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Risk Management eJournal
4,137,418 Total downloads | Link to this page | Subscribe to this eJournal (requires login)

Showing Papers 1 - 50 of 11,437
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Incl. Electronic Paper A Note on Risk-Sharing Mechanisms for the Colombian Health Insurance System
Documento CEDE No. 2017-30
Alvaro Riascos and Sergio A. Camelo
Universidad de los Andes, Colombia - Department of Economics and Stanford University - Institute for Computational and Mathematical Engineering
Date Posted: May 26, 2017
Working Paper Series
1 downloads

Managing Downside Risk for Portfolio Optimization
Management Accounting and Business Finance 1 (1), 10-21
Hemlata - Chelawat and I.V. Trivedi
ML Sukhadia University and ML Sukhadia University
Date Posted: May 26, 2017
Accepted Paper Series

Infrastructure Stocks: A Low - Volatility Investment Alternative?
Amity Business Review, 14(2), 122-130
Hemlata - Chelawat and I.V. Trivedi
ML Sukhadia University and ML Sukhadia University
Date Posted: May 26, 2017
Accepted Paper Series

Incl. Electronic Paper Credit Risk Management and Profitability of Selected Rural Banks in Upper East Region
Journal of Excellence, Leadership, & Stewardship, Vol. 6, No. 2, pp 43 - 55, Forthcoming
Daniel Wireko and Abednego Forson
Kwame Nkrumah University of Science and Technology (KNUST) and Kwame Nkrumah University of Science and Technology (KNUST)
Date Posted: May 26, 2017
Accepted Paper Series
2 downloads

Incl. Electronic Paper The Role of Public and Private Insurance in Reducing Losses from Extreme Weather Events and Disasters
Asia Pacific Journal of Environmental Law, Vol. 19, pp. 29-54, 2016, Sydney Law School Research Paper No. 17/40
Howard Kunreuther and Rosemary Lyster
University of Pennsylvania - Operations, Information and Decisions Department; and The University of Sydney Law School
Date Posted: May 25, 2017
Accepted Paper Series
5 downloads

Incl. Electronic Paper How Does Risk Flow in the Credit Default Swap Market?
ECB Working Paper No. 2041
Marco D'Errico, Stefano Battiston, Tuomas A. Peltonen and Martin Scheicher
University of Zurich - Department of Banking and Finance, University of Zurich - Department of Banking and Finance, European Central Bank (ECB) and European Central Bank (ECB)
Date Posted: May 24, 2017
Working Paper Series
17 downloads

Incl. Electronic Paper CDS Rate Construction Methods by Machine Learning Techniques (Presentation Slides)
Zhongmin Luo and Raymond Brummelhuis
Standard Chartered Bank, London and University of Reims Champagne-Ardenne
Date Posted: May 24, 2017
Working Paper Series
40 downloads

Incl. Electronic Paper Distortion Measures on Homogeneous Financial Derivatives
John A Major
Guy Carpenter & Company, LLC
Date Posted: May 24, 2017
Working Paper Series
9 downloads

Incl. Electronic Paper You Blinked: The Role and Incentives of Managers in Increasing Corporate Risks Following the Inception of Credit Default Swap Trade
Hyun A. Hong, Ji Woo Ryou and Anup Srivastava
University of California, Riverside (UCR) - A. Gary Anderson Graduate School of Management, University of Texas - Rio Grande Valley and Tuck School of Business at Dartmouth
Date Posted: May 24, 2017
Working Paper Series
6 downloads

Incl. Fee Electronic Paper How Production Risk and Flexibility Affect Liquidity Management: Evidence from Electricity Generating Firms
NBER Working Paper No. w23434
Chen Lin, Thomas Schmid and Michael S. Weisbach
The University of Hong Kong - Faculty of Business and Economics, The University of Hong Kong - Faculty of Business and Economics and Ohio State University (OSU) - Department of Finance
Date Posted: May 24, 2017
Working Paper Series

Incl. Electronic Paper Rating Migration and Bond Valuation: Decomposing Rating Migration Matrices from Market Data Via Default Probability Term Structures
Brian Barnard
Independent
Date Posted: May 24, 2017
Working Paper Series
4 downloads

