 83 Items
- Cite this
- E-mail this
- Export Record
7 McAleer, Michael 4 Wong, Wing Keung 3 Allen, David E. 3 Chong, Terence Tai-Leung 2 Chiang, Thomas C. 2 Powell, Robert more ... 2 Singh, Abhay Kumar 2 Tasche, Dirk 1 Abid, Fathi 1 Alghalith, Moawia 1 Amdouni, Sarra 1 Ammari, Aymen 1 Arshad, Sidra 1 Ashraf, Badar Nadeem 1 Atkins, Allen B. 1 Aydin, Alev Dilek 1 Backwell, Alex 1 Bandeira, Denise Lindstrom 1 Bao, Zhenhua 1 Barnes, Edel 1 Barone-Adesi, Giovanni 1 Beluco, Adriano 1 Beluco, Alexandre 1 Bernardi, Mauro 1 Bidarkota, Prasad V. 1 Bodnar, Gordon M. 1 Bonaccolto, Giovanni 1 Breton, Michèle 1 Caporin, Massimiliano 1 Cavdar, Seyma Caliskan 1 Cetorelli, Nicola 1 Chan, Stephen 1 Chang, Chia-ling 1 Chen, Chi-chung 1 Chen, Ping-yu 1 Chen, Wei-ling 1 Chiba, Masaru 1 Chu, Jeffrey 1 Das, Sanjiv R. 1 Dewally, Michaël 1 Ding, Haoyuan 1 Dobrev, Dobrislav 1 Donatou, Anna 1 Dutta, Shantanu 1 Ellouze, Abderrazak 1 Eptas, Alexander 1 Fenz, Stefan 1 Fiedor, Paweł 1 Fischer, Matthias 1 Fortun, Jonathan 1 Fu, Man 1 Fuertes, Ana María 1 Fung, Eric S. 1 Gambrah, Priscilla Serwaa Nkyira 1 Gao, Chen 1 Geidosch, Marco 1 Giordana, Gastón Andrés 1 Godin, Frédéric 1 Grasselli, Matheus R. 1 Heng, Chen 1 Herrmann, Klaus 1 Ho, Shu Wing 1 Hon, Tai-yuen 1 Hooi Hooi Lean 1 Hołda, Artur 1 Huang, Zhijian 1 Hulley, Hardy 1 Hunzinger, Chadd B. 1 Inanoglu, Hulusi 1 Islam, Shareeful 1 Jacobs, Michael 1 Karageyik, Başak Bulut 1 Kenett, Dror Y. 1 Keçeci, Neslihan Fidan 1 Kim, Seoyoung 1 Kiriakopoulos, Konstantinos 1 Kobayashi, Masahito 1 Kotzé, Antonie 1 Koulis, Alexandros 1 Krauss, Christopher 1 Kufakunesu, Rodwell 1 Kumar, Vinod 1 Kuo, Chii-Shyan 1 Kuzmenko, Viktor 1 Labuschagne, Coenraad C. A. 1 Lajili, Kaouthar 1 Lalloob, Ricardo 1 Lam, Kin 1 Lee, Alan J. 1 Leger, Lawrence A. 1 Leung, Pui-lam 1 Leventides, John 1 Levi, Maurice D. 1 Li, Jiandong 1 Li, Kai 1 Li, Weiping 1 Li, Ximing 1 Liew, Venus Khim-sen 1 Lin, Shu-Kun 1 Liu, He See All ... less ...
1 A general empirical model of hedging/Moawia Alghalith, Ricardo Lalloob 1 A mean-variance diagnosis of the financial crisis/Alexander Eptas, Lawrence A. Leger 1 A non-parametric and entropy based analysis of the relationship between the VIX and S&P 500/David E. Allen, Michael McAleer, Robert Powell and Abhay K. Singh 1 A pseudo-Bayesian model for stock returns in financial crises/Eric S. Fung, Kin Lam, Tak-Kuen Siu, Wing-Keung Wong 1 A risk management framework for cloud migration decision support/Shareeful Islam, Stefan Fenz, Edgar Weippl and Haralambos Mouratidis 1 A statistical analysis of cryptocurrencies/Stephen Chan, Jeffrey Chu, Saralees Nadarajah and Joerg Osterrieder more ... 1 Accurate evaluation of expected shortfall for linear portfolios with elliptically distributed risk factors/Dobrislav Dobrev, Travis D. Nesmith and Dong Hwan Oh 1 Active versus passive investing/Edel Barnes and M. Scott (University College Cork, Ireland) 1 An empirical analysis for the prediction of a financial crisis in Turkey through the use of forecast error measures/Seyma Caliskan Cavdar and Alev Dilek Aydin (Halic University, Faculty of Business) 1 An empirical study on the impact of Basel III standards on banks’ default risk/Gastón Andrés Giordana and Ingmar Schumacher 1 Application of vine copulas to credit portfolio risk modeling/Marco Geidosch and Matthias Fischer 1 Are entrepreneur-led companies better?/Joel M. Shulman (Babson College) 1 Are women more likely to seek advice than men?/Maurice Levi, Kai Li and Feng Zhang 1 Asymmetric realized volatility risk/David E. Allen, Michael McAleer and Marcel Scharth 1 Capital structure arbitrage under a risk-neutral calibration/Peter J. Zeitsch 1 China’s stock market integration with a leading power and a close neighbor/Zheng Yi, Chen Heng, Wing-Keung Wong 1 Conserving capital by adjusting deltas for gamma in the presence of skewness/Dilip B. Madan 1 Corporate governance and corporate creditworthiness/Dror Parnes 1 Corporate risk disclosure and corporate governance/Kaouthar Lajili (Telfer School of Management, University of Ottawa) 1 Credit scoring by fuzzy support vector machines with a novel membership function/Jian Shi and Benlian Xu 1 Dependency relations among international stock market indices/Leonidas Sandoval Junior, Asher Mullokandov and Dror Y. Kenett 1 Determination of the optimal retention level based on different measures/Başak Bulut Karageyik and Şule Şahin 1 Do REITs outperform stocks and fixed-income assets?/Thomas C. Chiang, Hooi Hooi Lean, Wing-Keung Wong 1 Down-side risk metrics as portfolio diversification strategies across the global financial crisis/David E. Allen, Michael McAleer, Robert J. Powell and Abhay K. Singh 1 Effective basemetal hedging/Michaël Dewally (Marquette University) and Luke Marriott (MillerCoors) 1 Exact fit of simple finite mixture models/Dirk Tasche 1 Financial distress comparison across three global regions/Harlan D. Platt ; Marjorie B. Platt (Northeastern University) 1 Firm value and cross listings/Nicola Cetorelli and Stavros Peristiani (Federal Reserve Bank of New York) 1 Global hedging through post-decision state variables/Michèle Breton and Frédéric Godin 1 Hedging performance and multiscale relationships in the German electricity spot and futures markets/Mara Madaleno, Carlos Pinho 1 Humanizing finance by hedging property values/Jaume Roig Hernando 1 Implied and local volatility surfaces for South African index and foreign exchange options/Antonie Kotzé, Rudolf Oosthuizen and Edson Pindza 1 Inflation and speculation in a dynamic macroeconomic model/Matheus R. Grasselli and Adrien Nguyen Huu 1 Interconnected risk contributions/Mauro Bernardi and Lea Petrella 1 International diversification versus domestic diversification/Fathi Abid, Pui Lam Leung, Mourad Mroua and Wing Keung Wong 1 Mergers and acquisitions (M&AS) by R&D intensive firms/Shantanu Dutta, Vinod Kumar 1 Modeling NYSE Composite US 100 Index with a hybrid SOM and MLP-BP neural model/Adriano Beluco, Denise L. Bandeira and Alexandre Beluco 1 Modelling the effects of oil prices on global fertilizer prices and volatility/Ping-Yu Chen, Chia-Lin Chang, Chi-Chung Chen, Michael McAleer 1 Models for risk aggregation and sensitivity analysis/by Hulusi Inanoglu and Michael Jacobs 1 Multiperiod hedging using futures/Vadhindran K. Rao 1 Network analysis of the Shanghai stock exchange based on partial mutual information/Tao You, Paweł Fiedor and Artur Hołda 1 OTC derivatives and global economic activity/Gordon Bodnar, Jonathan Fortun and Jaime Marquez 1 On a discrete interaction risk model with delayed claims/He Liu and Zhenhua Bao 1 On setting day-ahead equity trading risk limits/VaR prediction at market close or open?Ana-Maria Fuertes and Jose Olmo 1 On the power and size properties of cointegration tests in the light of high-frequency stylized facts/Christopher Krauss and Klaus Herrmann 1 Periodically collapsing bubbles in stock prices cointegrated with broad dividends and macroeconomic factors/Man Fu, Prasad V. Bidarkota 1 Portfolio optimization and mortgage choice/Maj-Britt Nordfang and Mogens Steffensen 1 Portfolios dominating indices/Neslihan Fidan Keçeci , Viktor Kuzmenko and Stan Uryasev 1 Pricing a collateralized derivative trade with a funding value adjustment/Chadd B. Hunzinger and Coenraad C.A. Labuschagne 1 Probability of default and default correlations/Weiping Li 1 Publisher’s note/Shu-Kun Lin 1 Quadratic hedging of basis risk/Hardy Hulley and Thomas A. McWalter 1 Quantification of VaR/Lesedi Mabitsela, Eben Maré and Rodwell Kufakunesu (Department of Mathematics and Applied Mathematics, University of Pretoria) 1 Refining our understanding of beta through quantile regressions/Allen B. Atkins and Pin T. Ng 1 Remuneration committee, board independence and top executive compensation/Chii-Shyan Kuo and Shih-Ti Yu 1 Report on the Fifth International Mathematics in Finance (MiF) Conference 2014, Skukuza, Kruger National Park, South Africa/Michael McAleer 1 Revisiting structural modeling of credit risk/Zhijian (James) Huang and Yuchen Luo 1 Revisiting the performance of MACD and RSI oscillators/Terence Tai-Leung Chong, Wing-Kam Ng and Venus Khim-Sen Liew 1 Risk management of interest rate derivative portfolios/Konstantinos Kiriakopoulos and Alexandros Koulis 1 Risk measures and portfolio optimization/Priscilla Serwaa Nkyira Gambrah and Traian Adrian Pirvu 1 Safety evaluation of evacuation routes in Central Tokyo assuming a large-scale evacuation in case of earthquake disasters/Kayoko Yamamoto and Ximing Li 1 Soybean futures crush spread arbitrage/John B. Mitchell (Central Michigan University) 1 State prices and implementation of the recovery theorem/Alex Backwell (Department of Actuarial Science and the African Collaboration for Quantitative Finance and Risk Research, University of Cape Town) 1 Stock returns and risk/Thomas C. Chiang, Jiandong Li 1 Technical efficiency and port competition/Grace Wang, Chen Gao 1 Testing for a single-factor stochastic volatility in bivariate series/Masaru Chiba and Masahito Kobayashi 1 The Journal of Risk and Financial Management in open access/Michael McAleer 1 The Solvency II Standard Formula, linear geometry, and diversification/Joachim Paulusch 1 The behaviour of small investors in the Hong Kong derivatives markets/Tai-Yuen Hon 1 The design and risk management of structured finance vehicles/Sanjiv Das and Seoyoung Kim (Leavey School of Business, Santa Clara University) 1 The determinants of equity risk and their forecasting implications/Giovanni Bonaccolto and Massimiliano Caporin 1 The effect of monitoring committees on the relationship between board structure and firm performance/Aymen Ammari, Sarra Amdouni, Ahmed Zemzem and Abderrazak Ellouze 1 The fundamental equation in tourism finance/Michael McAleer 1 The impact of the Basel accord on Greek banks/John Leventides and Anna Donatou (Department of Economics, University of Athens) 1 The intra-industry effects of life insurance company demutualizaton/Joseph W. Meador ; Emery A. Trahan (Northeastern University) 1 The nexus between analyst forecast dispersion and expected returns surrounding stock market crashes/Terence Tai-Leung Chong, Xiaolei Wang 1 The nexus between social capital and bank risk taking/Wenjing Xie, Haoyuan Ding and Terence Tai-Leung Chong 1 The two defaults scenario for stressing credit portfolio loss distributions/Dirk Tasche 1 Trade openness and bank risk-taking behavior/Badar Nadeem Ashraf, Sidra Arshad and Liang Yan 1 Use of Bayesian estimates to determine the volatility parameter input in the black-scholes and binomial option pricing models/Shu Wing Ho, Alan Lee, Alastair Marsden 1 VaR and CVaR implied in option prices/Giovanni Barone Adesi 1 Validation of the Merton distance to the default model under ambiguity/Wei-ling Chen and Leh-chyan So 1 Volatility forecast in crises and expansions/Sergii Pypko (Department of Economics, University of Western Ontario) See All ... less ...