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Mastering risks: An illusion

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  • Dupré, Denis
  • Perluss, Preston

Abstract

Drawing on examples from maritime insurance, this article seeks to show that historically rules and regulations have often taken into consideration the performativity of risk insurance so as to limit the range of insured risks and thus avoid the realization of the claims through embezzlement or kindred corruption.

Suggested Citation

  • Dupré, Denis & Perluss, Preston, 2016. "Mastering risks: An illusion," Research in International Business and Finance, Elsevier, vol. 37(C), pages 620-628.
    • Handle: RePEc:eee:riibaf:v:37:y:2016:i:c:p:620-628
    DOI: 10.1016/j.ribaf.2015.12.001
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    References listed on IDEAS

    as
    1. Harry Markowitz, 1952. "Portfolio Selection," Journal of Finance, American Finance Association, vol. 7(1), pages 77-91, March.
    2. Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-654, May-June.
    3. L. Kourouma & Denis Dupré & G. Sanfilippo & O. Taramasco, 2013. "Is there a "good" Measure of Market Risk during a Financial Crisis?," Post-Print halshs-00935079, HAL.
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    Cited by:

    1. Lagoarde-Segot, Thomas, 2019. "Sustainable finance. A critical realist perspective," Research in International Business and Finance, Elsevier, vol. 47(C), pages 1-9.
    2. Mudakkar, Syeda Rabab & Uppal, Jamshed Y., 2018. "Stability of cross-market bivariate return distributions during financial turbulence," Research in International Business and Finance, Elsevier, vol. 45(C), pages 389-401.
    3. Lagoarde-Segot, Thomas, 2019. "Sustainable finance. A critical realist perspective," Research in International Business and Finance, Elsevier, vol. 47(C), pages 1-9.

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