Incl. Electronic Paper Determinants of Price Discovery in the VIX Futures Market
Journal of Empirical Finance, Forthcoming
Yu-Lun Chen and Wei-Che Tsai
Chung Yuan Christian University - Department of Finance and National Sun Yat-sen University - Department of Finance
Date Posted: May 23, 2017
Accepted Paper Series
39 downloads

Incl. Electronic Paper Does Risk Disclosure Reporting Quality Reduce Credit Risk?
Haitham Nobanee and Nejla Ellili
Abu Dhabi University and Abu Dhabi University
Date Posted: May 23, 2017
Working Paper Series
5 downloads

Incl. Electronic Paper Credit-Loans Non-Local Transactions and Surface-Like Waves
Victor Olkhov
TVEL Fuel Company
Date Posted: May 22, 2017
Working Paper Series
4 downloads

Incl. Electronic Paper Macro-Finance Surface-Like Waves of Investment and Profits
Victor Olkhov
TVEL Fuel Company
Date Posted: May 22, 2017
Working Paper Series
2 downloads

Incl. Electronic Paper Forecasting Bankruptcy: An European Analysis
Daniela Arzu, Sarah Di Gloria and Guido Max Mantovani
Ca Foscari University of Venice - Department of Management, Ca Foscari University of Venice and Ca' Foscari University in Venice – Department of Management
Date Posted: May 20, 2017
Working Paper Series
16 downloads

Incl. Electronic Paper Adjusting Option Pricing Models for Informative Starting Points
Hammad Siddiqi
University of Queensland
Date Posted: May 20, 2017
Last Revised: May 22, 2017
Working Paper Series
15 downloads

Pricing and Hedging Options with Rollover Parameters
Journal of Risk, Forthcoming
Sol Kim
Hankuk University of Foreign Studies
Date Posted: May 19, 2017
Accepted Paper Series

Incl. Electronic Paper Assessing the Structural Fundamentals of Realized Risk Premiums
Ling-Ni Boon and Florian Ielpo
Tilburg University and Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES)
Date Posted: May 18, 2017
Working Paper Series
20 downloads

Incl. Electronic Paper Asset Correlation, Diversification and the Basel Accord: A Comparative Study
Oliver Blümke
Raiffeisen Bank International
Date Posted: May 18, 2017
Working Paper Series
24 downloads

Incl. Electronic Paper Interconnectedness and Contagion in International Real Estate Investment Trusts
Kim Hiang Liow and Yuting Huang
National University of Singapore (NUS) - Department of Real Estate and National University of Singapore (NUS) - Department of Real Estate
Date Posted: May 18, 2017
Working Paper Series
10 downloads

Incl. Electronic Paper Quantitative Wave Model of Macro-Finance
International Review of Financial Analysis, Vol. 50, 143-150, 2017
Victor Olkhov
TVEL Fuel Company
Date Posted: May 18, 2017
Accepted Paper Series
22 downloads

Incl. Electronic Paper Gaussian Quadrature Method for Pricing American and Exotic Options in a Jump-Diffusion Process
Pei-Shih Weng and Wei-Che Tsai
National Dong Hwa University and National Sun Yat-sen University - Department of Finance
Date Posted: May 18, 2017
Working Paper Series
16 downloads

Incl. Electronic Paper Are Internal Audits Associated with Reductions in Operating, Financial Reporting, and Compliance Risk?
Joseph V. Carcello, Marc Eulerich, Adi Masli and David A. Wood
University of Tennessee, University of Duisburg-Essen, Mercator School of Management, University of Arkansas - Sam M. Walton College of Business and Brigham Young University - School of Accountancy
Date Posted: May 18, 2017
Working Paper Series
24 downloads

Incl. Electronic Paper Robust Bootstrap Densities for Dynamic Conditional Correlations: Implications for Portfolio Selection and Value-at-Risk
Carlos Trucíos, Luiz Koodi Hotta and Esther Ruiz
Sao Paulo School of Economics, FGV., University of Campinas (UNICAMP) - Department of Statistics and Universidad Carlos III de Madrid - Department of Statistics and Econometrics
Date Posted: May 17, 2017
Working Paper Series
27 downloads

Incl. Electronic Paper The Impact of Relative Seniority between Bank Debt and Deposit on Bank Credit Spreads under Stressful Conditions
James Chen
Research137 LLC
Date Posted: May 16, 2017
Working Paper Series
15 downloads

