This file is part of IDEAS, which uses RePEc data

Emerald Group Publishing

Journal of Risk Finance

Contact information of Emerald Group Publishing:
Web page: http://www.emeraldinsight.com

Order information:
Postal: Emerald Group Publishing, Howard House, Wagon Lane, Bingley, BD16 1WA, UK
Email:
Web: http://www.emeraldinsight.com/jrf.htm
Pricing information: 125 GB pounds
Download restrictions: Articles are not free to download
Editor:
For technical questions regarding this series, please contact (Rebecca Forster)
Series handle: repec:eme:jrfpps

2009, Volume 10, Issue 3

205-209 Rethinking risk and return: part 2 – some felicitous Fourier frequencies
by Michael R. Powers [Downloadable! (restricted)]
210-227 The effects of advertising media on sales of insurance products: a developing-country case
by S.A. Aduloju & A.O. Odugbesan & S.A. Oke [Downloadable! (restricted)]
228-243 Economic rehabilitation programme and the existence of implicit deposit insurance in North Cyprus
by Nil Günsel [Downloadable! (restricted)]
244-260 Universal banks and stock-market reaction: Some evidence from major announcements
by Harilaos F. Harissis & Andreas Merikas & Stanley Mutenga & Sotiris K. Staikouras [Downloadable! (restricted)]
261-276 Effect of 9/11 on the conditional time-varying equity risk premium: evidence from developed markets
by Mahfuzul Haque & Imen Kouki [Downloadable! (restricted)]
277-187 An info-gap approach to managing portfolios of assets with uncertain returns
by Bryan Beresford-Smith & Colin J. Thompson [Downloadable! (restricted)]
288-304 Control charts for monitoring observations from a truncated normal distribution
by M.A.A. Cox [Downloadable! (restricted)]

2009, Volume 10, Issue 2

101-106 Rethinking risk and return: Part 1 – novel norms for non-normality?
by Michael R. Powers [Downloadable! (restricted)]
107-130 Ten years' analysis of sovereign risk: noise-rater risk, panels, and errors
by Pedro Erik Carneiro [Downloadable! (restricted)]
131-141 On the accuracy of loss-given-default prediction intervals
by J. Samuel Baixauli & Susana Alvarez [Downloadable! (restricted)]
142-154 Prediction of variability in mortgage rates: interval computing solutions
by Ling T. He & K. Chenyi Hu & Michael Casey [Downloadable! (restricted)]
155-168 Corporate risk management and investment decisions
by Xun Li & Zhenyu Wu [Downloadable! (restricted)]
169-178 Delta hedging a multi-fixed-income-securities portfolio under gamma and vega constraints
by Carlos E. Ortiz & Charles A. Stone & Anne Zissu [Downloadable! (restricted)]
179-192 Multiscale Fama-French model: application to the French market
by Anyssa Trimech & Hedi Kortas & Salwa Benammou & Samir Benammou [Downloadable! (restricted)]

2009, Volume 10, Issue 1

5-6 Insurance regulation in America – playing out of its league
by Michael R. Powers [Downloadable! (restricted)]
7-22 Are bank stocks sensitive to risk management?
by Rudra Sensarma & M. Jayadev [Downloadable! (restricted)]
23-37 Risk management practices of Islamic banks of Brunei Darussalam
by Abul Hassan [Downloadable! (restricted)]
38-53 An evaluation of alternative scoring models in private banking
by Hussein A. Abdou [Downloadable! (restricted)]
54-66 Weather-risk hedging by farmers: An empirical study of willingness-to-pay in Rajasthan, India
by Rajiv Seth & Valeed A. Ansari & Manipadma Datta [Downloadable! (restricted)]
67-77 Effect of futures trading on spot-price volatility: evidence for NSE Nifty using GARCH
by Sathya Swaroop Debasish [Downloadable! (restricted)]
78-90 Value-relevance of foreign-exchange and interest-rate derivatives disclosure: The case of Malaysian firms
by Rashid Ameer [Downloadable! (restricted)]

