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Content
April 2025, Volume 13, Issue 5
- 1-12 A New Approach on Country Risk Monitoring
by Christos E. Kountzakis & Christos Floros - 1-14 Optimizing Moral Hazard Management in Health Insurance Through Mathematical Modeling of Quasi-Arbitrage
by Lianlian Zhou & Anshui Li & Jue Lu - 1-16 Can Unrealistic Optimism Among Consumers Precipitate Economic Recessions?
by Hyun-Soo Doh & Jiahao Pan - 1-20 Cooperative Game Theory of Hierarchies: One Approach to Solving the Low-Risk Puzzle?
by Tobias Hiller - 1-23 Rating the Impact of Risks in Banking on Performance: Utilizing the Adaptive Neural Network-Based Fuzzy Inference System (ANFIS)
by Riyadh Mehdi & Ibrahim Elsiddig Ahmed & Elfadil A. Mohamed - 1-28 A Neural Network Approach for Pricing Correlated Health Risks
by Alessandro G. Laporta & Susanna Levantesi & Lea Petrella - 1-50 The Impact of Economic Policies on Housing Prices: Approximations and Predictions in the UK, the US, France, and Switzerland from the 1980s to Today
by Nicolas Houlié
May 2025, Volume 13, Issue 5
- 1-21 Life Insurance Completeness: A Path to Hedging Mortality and Achieving Financial Optimization
by Jaime A. Londoño - 1-24 Deciphering the Risk–Return Dynamics of Pharmaceutical Companies Using the GARCH-M Model
by Arvinder Kaur & Kavita Chavali
April 2025, Volume 13, Issue 4
- 1-13 Fuzzy Non-Payment Risk Management Rooted in Optimized Household Consumption Units
by Gregorio Izquierdo Llanes & Antonio Salcedo - 1-16 The Poverty Alleviation Role of the “Insurance+Futures” Pattern—Evidence from 10 Chinese Provinces
by Jinhong Han - 1-19 Determinants of Firms’ Propensity to Use Intercorporate Loans: Empirical Evidence from India
by Biswajit Ghose & Prasenjit Roy & Yeshi Ngima & Kiran Gope & Pankaj Kumar Tyagi & Premendra Kumar Singh & Asokan Vasudevan - 1-21 Nonlinear Nexus Between ESG Scores and Corporate Performance of Insurance Companies in the MENAT Region: Moderating the Effect of Institutional Quality
by Rewayda Tobar - 1-21 Can Environmental Variables Predict Cryptocurrency Returns? Evidence from Bitcoin, Ethereum, and Tether Using a Time-Varying Coefficients Vector Autoregression Model
by Kamel Touhami & Ilyes Abidi & Mariem Nsaibi & Maissa Mejri - 1-22 Exploring the Principle of Multi-Dimensional Risk Analysis and a Case Study in Two-Dimensional Risk
by Yundong Huang - 1-24 ESG Controversies and Firm Investment Efficiency: Impact and Mechanism Examination
by Shijin Ma & Tao Ma - 1-24 Interest Rate Sensitivity of Callable Bonds and Higher-Order Approximations
by Scott S. Dow & Stefanos C. Orfanos - 1-27 Minimal Entropy and Entropic Risk Measures: A Unified Framework via Relative Entropy
by Moritz Sohns - 1-28 A Multistate Analysis of Policyholder Behaviour in Life Insurance—Lasso-Based Modelling Approaches
by Lucas Reck & Johannes Schupp & Andreas Reuß - 1-28 A Study on the Topological Insights and Network Visualization Mapping of the Indian Equity Market
by Biplab Bhattacharjee & Moinak Maiti - 1-29 Inter-Market Mean and Volatility Spillover Dynamics Between Cryptocurrencies and an Emerging Stock Market: Evidence from Thailand and Sectoral Analysis
by Yanjia Zhang & Shih-tse Lo & Dhanoos Sutthiphisal - 1-31 Investor Psychology in the Bangladesh Equity Market: An Examination of Herding Behavior Across Diverse Market States
by Muhammad Enamul Haque & Mahmood Osman Imam
March 2025, Volume 13, Issue 4
- 1-18 Evaluating Financial Performance of Airline Companies Through Liquidity and Debt Ratios: An Accounting Approach
by Faizah Alsulami - 1-25 The Exponential Dispersion Family (EDF) Chain Ladder and Data Granularity
