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Content
May 2014, Volume 7, Issue 2
- 1-13 Refining Our Understanding of Beta through Quantile Regressions
by Allen B. Atkins & Pin T. Ng - 1-22 International Diversification Versus Domestic Diversification: Mean-Variance Portfolio Optimization and Stochastic Dominance Approaches
by Fathi Abid & Pui Lam Leung & Mourad Mroua & Wing Keung Wong
June 2014, Volume 7, Issue 2
- 1-30 Asymmetric Realized Volatility Risk
by David E. Allen & Michael McAleer & Marcel Scharth
March 2014, Volume 7, Issue 1
- 1-15 Validation of the Merton Distance to the Default Model under Ambiguity
by Wei-ling Chen & Leh-chyan So
February 2014, Volume 7, Issue 1
- 1-12 Revisiting the Performance of MACD and RSI Oscillators
by Terence Tai-Leung Chong & Wing-Kam Ng & Venus Khim-Sen Liew
December 2013, Volume 6, Issue 1
- 1-31 Testing for a Single-Factor Stochastic Volatility in Bivariate Series
by Masaru Chiba & Masahito Kobayashi
October 2013, Volume 6, Issue 1
- 1-2 Publisher’s Note: Journal of Risk and Financial Management
by Shu-Kun Lin - 1-3 The Journal of Risk and Financial Management in Open Access
by Michael McAleer - 1-25 A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500
by David E. Allen & Michael McAleer & Robert Powell & Abhay K. Singh
December 2012, Volume 5, Issue 1
- 1-16 Technical Efficiency and Port Competition: Revisiting the Bohai Economic Rim, China
by Grace Wang & Chen Gao - 1-19 A General Empirical Model of Hedging
by Moawia Alghalith & Ricardo Lalloob - 1-19 The Behaviour of Small Investors in the Hong Kong Derivatives Markets: A Factor Analysis
by Tai-Yuen Hon - 1-37 Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility
by Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer - 1-39 Stock Returns and Risk: Evidence from Quantile
by Thomas C. Chiang & Jiandong Li
December 2011, Volume 4, Issue 1
- 1-23 Use of Bayesian Estimates to determine the Volatility Parameter Input in the Black-Scholes and Binomial Option Pricing Models
by Shu Wing Ho & Alan Lee & Alastair Marsden - 1-29 Multiperiod Hedging using Futures: Mean Reversion and the Optimal Hedging Path
by Vadhindran K. Rao - 1-31 A Pseudo-Bayesian Model for Stock Returns In Financial Crises
by Eric S. Fung & Kin Lam & Tak-Kuen Siu & Wing-Keung Wong - 1-36 Periodically Collapsing Bubbles in Stock Prices Cointegrated with Broad Dividends and Macroeconomic Factors
by Man Fu & Prasad V. Bidarkota - 1-42 Corporate Governance and Corporate Creditworthiness
by Dror Parnes
December 2010, Volume 3, Issue 1
- 1-21 A Mean-Variance Diagnosis of the Financial Crisis: International Diversification and Safe Havens
by Alexander Eptas & Lawrence A. Leger - 1-21 Are Entrepreneur-Led Companies Better? Evidence from Publicly Traded U.S. Companies: 1998-2010
by Joel M. Shulman - 1-25 Conserving Capital by Adjusting Deltas for Gamma in the Presence of Skewness
by Dilip B. Madan - 1-34 Soybean Futures Crush Spread Arbitrage: Trading Strategies and Market Efficiency
by John B. Mitchell - 1-37 Hedging Performance and Multiscale Relationships in the German Electricity Spot and Futures Markets
by Mara Madaleno & Carlos Pinho
December 2009, Volume 2, Issue 1
- 1-19 The Nexus between Analyst Forecast Dispersion and Expected Returns Surrounding Stock Market Crashes
by Terence Tai-Leung Chong & Xiaolei Wang - 1-24 Corporate Risk Disclosure and Corporate Governance
by Kaouthar Lajili - 1-37 Mergers and Acquisitions (M&AS) by R&D Intensive Firms
by Shantanu Dutta & Vinod Kumar - 1-37 China’s Stock Market Integration with a Leading Power and a Close Neighbor
by Zheng Yi & Chen Heng & Wing-Keung Wong - 1-72 Models for Risk Aggregation and Sensitivity Analysis: An Application to Bank Economic Capital
by Hulusi Inanoglu & Michael Jacobs
December 2008, Volume 1, Issue 1
- 1-23 The Intra-Industry Effects of Life Insurance Company Demutualizaton
by Joseph W. Meador & Emery A. Trahan - 1-29 Active Versus Passive Investing - An Analysis of UK Equity Markets, 1991-2005
by Edel Barnes & M. Scott - 1-34 Financial Distress Comparison Across Three Global Regions
by Harlan D. Platt & Marjorie B. Platt - 1-36 Effective Basemetal Hedging: The Optimal Hedge Ratio and Hedging Horizon
by Michaël Dewally & Luke Marriott - 1-40 Do REITs Outperform Stocks and Fixed-Income Assets? New Evidence from Mean-Variance and Stochastic Dominance Approaches
by Thomas C. Chiang & Hooi Hooi Lean & Wing-Keung Wong