2008, Volume 9, Issue 5

417-421 Combining information about … combining information
by Michael R. Powers [Downloadable! (restricted)]
422-431 Incentive incompatibilities and arbitrage opportunities
by Emilio Venezian [Downloadable! (restricted)]
432-448 Rational or irrational expectations? Evidence from China's stock market
by Feng Gao & Fengming Song & Jun Wang [Downloadable! (restricted)]
449-466 Recapitalization, mergers, and acquisitions of the Nigerian insurance industry
by S.A. Aduloju & A.L. Awoponle & S.A. Oke [Downloadable! (restricted)]
467-476 Trading indicators with information-gap uncertainty
by Colin J. Thompson & Anthony J. Guttmann & Ben J.P. Thompson [Downloadable! (restricted)]
477-492 Jump liquidity risk and its impact on CVaR
by Harry Zheng & Yukun Shen [Downloadable! (restricted)]
492-501 Estimation of VaR in conditional heteroscedastic models for principal-protected notes
by Fen-Ying Chen [Downloadable! (restricted)]
502-508 The wicked problem of good financial markets
by Michael Mainelli [Downloadable! (restricted)]

2008, Volume 9, Issue 4

313-316 The sequential sawyer – a tale of frequentist fright
by Michael R. Powers [Downloadable! (restricted)]
317-333 Defining and measuring business risk in an economic-capital framework
by René Doff [Downloadable! (restricted)]
334-350 Accounting in three dimensions: a case for momentum revisited
by Eric Melse [Downloadable! (restricted)]
351-364 Firm size and corporate financial-leverage choice in a developing economy: Evidence from Nigeria
by Abel Ebel Ezeoha [Downloadable! (restricted)]
365-378 Impact of macroeconomic indicators on stock market performance: The case of the Ghana Stock Exchange
by Anthony Kyereboah-Coleman & Kwame F. Agyire-Tettey [Downloadable! (restricted)]
379-390 Delta hedging of mortgage-servicing portfolios under gamma constraints
by Carlos E. Ortiz & Charles A. Stone & Anne Zissu [Downloadable! (restricted)]
391-403 Asymmetric rotation of risk factors in a global portfolio
by George A. Christodoulakis [Downloadable! (restricted)]

2008, Volume 9, Issue 3

225-231 Lanchester resurgent? The mathematics of terrorism risk
by Michael R. Powers [Downloadable! (restricted)]
232-243 Catastrophe effects on stock markets and catastrophe risk securitization
by Charles C. Yang & Mulong Wang & Xiaoying Chen [Downloadable! (restricted)]
244-261 A general defender-attacker risk model for networks
by W.I. Al Mannai & T.G. Lewis [Downloadable! (restricted)]
262-277 An accurate formula for bond-portfolio stress testing
by Leonard Tchuindjo [Downloadable! (restricted)]
278-286 Immunization without duration for on-line learning
by Eva C. Yen [Downloadable! (restricted)]
287-291 Wald's maximin model: a treasure in disguise!
by Moshe Sniedovich [Downloadable! (restricted)]
292-302 Conceptual lessons on financial strategy following the US sub-prime crisis
by Check-Teck Foo [Downloadable! (restricted)]
303-305 The pond for markets: social and local
by Michael Mainelli [Downloadable! (restricted)]

2008, Volume 9, Issue 2

101-105 The nature of randomness: Part 2 – Cognitive constraints
by Michael R. Powers [Downloadable! (restricted)]
106-124 A practical approach to blend insurance in the banking network
by Panayiotis G. Artikis & Stanley Mutenga & Sotiris K. Staikouras [Downloadable! (restricted)]
125-150 Reputation entrenchment or risk minimization?: Early stop and investor-manager agency conflict in fund management
by Xun Li & Zhenyu Wu [Downloadable! (restricted)]
151-172 On loss-avoiding payoff distribution in a dynamic portfolio management problem
by K.K. Thampi & M.J. Jacob [Downloadable! (restricted)]
173-187 Moments of the time of ruin in a renewal risk model with discounted penalty
by K.K. Thampi & M.J. Jacob [Downloadable! (restricted)]
188-199 Asian options versus vanilla options: a boundary analysis
by George L. Ye [Downloadable! (restricted)]
200-205 Simultaneous output and input hedging: a decision analysis
by Moawia Alghalith [Downloadable! (restricted)]
206-210 Work in progress?: How the credit crunch has its roots in the lack of integrated governance and control systems
by Chris Gentle [Downloadable! (restricted)]
211-217 Liquidity=Diversity
by Michael Mainelli [Downloadable! (restricted)]