by Greg Taylor - 1-25 Transition Risk in Climate Change: A Literature Review
by Elisa Di Febo & Eliana Angelini - 1-27 An Optional Semimartingales Approach to Risk Theory
by Mahdieh Aminian Shahrokhabadi & Alexander Melnikov & Andrey Pak - 1-28 Integrative Analysis of Traditional and Cash Flow Financial Ratios: Insights from a Systematic Comparative Review
by Dimitra Seretidou & Dimitrios Billios & Antonios Stavropoulos - 1-41 Do Board Characteristics Matter with Greenwashing? An Investigation in the Financial Sector with the Integration of Entropy Weight and TOPSIS Multicriteria Decision-Making Methods
by Eleni Poiriazi & Georgia Zournatzidou & George Konteos
February 2025, Volume 13, Issue 3
- 1-4 Special Issue “Financial Analysis, Corporate Finance and Risk Management”
by Eulália Santos & Margarida Freitas Oliveira - 1-19 ESG and Financial Distress: The Role of Bribery, Corruption, and Fraud in FTSE All-Share Companies
by Probowo Erawan Sastroredjo & Tarsisius Renald Suganda - 1-21 Managerial Incentives and Firm Risk Taking: The Mediating Role of Corporate Social Responsibility
by Desheng Yin & Michael Wang & Yufan Sun & Haizhi Wang & Xinting Zhen - 1-23 Copula-Based Risk Aggregation and the Significance of Reinsurance
by Alexandra Dias & Isaudin Ismail & Aihua Zhang - 1-24 Board Gender Diversity, Information Asymmetry, and Investment Efficiency: Do Female Voices Make a Difference?
by Ngeyan N. Almutairi & Maged M. Albaz & Tarek M. Hashad - 1-26 An Interplay Between Digital Banking Services, Perceived Risks, Customers’ Expectations, and Customers’ Satisfaction
by Sladjana Barjaktarovic Rakocevic & Nela Rakic & Rade Rakocevic - 1-27 Deep Reinforcement Learning in Non-Markov Market-Making
by Luca Lalor & Anatoliy Swishchuk - 1-27 Cyber, Geopolitical, and Financial Risks in Rare Earth Markets: Drivers of Market Volatility
by Emilia Calefariu Giol & Oana Panazan & Catalin Gheorghe
March 2025, Volume 13, Issue 3
- 1-15 The Impact of Supply Chain Disruptions and Global Uncertainty on Inflation Rate in Saudi Arabia
by Abdulrahman A. Albahouth - 1-16 Political Uncertainty-Managed Portfolios
by Thorsten Lehnert - 1-19 Forecasting Volatility of the Nordic Electricity Market an Application of the MSGARCH
by Muhammad Naeem & Hothefa Shaker Jassim & Kashif Saleem & Maham Fatima - 1-19 The Impact of Nature Restoration Law on Equity Behavior: How Biodiversity Risk Affects Market Risk
by Paolo Capelli & Lorenzo Gai & Federica Ielasi & Marco Taddei - 1-19 COVID-19 Intensity, Resilience, and Expected Returns
by Elham Daadmehr - 1-20 Commodity Risk and Forecastability of International Stock Returns: The Role of Oil Returns Skewness
by Afees A. Salisu & Rangan Gupta - 1-26 Financial Risk Management of 50 Global Companies Using SEM: Insights from Sustainable Development and the Recycling Economy
by Lazar A. Badalov & Daria V. Lebedeva & Natalia V. Bondarchuk & Daria A. Dinets - 1-26 An Integrated Risk Management Methodology for Deposits and Loans
by Gregory R. Hackworth & Weidong Tian & Michael R. Vandenberg - 1-28 Enterprise Risk Management, Financial Reporting and Firm Operations
by Siwei Gao & Hsiao-Tang Hsu & Fang-Chun Liu - 1-29 Relationship Between Japanese Stock Market Behavior and Category-Based News
by Jun Nakayama & Daisuke Yokouchi - 1-29 Modeling Financial Bubbles with Optional Semimartingales in Nonstandard Probability Spaces
by Mohamed Abdelghani & Alexander Melnikov - 1-34 The Assessment of Enterprise Risk Management Practices of Ethiopian Commercial Banks