Incl. Electronic Paper Efficient Estimation of Distributional Tail Shape and the Extremal Index With Applications to Risk Management
Journal of Mathematical Finance,Vol. 6, pp. 626-659, 2016
Travis Sapp
Iowa State University - Department of Finance
Date Posted: May 16, 2017
Accepted Paper Series
30 downloads

Incl. Electronic Paper The Deferred Tax Asset Valuation Allowance and Firm Creditworthiness
Alexander Edwards
University of Toronto - Rotman School of Management
Date Posted: May 16, 2017
Last Revised: May 22, 2017
Working Paper Series
31 downloads

Incl. Electronic Paper How Production Risk and Flexibility Affect Liquidity Management: Evidence from Electricity Generating Firms
Charles A. Dice Center Working Paper No. 2017-12, Fisher College of Business Working Paper No. 2017-3-012
Chen Lin, Thomas Schmid and Michael S. Weisbach
The University of Hong Kong - Faculty of Business and Economics, The University of Hong Kong - Faculty of Business and Economics and Ohio State University (OSU) - Department of Finance
Date Posted: May 16, 2017
Working Paper Series
40 downloads

Incl. Electronic Paper Parameter Estimation from Overlapping Observations
Michael A. Clayton
Michael A. Clayton Consulting, Inc.
Date Posted: May 16, 2017
Working Paper Series
22 downloads

Incl. Electronic Paper Do Stress Tests Matter? Evidence from the 2014 and 2016 Stress Tests
ECB Working Paper No. 2054
Oana Maria Georgescu, Marco Gross, Daniel Kapp and Christoffer Kok
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Date Posted: May 16, 2017
Working Paper Series
33 downloads

Incl. Electronic Paper Conduct Risk - Distribution Models with Very Thin Tails
Peter Mitic
Santander UK
Date Posted: May 16, 2017
Working Paper Series
13 downloads

Supplier Diversification Under Buyer Risk
Jiri Chod, Nikolaos Trichakis and Gerry Tsoukalas
Boston College, Massachusetts Institute of Technology (MIT) and University of Pennsylvania - The Wharton School
Date Posted: May 15, 2017
Working Paper Series

Incl. Electronic Paper Arbitrage and Its Physical Limits
Louis H. Ederington, Chitru S. Fernando, Kateryna V. Holland and Scott C. Linn
University of Oklahoma - Division of Finance, University of Oklahoma - Michael F. Price College of Business, Purdue University - Division of Finance and University of Oklahoma - Michael F. Price College of Business
Date Posted: May 15, 2017
Last Revised: May 17, 2017
Working Paper Series
69 downloads

Incl. Electronic Paper Underwriter Distress and Rollover Risk
Stine Louise Daetz, Jens Dick-Nielsen and Mads Stenbo Nielsen
Copenhagen Business School, Copenhagen Business School - Department of Finance and Copenhagen Business School - Department of Finance
Date Posted: May 15, 2017
Last Revised: May 26, 2017
Working Paper Series
19 downloads

Incl. Fee Electronic Paper A Multivariate Analysis of Intercompany Loss Triangles
Journal of Risk and Insurance, Vol. 84, Issue 2, pp. 717-737, 2017
Peng Shi
University of Wisconsin - Madison
Date Posted: May 15, 2017
Accepted Paper Series
1 downloads

Incl. Fee Electronic Paper Between‐Group Adverse Selection: Evidence from Group Critical Illness Insurance
Journal of Risk and Insurance, Vol. 84, Issue 2, pp. 771-809, 2017
Martin Eling, Ruo Jia and Yi Yao
University of St. Gallen - Institute of Insurance Economics, University of St. Gallen - Institute of Insurance Economics and Peking University - School of Economics
Date Posted: May 15, 2017
Accepted Paper Series
1 downloads

Incl. Fee Electronic Paper Organization Structure and Corporate Demand for Reinsurance: The Case of the Japanese Keiretsu
Journal of Risk and Insurance, Vol. 84, Issue 2, pp. 599-629, 2017
Noriyoshi Yanase and Piman Limpaphayom
Tokyo Keizai University and Sasin GIBA of Chulalongkorn University
Date Posted: May 15, 2017
Accepted Paper Series
1 downloads