2008, Volume 9, Issue 1

5-8 The nature of randomness: Part 1 – Knowable or unknowable?
by Michael R. Powers [Downloadable! (restricted)]
9-19 EU Banking Directives: risk and wealth effects on the Greek financial sector
by Themis D. Pantos [Downloadable! (restricted)]
20-39 Corporate hedging and risk management theory: evidence from Polish listed companies
by Karol Marek Klimczak [Downloadable! (restricted)]
40-51 Development in Islamic banking: a financial risk-allocation approach
by M. Mansoor Khan & M. Ishaq Bhatti [Downloadable! (restricted)]
52-70 Effect of exchange-rate volatility on foreign direct investment in Sub-Saharan Africa: The case of Ghana
by Anthony Kyereboah-Coleman & Kwame F. Agyire-Tettey [Downloadable! (restricted)]
71-80 Risk minimization under budget constraints
by Kiseop Lee [Downloadable! (restricted)]
81-88 Alternative measures to value at risk
by Colin J. Thompson & Michael A. McCarthy [Downloadable! (restricted)]

2007, Volume 8, Issue 5

429-433 Intuition and surprise
by Michael R. Powers [Downloadable! (restricted)]
434-449 Why hedge? Rationales for corporate hedging and value implications
by Kevin Aretz & Söhnke M. Bartram & Gunter Dufey [Downloadable! (restricted)]
450-464 Calibrating risk-neutral default correlation
by Elisa Luciano [Downloadable! (restricted)]
465-480 Prediction of bank failures in emerging financial markets: an ANN approach
by E. Nur Ozkan-Gunay & Mehmed Ozkan [Downloadable! (restricted)]
481-488 A generalized ROC approach for the validation of credit rating systems and scorecards
by Stylianos Z. Xanthopoulos & Christos T. Nakas [Downloadable! (restricted)]
489-507 Impacts of interval measurement on studies of economic variability: Evidence from stock market variability forecasting
by Ling T. He & Chenyi Hu [Downloadable! (restricted)]

2007, Volume 8, Issue 4

325-329 Thoughts on the “scientific method”: part 2 – frequentist fecklessness
by Michael R. Powers [Downloadable! (restricted)]
330-348 Calibrating asset correlation for Indian corporate exposures: Implications for regulatory capital
by Arindam Bandyopadhyay & Tasneem Chherawala & Asish Saha [Downloadable! (restricted)]
349-363 Dividend policy and payout ratio: evidence from the Kuala Lumpur stock exchange
by Abdulrahman Ali Al-Twaijry [Downloadable! (restricted)]
364-379 Debt policy and performance of SMEs: Evidence from Ghanaian and South African firms
by Joshua Abor [Downloadable! (restricted)]
380-393 Foreign exchange risk exposure of listed companies in Ghana
by Zubeiru Salifu & Kofi A. Osei & Charles K.D. Adjasi [Downloadable! (restricted)]
394-409 Banks' risk management: a comparison study of UAE national and foreign banks
by Hussein A. Hassan Al-Tamimi & Faris Mohammed Al-Mazrooei [Downloadable! (restricted)]
410-421 The North Cyprus banking sector: the effect of a speculative attack on the Turkish Lira
by Nil Gunsel [Downloadable! (restricted)]

2007, Volume 8, Issue 3

209-213 Thoughts on the “scientific method”: part 1 – ignorance through inconsistency
by Michael R. Powers [Downloadable! (restricted)]
214-229 Weekly volatility forecasts with applications to risk management
by David G. McMillan & Alan E.H. Speight [Downloadable! (restricted)]
230-245 Valuation when bankruptcy is a possibility and taxes matter
by Emilio C. Venezian [Downloadable! (restricted)]
246-259 Hedge fund performance and managerial social capital
by Rosmah Mat Isa & Rashid Ameer [Downloadable! (restricted)]
260-287 On the use of value at risk for managing foreign-exchange exposure in large portfolios
by Mazin A.M. Al Janabi [Downloadable! (restricted)]
288-308 Insurance risk exchange in the presence of background risk and private information: A continuous-time model
by Wen-chang Lin & Jin-ray Lu [Downloadable! (restricted)]
309-312 Input hedging: generalizations
by Moawia Alghalith [Downloadable! (restricted)]