by Tsega Meseret Biresaw & Athenia Bongani Sibindi - 1-43 Towards Examining the Volatility of Top Market-Cap Cryptocurrencies Throughout the COVID-19 Outbreak and the Russia–Ukraine War: Empirical Evidence from GARCH-Type Models
by Ștefan-Cristian Gherghina & Cristina-Andreea Constantinescu - 1-57 Dynamic Shock-Transmission Mechanism Between U.S. Trade Policy Uncertainty and Sharia-Compliant Stock Market Volatility of GCC Economies
by Mosab I. Tabash & Suzan Sameer Issa & Marwan Mansour & Mohammed W. A. Saleh & Maha Rahrouh & Kholoud AlQeisi & Mujeeb Saif Mohsen Al-Absy
February 2025, Volume 13, Issue 2
- 1-14 The Impact of Cyber Governance Quality on Dividend Policy in Mitigating Cybersecurity Breaches
by Manar Al-Mohareb - 1-18 A Bivariate Model for Correlated and Mixed Outcomes: A Case Study on the Simultaneous Prediction of Credit Risk and Profitability of Peer-to-Peer (P2P) Loans
by Yan Wang & Xuelei Sherry Ni & Huan Ni & Sanad Biswas - 1-18 Insurers’ Loss Portfolio Similarity and Climate Risk Insurance Cost: A Spatial Analysis of US Homeowners Insurance Market
by Tao Sun - 1-19 On the Curvature of the Bachelier Implied Volatility
by Elisa Alòs & David García-Lorite - 1-19 Retirement Readiness in the Baltics: The Roles of Financial Literacy, Product Ownership, and Advisory Confidence
by Ramona Rupeika-Apoga & Janis Priede - 1-19 The Saint Petersburg Paradox and Its Solution
by Claudio Mattalia - 1-20 Improving Credit Risk Assessment in Uncertain Times: Insights from IFRS 9
by Petr Jakubik & Saida Teleu - 1-24 Tax Risk and Cost of Debt: The Role of Tax Avoidance—Evidence from the Iraqi Stock Market
by Hussen Amran Naji Al-Refiay & Jasim Idan Barrak & Asif Isam Elaibi Al-Tameemi & Mohammadreza Pazhohi - 1-24 On GARCH and Autoregressive Stochastic Volatility Approaches for Market Calibration and Option Pricing
by Tao Pang & Yang Zhao - 1-25 Efficient Positive Semidefinite Matrix Approximation by Iterative Optimisations and Gradient Descent Method
by Vali Asimit & Runshi Wang & Feng Zhou & Rui Zhu - 1-25 Uncertainty in Pricing and Risk Measurement of Survivor Contracts
by Kenrick Raymond So & Stephanie Claire Cruz & Elias Antonio Marcella & Jeric Briones & Len Patrick Dominic Garces - 1-27 Longevity Risk and Annuitisation Decisions in the Absence of Special-Rate Life Annuities
by Jorge de Andrés-Sánchez & Laura González-Vila Puchades - 1-33 Exploring Corporate Capital Structure and Overleveraging in the Pharmaceutical Industry
by Samar Issa & Hussein Issa
January 2025, Volume 13, Issue 2
- 1-16 Data Mining for the Adjustment of Credit Scoring Models in Solidarity Economy Entities: A Methodology for Addressing Class Imbalances
by Ivan Mauricio Bermudez Vera & Jaime Mosquera Restrepo & Diego Fernando Manotas-Duque - 1-19 Redesigning Home Reversion Products to Empower Retirement for Singapore’s Public Flat Owners
by Koon Shing Kwong & Jing Rong Goh & Jordan Jie Xin Lee & Ting Lin Collin Chua - 1-23 Turning Points in the Core–Periphery Displacement of Systemic Risk in the Eurozone: Constrained Weighted Compositional Clustering
by Anna Maria Fiori & Germà Coenders - 1-24 Modeling the Inter-Arrival Time Between Severe Storms in the United States Using Finite Mixtures
by Ilana Vinnik & Tatjana Miljkovic - 1-25 An IID Test for Functional Time Series with Applications to High-Frequency VIX Index Data
by Xin Huang & Han Lin Shang & Tak Kuen Siu - 1-27 A Different Risk–Return Relationship
by Aydin Selim Oksoy & Matthew R. Farrell & Shaomin Li - 1-72 Sectoral Counter-Cyclical Approach to Financial Risk Management Based on CSR for Sustainable Development of Companies
by Uran Zh. Ergeshbaev & Dilobar M. Mavlyanova & Yulia G. Leskova & Elena G. Popkova & Elena S. Petrenko
