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Risk Management eJournal
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Showing Papers 1 - 50 of 7,475
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Incl. Electronic Paper Funding Cost and a New Capital Model
Lincoln Hannah
Santander Global Banking Markets
Date Posted: May 22, 2013
Working Paper Series
3 downloads

Incl. Fee Electronic Paper Accuracy of Premium Calculation Models for Cat Bonds—An Empirical Analysis
Journal of Risk and Insurance, Vol. 80, Issue 2, pp. 401-421, 2013
 Marcello Galeotti , Marc Gürtler and Christine Winkelvos
University of Florence - Department of Mathematics for Decisions , University of Braunschweig - Institute of Technology, Department of Finance and University of Braunschweig - Institute of Technology, Department of Finance
Date Posted: May 22, 2013
Accepted Paper Series

Incl. Fee Electronic Paper Capital Market Development, Competition, Property Rights, and the Value of Insurer Product‐Line Diversification: A Cross‐Country Analysis
Journal of Risk and Insurance, Vol. 80, Issue 2, pp. 423-459, 2013
 Thomas R. Berry‐Stölzle
affiliation not provided to SSRN
Date Posted: May 22, 2013
Accepted Paper Series

Incl. Fee Electronic Paper Deciding Whether to Invest in Mitigation Measures: Evidence from Florida
Journal of Risk and Insurance, Vol. 80, Issue 2, pp. 309-327, 2013
 James M. Carson , Kathleen A. McCullough and David Pooser
University of Georgia , affiliation not provided to SSRN and Florida State University - Department of Risk Management/Insurance, Real Estate and Business Law
Date Posted: May 22, 2013
Accepted Paper Series

Incl. Fee Electronic Paper Derivatives Clearing, Default Risk, and Insurance
Journal of Risk and Insurance, Vol. 80, Issue 2, pp. 373-400, 2013
 Robert A. Jones and Christophe Perignon
Simon Fraser University (SFU) - Department of Economics and HEC Paris (Groupe HEC) - Finance Department
Date Posted: May 22, 2013
Accepted Paper Series

Incl. Fee Electronic Paper Intermediation and (Mis‐)Matching in Insurance Markets—Who Should Pay the Insurance Broker?
Journal of Risk and Insurance, Vol. 80, Issue 2, pp. 329-350, 2013
 Uwe Focht , Andreas Richter and Jörg Schiller
Swiss Reinsurance Company , Ludwig Maximilians University of Munich - Faculty of Business Administration (Munich School of Management) and The Wharton School, Insurance and Risk Management Department
Date Posted: May 22, 2013
Accepted Paper Series

Incl. Fee Electronic Paper Pension Benefit Security: A Comparison of Solvency Requirements, a Pension Guarantee Fund, and Sponsor Support
Journal of Risk and Insurance, Vol. 80, Issue 2, pp. 239-272, 2013
 Dirk Broeders and An Chen
De Nederlandsche Bank and University of Bonn - Faculty of Law & Economics
Date Posted: May 22, 2013
Accepted Paper Series

Incl. Fee Electronic Paper Pension Portfolio Choice and Peer Envy
Journal of Risk and Insurance, Vol. 80, Issue 2, pp. 461-489, 2013
 Jacqueline Volkman Wise
Temple University - Fox School of Business and Management
Date Posted: May 22, 2013
Accepted Paper Series

Incl. Fee Electronic Paper Systemic Weather Risk and Crop Insurance: The Case of China
Journal of Risk and Insurance, Vol. 80, Issue 2, pp. 351-372, 2013
 Ostap Okhrin , Martin Odening and Wei Xu
Humboldt University of Berlin , Humboldt University of Berlin and SCOR Global P&C SE Reinsurance (Zurich Branch)
Date Posted: May 22, 2013
Accepted Paper Series

Incl. Fee Electronic Paper The Impact of Introducing Insurance Guaranty Schemes on Pricing and Capital Structure
Journal of Risk and Insurance, Vol. 80, Issue 2, pp. 273-308, 2013
 Hato Schmeiser and Joël Wagner
University of St. Gallen and University of Saint Gallen - Institute of Insurance Economics
Date Posted: May 22, 2013
Accepted Paper Series