2007, Volume 8, Issue 2

93-96 Sharing responsibility: what they didn't teach you in kindergarten
by Michael R. Powers [Downloadable! (restricted)]
97-111 Tornado risk analysis in the United States
by Siamak Daneshvaran & Robert E. Morden [Downloadable! (restricted)]
112-132 Weather derivatives: risk-hedging prospects for agriculture and power sectors in India
by Anil K. Sharma & Ashutosh Vashishtha [Downloadable! (restricted)]
133-155 Data-efficient model building for financial applications: A semi-supervised learning approach
by Sven Sandow & Xuelong Zhou [Downloadable! (restricted)]
156-165 Systemic risk in modern financial systems: analytics and policy design
by Prasanna Gai & Nigel Jenkinson & Sujit Kapadia [Downloadable! (restricted)]
166-185 An analysis of risk for defaultable bond portfolios
by Hongtao Guo & Guojun Wu & Zhijie Xiao [Downloadable! (restricted)]
186-195 On the surplus prior to ruin in the perturbed classical risk process
by Jiandong Ren [Downloadable! (restricted)]

2007, Volume 8, Issue 1

5-10 Human mortality: written in the stars?
by Michael R. Powers [Downloadable! (restricted)]
11-23 Securitization and risk: empirical evidence on US banks
by Hatice Uzun & Elizabeth Webb [Downloadable! (restricted)]
24-34 Managing credit risk with info-gap uncertainty
by Bryan Beresford-Smith & Colin J. Thompson [Downloadable! (restricted)]
35-45 Mapping corporate drift towards default: Part 1: a market-based approach
by Arindam Bandyopadhyay [Downloadable! (restricted)]
46-55 Mapping corporate drift towards default: Part 2: a hybrid credit-scoring model
by Arindam Bandyopadhyay [Downloadable! (restricted)]
56-71 The impact of capital structure on the performance of microfinance institutions
by Anthony Kyereboah-Coleman [Downloadable! (restricted)]
72-78 Value-at-risk concept by Swiss private banks
by Andrey Rogachev [Downloadable! (restricted)]
79-83 Risk-seekers or rent-seekers?: Wholesale banking extracts value
by Michael Mainelli [Downloadable! (restricted)]
84-86 The distribution dilemma: Why insurance companies need to change their business models
by Chris Gentle [Downloadable! (restricted)]

2006, Volume 7, Issue 5

458-462 Catastrophe forecasting: seeing “gray” among the “black boxes”
by Michael R. Powers [Downloadable! (restricted)]
463-487 Dynamic monitoring of financial intermediaries with subordinated debt
by Gloria González-Rivera & David Nickerson [Downloadable! (restricted)]
488-502 The estimation of nominal and real yield curves from government bonds in Israel
by Zvi Wiener & Helena Pompushko [Downloadable! (restricted)]
503-524 Fuzzy random-coefficient volatility models with financial applications
by K. Thiagarajah & A. Thavaneswaran [Downloadable! (restricted)]
525-543 Financial applications of ARMA models with GARCH errors
by M. Ghahramani & A. Thavaneswaran [Downloadable! (restricted)]
544-558 Parsimonious principle of GARCH models: a Monte-Carlo approach
by Jing Wu [Downloadable! (restricted)]
559-574 Approximating the growth optimal portfolio with a diversified world stock index
by Truc Le & Eckhard Platen [Downloadable! (restricted)]

2006, Volume 7, Issue 4

345-347 Pure vs speculative risk: False choice; sham marriage
by Michael R. Powers [Downloadable! (restricted)]
348-371 Credit-default swap rates and equity volatility: a nonlinear relationship
by Fathi Abid & Nader Naifar [Downloadable! (restricted)]
372-385 Pricing credit risk through equity options calibration: Part 1 – theory
by Marco Fabio Delzio [Downloadable! (restricted)]
386-401 Pricing credit risk through equity options calibration: Part 2 – model implementation
by Marco Fabio Delzio [Downloadable! (restricted)]
402-414 When does cross-border acquisition of insurance firms lead to value creation?
by B. Elango [Downloadable! (restricted)]
415-424 Comparative statics and optimal portfolios
by Jean Fernand Nguema [Downloadable! (restricted)]
425-445 Option pricing for some stochastic volatility models
by A. Thavaneswaran & J. Singh & S.S. Appadoo [Downloadable! (restricted)]