January 2025, Volume 13, Issue 1
- 1-15 Are Women More Risk Averse? A Sequel
by Christos I. Giannikos & Efstathia D. Korkou - 1-18 Gaussian Process Regression with a Hybrid Risk Measure for Dynamic Risk Management in the Electricity Market
by Abhinav Das & Stephan Schlüter - 1-20 Empirical Evidence of the Market Price of Risk for Delivery Periods
by Annika Kemper & Maren Diane Schmeck - 1-20 Optimal Design of Multi-Asset Options
by Alejandro Balbás & Beatriz Balbás & Raquel Balbás - 1-21 Using Futures Prices and Analysts’ Forecasts to Estimate Agricultural Commodity Risk Premiums
by Gonzalo Cortazar & Hector Ortega & José Antonio Pérez - 1-22 Board Gender Diversity and Risk Management in Corporate Financing: A Study on Debt Structure and Financial Decision-Making
by Davood Askarany & Soleil Jafari & Azam Pouryousof & Sona Habibi & Hassan Yazdifar - 1-23 The Impact of Hyperbolic Discounting on Asset Accumulation for Later Life: A Study of Active Investors Aged 65 Years and over in Japan
by Honoka Nabeshima & Sumeet Lal & Haruka Izumi & Yuzuha Himeno & Mostafa Saidur Rahim Khan & Yoshihiko Kadoya - 1-23 Unravelling the Link Between Financialisation and Economic Growth: Evidence from Croatia
by Agim Mamuti & Fatbardha Kadiu & Idaver Sherifi & Inna Romānova & Simon Grima - 1-23 Evaluating Transition Rules for Enhancing Fairness in Bonus–Malus Systems: An Application to the Saudi Arabian Auto Insurance Market
by Asrar Alyafie & Corina Constantinescu & Jorge Yslas - 1-24 Corporate Social Responsibility, Efficiency, and Risk in US Banking
by Fathi Jouini & Mohamed Amine Chouchen & Ahlem Selma Messai - 1-25 Earnings Quality Drivers: Do Firm Attributes and Ownership Structure Matter in Emerging Stock Markets?
by Fahad Alrobai & Ahmed A. Alrashed & Maged M. Albaz - 1-25 Automated Bitcoin Trading dApp Using Price Prediction from a Deep Learning Model
by Zhi Zhan Lua & Chee Kiat Seow & Raymond Ching Bon Chan & Yiyu Cai & Qi Cao - 1-34 Determinants of South African Asset Market Co-Movement: Evidence from Investor Sentiment and Changing Market Conditions
by Fabian Moodley & Sune Ferreira-Schenk & Kago Matlhaku
December 2024, Volume 13, Issue 1
- 1-17 Characterization and Prediction of the Ghana Stock Exchange Composite Index Utilizing Bayesian Stochastic Volatility Models
by Osei K. Tweneboah & Kwesi A. Ohene-Obeng & Maria C. Mariani - 1-20 Profitability Drivers in European Banks: Analyzing Internal and External Factors in the Post-2009 Financial Landscape
by Suzana Laporšek & Barbara Švagan & Mojca Stubelj & Igor Stubelj - 1-22 Dividend-Based Labor Remuneration and Tradable Shares in Worker Cooperatives
by Ermanno C. Tortia - 1-27 Measuring the Impacts of Argentina’s Presidential Election Process in 2023 on the Stock Market Performance Using a Dynamic Event Study Methodology
by Eduardo Enrique Sandoval Álamos & Claudio René Molina Mac-Kay & Erwin Octavio Taipe Aquino - 1-27 Optimal Benefit Distribution of a Tontine-like Annuity Fund with Age-Structured Models
by Fan Zhang & Ping Chen & Xueyuan Wu
November 2024, Volume 12, Issue 12
- 1-14 The Effect of Risk Management on Direct and Indirect Capital Structure Deviations
by Xiaoyi Li & Yung-Ming Shiu - 1-15 Dynamic Programming for Designing and Valuing Two-Dimensional Financial Derivatives
by Malek Ben-Abdellatif & Hatem Ben-Ameur & Rim Chérif & Bruno Rémillard - 1-15 The Cost of Borrowing as a Limiting Factor of Non-Life Insurance Development: The Italian Case
by Giovanni Millo - 1-19 An Empirical Implementation of the Shadow Riskless Rate