Incl. Electronic Paper Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics
Tinbergen Institute Discussion Paper 13-063/IV/DSF56
 Andre Lucas and Bernd Schwaab
VU University Amsterdam - Faculty of Economics and Business and European Central Bank (ECB) - Directorate General Research
Date Posted: May 18, 2013
Working Paper Series
10 downloads

Incl. Electronic Paper Capturing Market Returns: Taking an X-Ray of Your Money Manager
 Patrick Beaudan
Belvedere Advisors LLC
Date Posted: May 17, 2013
Working Paper Series
9 downloads

Incl. Electronic Paper Cholesterol and Volatility
 Patrick Beaudan
Belvedere Advisors LLC
Date Posted: May 17, 2013
Working Paper Series
8 downloads

Incl. Electronic Paper Developing an Appreciation for Risk
 Patrick Beaudan
Belvedere Advisors LLC
Date Posted: May 17, 2013
Working Paper Series
8 downloads

Incl. Electronic Paper Testing for Structural Breaks in Correlations: Does it Improve Value-at-Risk Forecasting?
 Tobias Berens , Gregor N. F. Weiss and Dominik Wied
University TU Dortmund , TU Dortmund University and University TU Dortmund
Date Posted: May 17, 2013
Working Paper Series
13 downloads

Incl. Electronic Paper Financial Hedging and Optimal Procurement Policies Under Correlated Price and Demand
 Ankur Goel and Fehmi Tanrisever
Case Western Reserve University - Weatherhead School of Management and Eindhoven University of Technology (TUE) - Department of Industrial Engineering and Innovation Sciences
Date Posted: May 16, 2013
Working Paper Series
8 downloads

Incl. Electronic Paper Management of Interest Rate Risk in Indian Banking
 Vighneswara Swamy
IBS-Hyderabad
Date Posted: May 15, 2013
Working Paper Series
1 downloads

Incl. Electronic Paper A Tactical Approach to Managing Interest Rate Risk in Investment Portfolios
 Patrick Beaudan
Belvedere Advisors LLC
Date Posted: May 14, 2013
Last Revised: May 16, 2013
Working Paper Series
18 downloads

Incl. Electronic Paper Vector-Valued Risk Measure Processes
 Emmanuel Lepinette-Denis and Imen Ben Tahar
CEREMADE, UMR CNRS 7534, Paris-Dauphine University. and Université Paris-Dauphine - CEREMADE
Date Posted: May 14, 2013
Working Paper Series
17 downloads

Incl. Electronic Paper Robustness and Informativeness of Systemic Risk Measures
 Gunter Löffler and Peter Raupach
University of Ulm - Department of Mathematics and Economics and Deutsche Bundesbank - Research Department
Date Posted: May 14, 2013
Working Paper Series
11 downloads

Incl. Electronic Paper Deriving Derivatives
 Andrei N. Soklakov
Independent
Date Posted: May 10, 2013
Working Paper Series
21 downloads

S&OP and Financial Planning
FORESIGHT: The International Journal of Applied Forecasting, Forthcoming
 John Dougherty and Chris Gray
Independent and Gray Research
Date Posted: May 09, 2013
Accepted Paper Series

Incl. Electronic Paper Central Counterparties and Their Financial Resources – A Numerical Approach
Bank of England Financial Stability Paper No. 19
 Paul Nahai-Williamson , Tomohiro Ota , Mathieu Vital and Anne Wetherilt
Bank of England , Bank of England , Bank of England and Bank of England
Date Posted: May 09, 2013
Working Paper Series
25 downloads

Incl. Electronic Paper Black-Litterman in Continuous Time: The Case for Filtering
Quantitative Finance Letters, Forthcoming
 Mark Davis and Sebastien Lleo
Imperial College London and Reims Management School (RMS)
Date Posted: May 09, 2013
Accepted Paper Series
51 downloads

Incl. Electronic Paper Tail Hedging Strategies
 Issam S. Strub
The Cambridge Strategy
Date Posted: May 08, 2013
Working Paper Series
174 downloads

Incl. Electronic Paper European Asset Swap Spreads and the Credit Crisis
 Wolfgang Aussenegg , Lukas Götz and Ranko Jelic
Vienna University of Technology , UNIQA Finanz-Service GmbH and University of Birmingham Business School
Date Posted: May 08, 2013
Working Paper Series
17 downloads

Incl. Fee Electronic Paper Structured Debt Ratings: Evidence on Conflicts of Interest
CEPR Discussion Paper No. DP9465
 Matthias Efing and Harald Hau
Swiss Finance Institute and University of Geneva - Geneva Finance Research Institute
Date Posted: May 08, 2013
Working Paper Series

Incl. Electronic Paper Zarządzanie Ryzykiem W Tworzeniu Wartości Na Przykładzie Spółki Z Branży Tekstylnej Przy Pomocy Zarządzania Kapitałem Obrotowym (Risk Management in Creating Value for the Example of the Textile Company with Working Capital Management)
 Michał Andrzej Pielczyk
Uniwersytet Ekonomiczny we Wrocławiu
Date Posted: May 07, 2013
Working Paper Series
3 downloads

Incl. Electronic Paper Die Risikoberichterstattung deutscher Banken: Erhebung des Branchenstandards (Risk Disclosure of German Banks: Establishing the Industry Standard)
 Tobias Schlueter , Thomas Hartmann-Wendels , Tim Weber and Michael Zander
University of Cologne - Department of Banking & Finance , University of Cologne - Department of Banking , WGZ Bank AG and WGZ Bank AG
Date Posted: May 07, 2013
Working Paper Series
26 downloads

Incl. Electronic Paper Zarządzanie Ryzykiem W Tworzeniu Wartości Na Przykładzie Spółki Z Branży Tekstylnej Przy Pomocy Zarządzania Kapitałem Obrotowym (Risk Management in Creating Value for the Example of the Textile Company with Working Capital Management)
 Michał Andrzej Pielczyk
Uniwersytet Ekonomiczny we Wrocławiu
Date Posted: May 05, 2013
Working Paper Series
7 downloads

Incl. Electronic Paper Risk Management in Value Creation: The Example of Clothing Industry Company
 Marcin Żurakowski
Uniwersytet Ekonomiczny we Wrocławiu
Date Posted: May 05, 2013
Working Paper Series
6 downloads

Incl. Electronic Paper Does International Diversification Pay?
Journal of Financial Counseling and Planning, Vol. 15, No. 1, 2004
 Vivek Bhargava , Daniel K. Konku and Davinder K. Malhotra
Alcorn State University , Florida Atlantic University - Department of Finance and Philadelphia University
Date Posted: May 04, 2013
Accepted Paper Series
7 downloads

Evaluation of GARCH, RNN and FNN Models for Forecasting Volatility in the Financial Markets
The IUP Journal of Financial Risk Management, Vol. X, No. 1, March 2013, pp. 41-49
 Ajitha Vejendla and David Enke
Independent and Missouri University of Science and Technology
Date Posted: May 04, 2013
Accepted Paper Series

Predictive Ability of Value-at-Risk Methods: Evidence from the Karachi Stock Exchange-100 Index
The IUP Journal of Financial Risk Management, Vol. X, No. 1, March 2013, pp. 26-40
 Javed Iqbal , Sara Azher and Ayesha Ijaz
Karachi University , Karachi University and Dow University of Health Sciences
Date Posted: May 04, 2013
Accepted Paper Series

Incl. Electronic Paper Hedging Against Unexpected Changes and Tail Risks in the Foreign Exchange Market Volatility
 Andreas G. Merikas , Nikos Paltalidis and George Sotirios Parikakis
University of Piraeus , Portsmouth Business School and Eurobank EFG
Date Posted: May 04, 2013
Working Paper Series
22 downloads

Incl. Electronic Paper A Square-Root T Hedging Rule for Nonstorable Products
 Jukka Sihvonen
University of Vaasa
Date Posted: May 03, 2013
Working Paper Series
13 downloads

Incl. Electronic Paper Revisiting Funds Transfer Pricing
 Hovik Tumasyan
PricewaterhouseCoopers, Canada
Date Posted: May 03, 2013
Working Paper Series
18 downloads

Incl. Electronic Paper Default Risk Analysis in Micro, Small and Medium Enterprise
 Imam Wahyudi
University of Indonesia (UI) - Department of Management, Faculty of Economics
Date Posted: May 03, 2013
Working Paper Series
32 downloads

Incl. Electronic Paper Optimizing Full-Scale Optimization for Asymmetric Dependence
 Rand Kwong Yew Low
University of Queensland Business School
Date Posted: May 03, 2013
Working Paper Series
15 downloads

Incl. Electronic Paper Mean-Variance Optimization Still Works! A Bayesian Methodology with Vine Copulas
 Rand Kwong Yew Low , Robert W. Faff and Kjersti Aas
University of Queensland Business School , University of Queensland and Norwegian Computing Center
Date Posted: May 03, 2013
Working Paper Series
54 downloads

Incl. Electronic Paper Canonical Vine Copulas in the Context of Modern Portfolio Management: Are They Worth It?
Journal of Banking and Finance, Forthcoming
 Rand Kwong Yew Low , Jamie Alcock , Robert W. Faff and Timothy Brailsford
University of Queensland Business School , University of Cambridge - Department of Land Economy , University of Queensland and University of Queensland
Date Posted: May 03, 2013
Accepted Paper Series
29 downloads

Incl. Electronic Paper Advances in Portfolio Risk Control: Risk! Parity?
 Winfried G. Hallerbach
Robeco Asset Management, Quantitative Strategies
Date Posted: May 03, 2013
Working Paper Series
338 downloads

Incl. Electronic Paper Zarządzanie Ryzykiem W Tworzeniu Wartości Na Przykładzie Przedsiębiorstwa Z Branży Odzieżowej (Risk Management in Creating Value for Example, Companies from the Clothing Industry)
 Tytus Jarosz
Wroclaw University of Economics
Date Posted: May 02, 2013
Working Paper Series
3 downloads

Incl. Electronic Paper Risk in the Boardroom
The Conference Board Director Notes, Vol. 5, No. 9, May 2013
 Matteo Tonello
The Conference Board, Inc.
Date Posted: May 02, 2013
Accepted Paper Series
62 downloads

Incl. Electronic Paper Zarządzanie ryzykiem w tworzeniu wartości przedsiębiorstwa z branży produkcji żywności (Risk Management in the Development of Enterprises in the Food Production)
 Dorota Cebula
Wroclaw University of Economics
Date Posted: May 02, 2013
Last Revised: May 05, 2013
Working Paper Series
2 downloads

Incl. Electronic Paper Zarządzanie ryzykiem w tworzeniu wartości na przykładzie przedsiębiorstwa z branży odzieżowej (Risk Management in Creating Value for Companies in the Example of Clothing Industry)
 Tomasz Gajewski
Wroclaw University of Economics
Date Posted: May 02, 2013
Working Paper Series
5 downloads

Incl. Electronic Paper The Information Content of Carbon Options
 Svetlana Viteva , Yulia V. Veld-Merkoulova and Kevin Campbell
University of Stirling , Adam Smith Business School, University of Glasgow and University of Stirling - Stirling Management School
Date Posted: May 02, 2013
Working Paper Series
22 downloads

Incl. Electronic Paper Zarządzanie Ryzykiem W Tworzeniu Wartości Na Przykładzie Przedsiębiorstwa Z Branży Obuwniczej (Risk Management in Creating Value Based on Example of Company from Footwear Industry)
 Łukasz Jerzy Cysewski
Wroclaw University of Economics
Date Posted: May 02, 2013
Working Paper Series
5 downloads

Incl. Electronic Paper Risk Management in Kenya's Commercial Banks; A Derivatives Instruments Perspective
 Ojwang George Omondi Sr.
Siaya Institute of Technology - Department of Business Administration
Date Posted: May 02, 2013
Working Paper Series
12 downloads

Incl. Electronic Paper Bank's Trading Book and Value-at-Risk
 Manohar Lal
Fiji National University (FNU)
Date Posted: May 02, 2013
Working Paper Series
46 downloads


 

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