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SSRN eLibrary Search Results
Risk Management eJournal
3,403,454 Total downloads | Link to this page | Subscribe to this eJournal (requires login)

Showing Papers 1 - 50 of 9,366
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Incl. Electronic Paper Partnerships for Affordable and Equitable Disaster Insurance
CMCC Research Paper No. 258
Jaroslav Mysiak and Carlos Dionisio Pérez-Blanco
Fondazione Eni Enrico Mattei (FEEM) and Fondazione Eni Enrico Mattei (FEEM), Venice
Date Posted: September 04, 2015
Working Paper Series
1 downloads

What is Subordination About? Credit Risk and Subordination Levels in Commercial Mortgage-Backed Securities (CMBS)
Journal of Real Estate Finance and Economics, Vol. 51, No. 2, 2015
Xudong An , Yongheng Deng , Joseph Nichols and Anthony B. Sanders
San Diego State University - Department of Finance , National University of Singapore, Business School and the School of Design and Environment , Board of Governors of the Federal Reserve System and George Mason University - School of Management
Date Posted: September 04, 2015
Accepted Paper Series

Incl. Electronic Paper Practical CVA Issues: Single- and Double-Random Wrong Way Risk Models
Mark Syrkin
Federal Reserve Banks - Federal Reserve Bank of New York
Date Posted: September 04, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Forensic Accounting Knowledge and Skills on Task Performance Fraud Risk Assessment: Nigerian Public Sector Experience
Proceedings of the Global Symposium on Social Sciences (IBSSS, 2013), Okinawa, Japan
Oluwatoyin Muse Johnson Popoola , Ayoib Che-Ahmad and Rose Shamsiah Samsudin
Universiti Utara Malaysia , Universiti Utara Malaysia and Universiti Utara Malaysia, College of Business, School of Accountancy
Date Posted: September 04, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper The Ethanol Refiner's Short-Term Hedging Challenge
Simon Spencer , Don Bredin and Thomas Conlon
University College Dublin (UCD) - Department of Banking & Finance , University College Dublin and University College Dublin
Date Posted: September 04, 2015
Working Paper Series
3 downloads

Impact Analysis – Important Step in Overall Risk Evaluation of Governmental Institutions
European Journal of Public Order and National Security, volume 2, issue 2/2015
George Panfil and Danut Nechita
Alexandru Ioan Cuza Police Academy and Alexandru Ioan Cuza Police Academy
Date Posted: September 04, 2015
Working Paper Series

Incl. Fee Electronic Paper Modelling Risk Perceptions of Stakeholders in Public–Private Partnership Toll Road Contracts
Abacus, Vol. 51, Issue 3, pp. 437-483, 2015
Demi Chung and David A. Hensher
University of New South Wales (UNSW) - School of Accounting and The University of Sydney Business School
Date Posted: September 03, 2015
Accepted Paper Series

Incl. Electronic Paper Valuing Barrier Options
Rossano Giandomenico
IUP & LAP
Date Posted: September 03, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper The Reciprocal Oversight Problem
Iowa Law Review, Forthcoming
Jeffrey Manns
George Washington University Law School
Date Posted: September 02, 2015
Accepted Paper Series
4 downloads

Incl. Electronic Paper Orthant Probabilities for Robust Correlation and Structural Performance Enhancement
Marty Anderson , Shan Chen , Jennifer Eichholz , Marc Lieberman , Mark Lundin , Vaida Maleckaite , Ryan Parham , Stephen E. Satchell and Mark Steed
Government of Arizona - Arizona Public Service Personnel Retirement System (PSPRS) Trust , Government of Arizona - Arizona Public Service Personnel Retirement System (PSPRS) Trust , Government of Arizona - Arizona Public Service Personnel Retirement System (PSPRS) Trust , Kutak Rock, LLP , Charles Schwab Investment Management , Government of Arizona - Arizona Public Service Personnel Retirement System (PSPRS) Trust , Government of Arizona - Arizona Public Service Personnel Retirement System (PSPRS) Trust , University of Cambridge - Faculty of Economics and Politics and Government of Arizona - Arizona Public Service Personnel Retirement System (PSPRS) Trust
Date Posted: September 02, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper The Value of Convexity: A Theoretical and Empirical Investigation
Riccardo Rebonato and Vladislav Putyatin
University of Oxford - Mathematical Institute and University of Oxford
Date Posted: September 02, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Stock Prices, Regional Housing Prices, and Aggregate Technology Shocks
Jiro Yoshida
Pennsylvania State University - Smeal College of Business
Date Posted: September 02, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Mixing SABR Models for Negative Rates
Alexandre Antonov , Michael Konikov and Michael Spector
Numerix , Numerix and Numerix
Date Posted: September 02, 2015
Working Paper Series
45 downloads