by Davide Lauria & Jiho Park & Yuan Hu & W. Brent Lindquist & Svetlozar T. Rachev & Frank J. Fabozzi - 1-22 Does ESG Predict Business Failure in Brazil? An Application of Machine Learning Techniques
by Mehwish Kaleem & Hassan Raza & Sumaira Ashraf & António Martins Almeida & Luiz Pinto Machado - 1-23 Research Trends in Going Concern Assessment and Financial Distress in Last Two Decades: A Bibliometric Analysis
by Dorotheea-Beatrice-Ruxandra Chiosea & Camelia-Daniela Hategan - 1-23 Debt Sustainability in the Context of Population Ageing: A Risk Management Approach
by Samantha Ajovalasit & Andrea Consiglio & Davide Provenzano - 1-29 The Role of Credit Consortia in the Financial Structure of Sardinian Companies During the SARS-CoV-2 Crisis
by Marco Desogus & Enrico Sergi & Stefano Zedda - 1-33 Investment Portfolio Allocation and Insurance Solvency: New Evidence from Insurance Groups in the Era of Solvency II
by Thomas Poufinas & Evangelia Siopi - 1-40 Nonparametric Testing for Information Asymmetry in the Mortgage Servicing Market
by Helmi Jedidi & Georges Dionne
December 2024, Volume 12, Issue 12
- 1-1 Correction: Fanelli (2024). Mean-Reverting Statistical Arbitrage Strategies in Crude Oil Markets. Risks 12: 106
by Viviana Fanelli - 1-12 A Basic Asymptotic Test for Value-at-Risk Subadditivity
by Marius Hofert - 1-14 The Endowment Effect in a Field Study with Risk-Reducing Instruments
by Filip Tomicki & Paweł Kuśmierczyk - 1-14 Emotional Instability and Financial Decisions: How Neuroticism Fuels Panic Selling
by Mostafa Saidur Rahim Khan & Hiroumi Yoshimura & Yoshihiko Kadoya - 1-15 Enterprise Risk Management: Improving Embedded Risk Management and Risk Governance
by Werner Gleißner & Thomas B. Berger - 1-15 The Role of Green Credit in Bank Profitability and Stability: A Case Study on Green Banking in Indonesia
by Sutrisno Sutrisno & Agus Widarjono & Abdul Hakim - 1-18 Quantum Majorization in Market Crash Prediction
by J Rhet Montana & Luis A. Souto Arias & Pasquale Cirillo & Cornelis W. Oosterlee - 1-22 Carbon Footprint, Financial Structure, and Firm Valuation: An Empirical Investigation
by István Hágen & Amanj Mohamed Ahmed - 1-22 A Sequential Importance Sampling for Estimating Multi-Period Tail Risk
by Ye-Ji Seo & Sunggon Kim - 1-23 Impact of Macroeconomic Shocks on Financial Performance and Risk Management: A Case Study of LPP SA During the COVID-19 Pandemic and the Ukraine War
by Ewelina Sokołowska & Mariusz Chmielewski & Anna Dziadkiewicz - 1-23 Beneath the Surface: Disentangling the Dynamic Network of the U.S. and BRIC Stock Markets’ Interrelations Amidst Turmoil
by Neenu Chalissery & T. Mohamed Nishad & J. A. Naushad & Mosab I. Tabash & Mujeeb Saif Mohsen Al-Absy - 1-24 Mapping Cyber-Financial Risk Profiles: Implications for European Cybersecurity and Financial Literacy
by Alexandru Răzvan Căciulescu & Răzvan Rughiniș & Dinu Țurcanu & Alexandru Radovici - 1-26 Agricultural Insurance Premium Determination Model for Risk Mitigation Based on Rainfall Index: Systematic Literature Review
by Astrid Sulistya Azahra & Muhamad Deni Johansyah & Sukono - 1-26 riskAIchain : AI-Driven IT Infrastructure—Blockchain-Backed Approach for Enhanced Risk Management
by Mir Mehedi Rahman & Bishwo Prakash Pokharel & Sayed Abu Sayeed & Sujan Kumar Bhowmik & Naresh Kshetri & Nafiz Eashrak
October 2024, Volume 12, Issue 11
- 1-14 Spread Option Pricing Under Finite Liquidity Framework
by Traian A. Pirvu & Shuming Zhang - 1-18 A Systematic Literature Review of Insurance Claims Risk Measurement Using the Hidden Markov Model