Incl. Fee Electronic Paper Patent Litigation Insurance
Journal of Risk and Insurance, Vol. 84, Issue 2, pp. 631-660, 2017
Anne Duchene
IPAG Business School
Date Posted: May 15, 2017
Accepted Paper Series
1 downloads

Incl. Fee Electronic Paper Risk Management of Policyholder Behavior in Equity‐Linked Life Insurance
Journal of Risk and Insurance, Vol. 84, Issue 2, pp. 661-690, 2017
Anne MacKay, Maciej Augustyniak, Carole Bernard and Mary R. Hardy
ETH Zurich - Department of Mathematics, University of Montreal - Department of Mathematics and Statistics, Grenoble Ecole de Management and University of Waterloo
Date Posted: May 15, 2017
Accepted Paper Series
2 downloads

Incl. Fee Electronic Paper Managing Financially Distressed Pension Plans in the Interest of Beneficiaries
Journal of Risk and Insurance, Vol. 84, Issue 2, pp. 539-565, 2017
Joachim Inkmann, David P. Blake and Zhen Shi
University of Melbourne - Department of Finance, City University London - Cass Business School - The Pensions Institute and University of Melbourne
Date Posted: May 15, 2017
Accepted Paper Series
1 downloads

Does Higher-Frequency Data Always Help to Predict Longer-Horizon Volatility?
Journal of Risk, Forthcoming
Ben Charoenwong and Guanhao Feng
University of Chicago, Booth School of Business, Students and University of Chicago, Booth School of Business, Students
Date Posted: May 13, 2017
Accepted Paper Series

Incl. Electronic Paper Natural Disasters, Technology Diversity, and Operating Performance
Po-Hsuan Hsu, Hsiao-Hui Lee, Shucing Peng and Long Yi
University of Hong Kong, Faculty of Business and Economics, University of Hong Kong, National Taiwan University and Hong Kong Baptist University (HKBU) - Department of Finance and Decision Sciences
Date Posted: May 12, 2017
Working Paper Series
18 downloads

Incl. Electronic Paper Malicious Cyber Activity Distribution, Attribution, and Retribution
In "Advanced Cyberlaw and Electronic Security", Accent Publishing (2017, Forthcoming).
Ioana Vasiu and Lucian Vasiu
Babes-Bolyai University - Faculty of Law and Independent
Date Posted: May 12, 2017
Accepted Paper Series
70 downloads

Volatility Indices: An International Comparison
The IUP Journal of Financial Risk Management, Vol. XIII, No. 3, pp. 7-19, September 2016
Maithili S. Naik and Y. V. Reddy
Goa University and Goa University - Faculty of Commerce
Date Posted: May 12, 2017
Accepted Paper Series

Incl. Electronic Paper Bank Rating Gaps as Proxies for Systemic Risk
Lu Wang
University of Alberta
Date Posted: May 11, 2017
Working Paper Series
19 downloads

Incl. Electronic Paper Pricing and Hedging GDP-Linked Bonds in Incomplete Markets
Andrea Consiglio and Stavros A. Zenios
University of Palermo and University of Cyprus
Date Posted: May 11, 2017
Working Paper Series
19 downloads

Incl. Electronic Paper CLO Trading and Collateral Manager Bank Affiliation
Stavros Peristiani and João A. C. Santos
Federal Reserve Bank of New York and Federal Reserve Bank of New York
Date Posted: May 11, 2017
Working Paper Series
12 downloads

Incl. Electronic Paper An Approximation of the Non-Life Reserve Risk Distribution Using the Cornish-Fisher Expansion
Eric Dal Moro
SCOR Global P&C SE Reinsurance (Zurich Branch)
Date Posted: May 10, 2017
Working Paper Series
2 downloads

Incl. Electronic Paper Diversification Benefits Under Multivariate Second Order Regular Variation
ESSEC WORKING PAPER 1706
Bikramjit Das and Marie Kratz
Singapore University of Technology and Design (SUTD) and Bikramjit Das, Singapore University of Technology and Design (SUTD)
Date Posted: May 10, 2017
Working Paper Series
7 downloads


 

1 2 3 4 ... 229 | Next >