Incl. Electronic Paper Sparse Tangent Portfolio Selection via Semi-Definite Relaxation
Min Jeong Kim , Yongjae Lee , Jang Ho Kim and Woo Chang Kim
Korea Advanced Institute of Science and Technology (KAIST) , Korea Advanced Institute of Science and Technology (KAIST) , Kyung Hee University and Korea Advanced Institute of Science and Technology (KAIST)
Date Posted: September 01, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Right on Target, or Is it? The Role of Distributional Shape in Variance Targeting
Econometrics, 3(3), pp. 610-632
Stanislav Anatolyev and Stanislav Khrapov
New Economic School and New Economic School (NES)
Date Posted: September 01, 2015
Accepted Paper Series
2 downloads

Incl. Electronic Paper Credit Risk According to IFRS 9: Significant Increase in Credit Risk and Implications for Financial Institutions
Dirk Beerbaum and Sammar Ahmad
University of Surrey and University of Cologne
Date Posted: September 01, 2015
Working Paper Series
15 downloads

Cross-Market Hedging Strategies for Credit Default Swaps Under a Markov Regime-Switching Framework
Journal of Fixed Income, 2012
Jow-Ran Chang , Mao-Wei Hung and Feng-Tse Tsai
National Tsing Hua University , National Taiwan University and Asia University
Date Posted: August 31, 2015
Accepted Paper Series

Incl. Electronic Paper The Bright Side of Distress Risk
Alexander Barinov
University of California Riverside
Date Posted: August 31, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Pricing European Style Equity Options
David E. Harris
University of Great Falls
Date Posted: August 31, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Historical VaR, CVaR and ES to Liquidation: 'A New Tool to Measure Risk by Regulators and Fund Managers'
Cesar Oreste Crousillat
Universidad del Pacifico
Date Posted: August 29, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Prices and Volatilities in the Corporate Bond Market
Fisher College of Business Working Paper No. 2015-03-18, Charles A. Dice Center Working Paper No. 2015-18
Jack Bao , Jia Chen , Kewei Hou and Lei Lu
Board of Governors of the Federal Reserve System , Peking University - Guanghua School of Management , Ohio State University (OSU) - Department of Finance and Peking University - Guanghua School of Management
Date Posted: August 29, 2015
Working Paper Series
32 downloads

Incl. Electronic Paper Implied Risk Aversion: An Alternative Rating System for Retail Structured Products
Holger Fink , Sebastian Geissel , Jörn Sass and Frank Thomas Seifried
Chair of Financial Econometrics, Institute of Statistics, Ludwig-Maximilians-Universität München , University of Kaiserslautern , University of Kaiserslautern - Department of Mathematics and University of Trier
Date Posted: August 28, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Optimal Expected Utility Risk Measures
Sebastian Geissel , Jörn Sass and Frank Thomas Seifried
University of Kaiserslautern , University of Kaiserslautern - Department of Mathematics and University of Trier
Date Posted: August 28, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Portfolio Construction Using Risk Parity
Mohsen Mazaheri
Independent
Date Posted: August 28, 2015
Working Paper Series
58 downloads

Incl. Fee Electronic Paper A Portfolio Optimization Approach Using Combinatorics with a Genetic Algorithm for Developing a Reinsurance Model
Journal of Risk and Insurance, Vol. 82, Issue 3, pp. 687-713, 2015
Lysa Porth , Jeffrey S. Pai and Milton Boyd
University of Manitoba - Warren Centre for Actuarial Studies and Research , University of Manitoba - Warren Centre for Actuarial Studies and Research and University of Manitoba - Department of Agribusiness and Agricultural Economics
Date Posted: August 28, 2015
Accepted Paper Series