by Hilda Azkiyah Surya & Sukono & Herlina Napitupulu & Noriszura Ismail - 1-18 A Comparison of Financial Risk-Tolerance Assessment Methods in Predicting Subsequent Risk Tolerance and Future Portfolio Choices
by Eun Jin Kwak & John E. Grable - 1-19 Effective Machine Learning Techniques for Dealing with Poor Credit Data
by Dumisani Selby Nkambule & Bhekisipho Twala & Jan Harm Christiaan Pretorius - 1-32 News Sentiment and Liquidity Risk Forecasting: Insights from Iranian Banks
by Hamed Mirashk & Amir Albadvi & Mehrdad Kargari & Mohammad Ali Rastegar
November 2024, Volume 12, Issue 11
- 1-2 Special Issue “Interplay Between Financial and Actuarial Mathematics II”
by Corina Constantinescu & Julia Eisenberg - 1-17 Predicting Mutual Fund Stress Levels Utilizing SEBI’s Stress Test Parameters in MidCap and SmallCap Funds Using Deep Learning Models
by Suneel Maheshwari & Deepak Raghava Naik - 1-18 Defeating the Dark Sides of FinTech: A Regression-Based Analysis of Digitalization’s Role in Fostering Consumers’ Financial Inclusion in Central and Eastern Europe
by Mirela Clementina Panait & Simona Andreea Apostu & Iza Gigauri & Maria Giovanna Confetto & Maria Palazzo - 1-19 Climate-Related Default Probabilities
by Augusto Blanc-Blocquel & Luis Ortiz-Gracia & Simona Sanfelici - 1-21 Market Predictability Before the Closing Bell Rings
by Lu Zhang & Lei Hua - 1-23 The Role of Personal Remittances in Economic Development: A Comparative Analysis with Foreign Direct Investment in Lebanon
by Samar F. Abou Ltaif & Simona Mihai-Yiannaki & Alkis Thrassou - 1-26 The Relationship Between CEO Power, Labor Productivity, and Company Value in the Iraqi Stock Exchange
by Aqeel kadhim Hamad Hamad & Mahdi Salehi & Jasim Idan Barrak & Anmar Adnan Khudhair & Hussen Amran Naji Al-Refiay - 1-30 Navigating Dividend Decisions: The Impact of Outsider CEOs in Imputation Tax Environments
by Ariful Hoque & Md Rayhan Islam & Shahadat Hossain - 1-33 Credit Risk Prediction Using Machine Learning and Deep Learning: A Study on Credit Card Customers
by Victor Chang & Sharuga Sivakulasingam & Hai Wang & Siu Tung Wong & Meghana Ashok Ganatra & Jiabin Luo
September 2024, Volume 12, Issue 10
- 1-15 Evaluating Volatility Using an ANFIS Model for Financial Time Series Prediction
by Johanna M. Orozco-Castañeda & Sebastián Alzate-Vargas & Danilo Bedoya-Valencia - 1-17 The Impact of Value-Added Intellectual Capital on Corporate Performance: Cross-Sector Evidence
by Darya Dancaková & Jozef Glova - 1-17 A Contrast-Tree-Based Approach to Two-Population Models
by Matteo Lizzi - 1-17 Transmuted Distortion Functions for Measuring Risks
by Muna Alkasasbeh & Carl Lee & Felix Famoye - 1-21 Risk Management in Product Diversification: The Role of Managerial Overconfidence in Cost Stickiness—Evidence from Iran
by Mona Parsaei & Davood Askarany & Mahtab Maleki & Ali Rahmani - 1-33 Mapping Financial Connections: Market Integration in Emerging Economies through Graph Theory
by Marc Cortés Rufé & Jordi Martí Pidelaserra - 1-44 Modifying Sequential Monte Carlo Optimisation for Index Tracking to Allow for Transaction Costs
by Leila Hamilton-Russell & Thomas Malan O’Callaghan & Dmitrii Savin & Erik Schlögl
October 2024, Volume 12, Issue 10
- 1-7 Operating Cost Flexibility and Implications for Stock Returns
by Roi D. Taussig - 1-15 Polynomial Moving Regression Band Stocks Trading System
by Gil Cohen - 1-16 Behavioral Biases in Panic Selling: Exploring the Role of Framing during the COVID-19 Market Crisis
by Yu Kuramoto & Mostafa Saidur Rahim Khan & Yoshihiko Kadoya - 1-18 Credit Risk Assessment and Financial Decision Support Using Explainable Artificial Intelligence
by M. K. Nallakaruppan & Himakshi Chaturvedi & