IDEAS home Printed from
   My bibliography  Save this article

Strategic Risk Management


  • S. Waite Rawls
  • Charles W. Smithson


No abstract is available for this item.

Suggested Citation

  • S. Waite Rawls & Charles W. Smithson, 1990. "Strategic Risk Management," Journal of Applied Corporate Finance, Morgan Stanley, vol. 2(4), pages 6-18.
  • Handle: RePEc:bla:jacrfn:v:2:y:1990:i:4:p:6-18

    Download full text from publisher

    File URL:
    File Function: link to full text
    Download Restriction: Access to full text is restricted to subscribers.

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    1. Hoi Ying Wong & Tsz Wang Choi, 2009. "Estimating default barriers from market information," Quantitative Finance, Taylor & Francis Journals, vol. 9(2), pages 187-196.
    2. Dionne, Georges & Laajimi, Sadok, 2012. "On the determinants of the implied default barrier," Journal of Empirical Finance, Elsevier, vol. 19(3), pages 395-408.
    3. Merton, Robert C, 1974. "On the Pricing of Corporate Debt: The Risk Structure of Interest Rates," Journal of Finance, American Finance Association, vol. 29(2), pages 449-470, May.
    Full references (including those not matched with items on IDEAS)


    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.

    Cited by:

    1. Madhu Acharyya & Chris Brady, 2014. "Designing an Enterprise Risk Management Curriculum for Business Studies: Insights From a Pilot Program," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 17(1), pages 113-136, March.
    2. Jian Wang, 2004. "Which currency to set price? A model of multiple countries and risk averse firm," International Finance 0410004, EconWPA.
    3. Allen, Franklin & Santomero, Anthony M., 1997. "The theory of financial intermediation," Journal of Banking & Finance, Elsevier, vol. 21(11-12), pages 1461-1485, December.
    4. Marshall, Andrew P., 2000. "Foreign exchange risk management in UK, USA and Asia Pacific multinational companies," Journal of Multinational Financial Management, Elsevier, vol. 10(2), pages 185-211, June.
    5. Chen, Jun & King, Tao-Hsien Dolly, 2014. "Corporate hedging and the cost of debt," Journal of Corporate Finance, Elsevier, vol. 29(C), pages 221-245.
    6. Kevin Aretz & Söhnke M. Bartram, 2010. "Corporate Hedging And Shareholder Value," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 33(4), pages 317-371, December.
    7. Monda, Barbara & Giorgino, Marco & Modolin, Ileana, 2013. "Rationales for Corporate Risk Management - A Critical Literature Review," MPRA Paper 45420, University Library of Munich, Germany.
    8. Lutz Hahnenstein & Klaus Röder, 2007. "Who hedges more when leverage is endogenous? A testable theory of corporate risk management under general distributional conditions," Review of Quantitative Finance and Accounting, Springer, vol. 28(4), pages 353-391, May.
    9. repec:spr:busres:v:11:y:2018:i:1:d:10.1007_s40685-017-0052-0 is not listed on IDEAS
    10. Froot, Kenneth A & Scharfstein, David S & Stein, Jeremy C, 1993. " Risk Management: Coordinating Corporate Investment and Financing Policies," Journal of Finance, American Finance Association, vol. 48(5), pages 1629-1658, December.
    11. Broll, Udo & Wong, Kit-Pong, 1997. "Hedging of exchange rate risk and regression dependence," Discussion Papers, Series II 355, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
    12. David F. Babbel & Anthony M. Santomero, 1997. "Risk Management by Insurers: An Analysis of the Process," Center for Financial Institutions Working Papers 96-16, Wharton School Center for Financial Institutions, University of Pennsylvania.
    13. Ammon, Norbert, 1998. "Why Hedge? - A Critical Review of Theory and Empirical Evidence -," ZEW Discussion Papers 98-18, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
    14. Marcel Boyer & M. Martin Boyer & René Garcia, 2005. "The Value of Real and Financial Risk Management," CIRANO Working Papers 2005s-38, CIRANO.
    15. Hahnenstein, Lutz & Roder, Klaus, 2003. "The minimum variance hedge and the bankruptcy risk of the firm," Review of Financial Economics, Elsevier, vol. 12(3), pages 315-326.
    16. Brealey, R. A. & Kaplanis, E. C., 1995. "Discrete exchange rate hedging strategies," Journal of Banking & Finance, Elsevier, vol. 19(5), pages 765-784, August.
    17. Söhnke M. Bartram & Gordon M. Bodnar, 2007. "The exchange rate exposure puzzle," Managerial Finance, Emerald Group Publishing, vol. 33(9), pages 642-666, August.
    18. Fujita, Yasunori, 2007. "Toward a new modeling of international economics: An attempt to reformulate an international trade model based on real option theory," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 383(2), pages 507-512.
    19. Flavio Bazzana & Monica Potrich, 2002. "Il risk management nelle medie imprese del Nord Est: risultati di un'indagine," Alea Tech Reports 016, Department of Computer and Management Sciences, University of Trento, Italy, revised 14 Jun 2008.
    20. Andrew F. Whitman, 2015. "Is ERM Legally Required? Yes for Financial and Governmental Institutions, No for Private Enterprises," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 18(2), pages 161-197, September.

    More about this item


    Access and download statistics


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:jacrfn:v:2:y:1990:i:4:p:6-18. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wiley-Blackwell Digital Licensing) or (Christopher F. Baum). General contact details of provider: .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.