Incl. Fee Electronic Paper Board Size, Firm Risk, and Equity Discount
Journal of Risk and Insurance, Vol. 82, Issue 3, pp. 571-599, 2015
Arun Upadhyay
University of Nevada, Reno
Date Posted: August 28, 2015
Accepted Paper Series

Incl. Fee Electronic Paper Corporate Demand for Insurance: New Evidence from the U.S. Terrorism and Property Markets
Journal of Risk and Insurance, Vol. 82, Issue 3, pp. 505-530, 2015
Erwann Michel-Kerjan , Paul A. Raschky and Howard Kunreuther
University of Pennsylvania - The Wharton School - Center for Risk Management , Monash University - Department of Economics and University of Pennsylvania - The Wharton School - Center for Risk Management
Date Posted: August 28, 2015
Accepted Paper Series

Incl. Fee Electronic Paper Reinsurance Networks and Their Impact on Reinsurance Decisions: Theory and Empirical Evidence
Journal of Risk and Insurance, Vol. 82, Issue 3, pp. 531-569, 2015
Yijia Lin , Jifeng Yu and Manferd O. Peterson
University of Nebraska at Lincoln - Department of Finance , University of Nebraska-Lincoln and University of Nebraska at Lincoln - Department of Finance
Date Posted: August 28, 2015
Accepted Paper Series

Incl. Fee Electronic Paper The Valuation Implications of Enterprise Risk Management Maturity
Journal of Risk and Insurance, Vol. 82, Issue 3, pp. 625-657, 2015
Mark Farrell and Ronan Gallagher
Queen's University Management School and University of Edinburgh - Edinburgh Business School
Date Posted: August 28, 2015
Accepted Paper Series

Incl. Electronic Paper The Impact of Covariance Misspecification in Risk-Based Portfolios
David Ardia , Guido Bolliger , Kris Boudt and Jean-Philippe Gagnon
Laval University - Département de Finance et Assurance , University of Neuchatel - Institut de l'Entreprise , Free University of Brussels (VUB) and Laval University - Département de Finance et Assurance
Date Posted: August 28, 2015
Working Paper Series
39 downloads

Incl. Electronic Paper Fama and French Factors and Their Regression Tendencies: Improving the Accuracy of Risk Assessments
Tim Drost
Duisenberg School of Finance
Date Posted: August 27, 2015
Working Paper Series
17 downloads

Incl. Electronic Paper Contagion in the World's Stock Exchanges Seen as a Set of Coupled Oscillators
Lucia Bellenzier , Jorgen Vitting Andersen and Giulia Rotundo
University of Milan, Bicocca - Dipartimento di Statistica e Metodi Quantitativi , CES, Université Paris 1 Panthéon-Sorbonne and University of Rome I
Date Posted: August 26, 2015
Working Paper Series
20 downloads

Incl. Electronic Paper Climate Change, Catastrophe Risk and Government Stimulation of Insurance Market — A Study of Transitional China
Qihao He
University of Connecticut - School of Law
Date Posted: August 25, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Are Microfinance Institutions in Developing Countries a Safe Harbour Against the Contagion of Global Recession?
International Finance Review 2009, 10, 389-438.
Roberto Moro Visconti
Università Cattolica del Sacro Cuore - Department of Business Administration
Date Posted: August 25, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper Inflation Risk, Wealth Expropriation and Governance Implications
Corporate Ownership & Control, Vol. 10, Issue 4, 2013, pp. 329-340
Roberto Moro Visconti
Università Cattolica del Sacro Cuore - Department of Business Administration
Date Posted: August 25, 2015
Accepted Paper Series
4 downloads