2006, Volume 7, Issue 3

233-236 The Cramér-Rao lower bound on variance: Adam and Eve's “uncertainty principle”
by Michael R. Powers [Downloadable! (restricted)]
237-254 Effects of maturity choices on loan-guarantee portfolios1
by Michel Gendron & Van Son Lai & Issouf Soumaré [Downloadable! (restricted)]
255-272 Predicting probability of default of Indian corporate bonds: logistic and Z-score model approaches
by Arindam Bandyopadhyay [Downloadable! (restricted)]
273-291 Foreign-exchange trading risk management with value at risk: Case analysis of the Moroccan market
by Mazin A.M. Al Janabi [Downloadable! (restricted)]
292-300 Can the student-t distribution provide accurate value at risk?
by Chu-Hsiung Lin & Shan-Shan Shen [Downloadable! (restricted)]
301-312 Best execution compliance: new techniques for managing compliance risk
by Michael Mainelli & Mark Yeandle [Downloadable! (restricted)]
313-336 Best execution compliance automation: towards an equities compliance workstation
by Michael Mainelli & Mark Yeandle [Downloadable! (restricted)]

2006, Volume 7, Issue 2

113-116 An insurance paradox
by Michael R. Powers [Downloadable! (restricted)]
117-135 Empirical study of value-at-risk and expected shortfall models with heavy tails
by Fotios C. Harmantzis & Linyan Miao & Yifan Chien [Downloadable! (restricted)]
136-145 Determinants of dividend payout ratios in Ghana
by Mohammed Amidu & Joshua Abor [Downloadable! (restricted)]
146-159 Analysis of multinational underwriting cycles in property-liability insurance
by Chao-Chun Leng & Ursina B. Meier [Downloadable! (restricted)]
160-176 Business cycles in insurance and reinsurance: the case of France, Germany and Switzerland
by Ursina B. Meier & J. François Outreville [Downloadable! (restricted)]
177-188 The use of spectral analysis in insurance cycle research
by Emilio C. Venezian [Downloadable! (restricted)]
189-214 Application of spectral and ARIMA analysis to combined-ratio patterns
by Emilio C. Venezian & Chao-Chun Leng [Downloadable! (restricted)]

2006, Volume 7, Issue 1

9-23 Granting non-tradable stock options: the opportunity costs for shareholders and employees
by Michele Moretto & Giampaolo Rossini [Downloadable! (restricted)]
24-37 The fund of hedge funds reporting puzzle: Reconciling investors' expectations and fund managers' constraints
by Noël Amenc & Philippe Malaise & Mathieu Vaissié [Downloadable! (restricted)]
38-48 Stationarity and stability of underwriting profits in property-liability insurance: Part I
by Chao-Chun Leng [Downloadable! (restricted)]
49-63 Stationarity and stability of underwriting profits in property-liability insurance: Part II
by Chao-Chun Leng [Downloadable! (restricted)]
64-82 Multi-national underwriting cycles in property-liability insurance: Part I – some theory and empirical results
by Ursina B. Meier [Downloadable! (restricted)]
83-97 Multi-national underwriting cycles in property-liability insurance: Part II – model extensions and further empirical results
by Ursina B. Meier [Downloadable! (restricted)]

2005, Volume 6, Issue 5

382-387 VaR stress tests for highly non-linear portfolios
by John H.J. Einmahl & Walter N. Foppen & Olivier W. Laseroms & Casper G. de Vries [Downloadable! (restricted)]
388-403 Value-at-risk with info-gap uncertainty
by Yakov Ben-Haim [Downloadable! (restricted)]
404-415 Reciprocal insurance: a case of supply created by demand
by Emilio C. Venezian [Downloadable! (restricted)]
416-423 Classic and modern measures of risk in fixed-income portfolio optimization
by Miguel Ángel Martín Mato [Downloadable! (restricted)]
424-437 Trade size, trade frequency, and the volatility-volume relation
by Frederick (Fengming) Song & Hui Tan & Yunfeng Wu [Downloadable! (restricted)]
438-445 The effect of capital structure on profitability: an empirical analysis of listed firms in Ghana
by Joshua Abor [Downloadable! (restricted)]

2005, Volume 6, Issue 4

292-305 Examining risk reporting in UK public companies
by Philip M. Linsley & Philip J. Shrives [Downloadable! (restricted)]
306-318 Managing foreign exchange risk among Ghanaian firms
by Joshua Abor [Downloadable! (restricted)]
319-334 A “square-root rule” for reinsurance? Evidence from several national markets
by Emilio C. Venezian & Krupa S. Viswanathan & Iana B. Jucá [Downloadable! (restricted)]
335-340 Estimating the cost of capital: considerations for small business
by Ralph Palliam [Downloadable! (restricted)]
341-348 Application of a multi-criteria model for determining risk premium
by Ralph Palliam [Downloadable! (restricted)]
349-365 -statistics for weighted means in credit risk modelingt
by Lisa R. Goldberg & Alec N. Kercheval & Kiseop Lee [Downloadable! (restricted)]

2005, Volume 6, Issue 3

192-207 Pricing issues in aviation insurance and reinsurance
by Morton N. Lane [Downloadable! (restricted)]
208-225 An autoregressive conditional duration model of credit-risk contagion
by Sergio M. Focardi & Frank J. Fabozzi [Downloadable! (restricted)]
226-238 Modeling risk for long and short trading positions
by Timotheos Angelidis & Stavros Degiannakis [Downloadable! (restricted)]
239-250 Insurance market equilibrium: a multi-period dynamic solution
by Wen-chang Lin [Downloadable! (restricted)]
251-266 Preferences analysis, transactions, and volatility
by Jaroslav Zajac [Downloadable! (restricted)]
267-274 Towards multi-factor models of decision making and risk: A critique of Prospect Theory and related approaches, part III
by Michael Nwogugu [Downloadable! (restricted)]

2005, Volume 6, Issue 2

87-97 The use of derivatives by US insurers: Empirical evidence and regulatory issues
by Mayank Raturi [Downloadable! (restricted)]
98-117 Diffusion models of insurer net worth: can one dimension suffice?
by Jiandong Ren [Downloadable! (restricted)]
118-134 Coping with credit risk
by Henri Loubergé & Harris Schlesinger [Downloadable! (restricted)]
135-149 Asset and liability management in financial crisis
by Arzu Tektas & E. Nur Ozkan-Gunay & Gokhan Gunay [Downloadable! (restricted)]
150-162 Towards multi-factor models of decision making and risk: A critique of Prospect Theory and related approaches, part I
by Michael Nwogugu [Downloadable! (restricted)]
163-173 Towards multi-factor models of decision making and risk: A critique of Prospect Theory and related approaches, part II
by Michael Nwogugu [Downloadable! (restricted)]

2005, Volume 6, Issue 1

6-16 Enhancing reinsurance efficiency using index-based instruments
by Lixin Zeng [Downloadable! (restricted)]
17-30 Enhancing reinsurance efficiency using index-based instruments
by Stephen Miller [Downloadable! (restricted)]
31-39 Theory of portfolio and risk based on incremental entropy
by Jianshe Ou [Downloadable! (restricted)]
40-46 Developing and implementing a stochastic decision-support model within an organizational context: The experience
by Kjetil Høyland & Erik Ranberg & Stein W. Wallace [Downloadable! (restricted)]
47-59 Forecasts from biased experts: a “meta-credibility” problem
by Michael R. Powers [Downloadable! (restricted)]
60-68 Determinant factors of leverage: An empirical analysis of Spanish corporations
by Yaiza García Padrón & Rosa María Cáceres Apolinario & Octavio Maroto Santana & María Concepción Verona Martel & Lourdes Jordán Sales [Downloadable! (restricted)]

Access and download statistics

Did you know? A tutorial is available.

This page was last updated on 2009-11-18.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.