Incl. Fee Electronic Paper Leveraged Bubbles
NBER Working Paper No. w21486
Òscar Jordà , Moritz Schularick and Alan M. Taylor
Federal Reserve Banks - Federal Reserve Bank of San Francisco , Free University of Berlin (FUB) and University of California, Davis - Department of Economics
Date Posted: August 25, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Investor Redemptions and Fund Manager Sales of Emerging Market Bonds: How are They Related?
BIS Working Paper No. 509
Jimmy Shek , Ilhyock Shim and Hyun Song Shin
Bank for International Settlements (BIS) , Bank for International Settlements (BIS) and Bank for International Settlements
Date Posted: August 25, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Choice of Collateral Currency Updated -- A Market Model for the Benchmark Pricing --
Masaaki Fujii and Akihiko Takahashi
University of Tokyo - Faculty of Economics and University of Tokyo - Graduate School of Economics
Date Posted: August 25, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Dynamical Macroprudential Stress Testing Using Network Theory
Office of Financial Research Working Paper No. 15-12
Dror Y. Kenett , Sary Levy Carciente , Adam Avakian , H. Eugene Stanley and Shlomo Havlin
Government of the United States of America - Office of Financial Research , Boston University , Boston University , Boston University - Center for Polymer Studies and Bar Ilan University
Date Posted: August 24, 2015
Working Paper Series
26 downloads

Reshaping Risk in Third-Party Funding
Victoria Shannon Sahani
Washington and Lee University - School of Law
Date Posted: August 24, 2015
Working Paper Series

Price Jump Risk in the US Housing Market
Journal of Real Estate Finance and Economics, 2015 Forthcoming
Robert I. Webb , Jian Yang and Jin Zhang
University of Virginia (UVA) - McIntire School of Commerce , University of Colorado at Denver - Business School and Independent
Date Posted: August 24, 2015
Accepted Paper Series

Incl. Electronic Paper Explicit Finite Difference Methods
Rossano Giandomenico
IUP & LAP
Date Posted: August 24, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Alarming of Exchange Rate Crisis: A Risk Management Approach
Da Zhao and Tianhao Wu
Fudan University and Yale University
Date Posted: August 24, 2015
Working Paper Series
21 downloads

Incl. Electronic Paper Value at Risk Models with Long Memory Features and Their Economic Performance
Evangelia Mitrodima and Jaideep S. Oberoi
London School of Economics & Political Science (LSE) - Department of Statistics and University of Kent, Canterbury - School of Mathematics, Statistics and Actuarial Science
Date Posted: August 24, 2015
Working Paper Series
28 downloads

What Drives Tail Risk in Aggregate European Equity Markets?
Journal of Risk Finance (2015), Vol. 16, pp. 395-406
Harald Kinateder
Passau University
Date Posted: August 24, 2015
Accepted Paper Series

Incl. Electronic Paper Money Market Funds and the Prospect of a U.S. Treasury Default
Emily Gallagher and Sean Collins
Paris School of Economics (PSE) and Investment Company Institute - Research
Date Posted: August 23, 2015
Working Paper Series
73 downloads

Incl. Electronic Paper The Elephant in the Room: The Impact of Labor Obligations on Credit Risk
Charles A. Dice Center Working Paper No. 2015-17 , Fisher College of Business Working Paper No. 2015-03-17
Jack Favilukis , Xiaoji Lin and Xiaofei Zhao
University of British Columbia (UBC) - Division of Finance , Ohio State University (OSU) - Fisher College of Business and University of Texas at Dallas - Jindal School of Management
Date Posted: August 22, 2015
Last Revised: August 26, 2015
Working Paper Series
34 downloads

Incl. Electronic Paper Risk in Accounting
Shyam Sunder
Yale University - School of Management
Date Posted: August 22, 2015
Working Paper Series
114 downloads

Incl. Electronic Paper Bounding Wrong-Way Risk in Measuring Counterparty Risk
Office of Financial Research Working Paper No. 15-16
Paul Glasserman and Linan Yang
Columbia Business School and Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Date Posted: August 22, 2015
Working Paper Series
25 downloads

Incl. Electronic Paper How Lead-Lag Correlations Affect the Intraday Pattern of Collective Stock Dynamics
Office of Financial Research Working Paper No. 15-15
Chester Curme , Michele Tumminello , Rosario N. Mantegna , H. Eugene Stanley and Dror Y. Kenett
Boston University , Carnegie Mellon University - Department of Social and Decision Sciences , Central European University , Boston University - Center for Polymer Studies and Government of the United States of America - Office of Financial Research
Date Posted: August 22, 2015
Working Paper Series
39 downloads


 

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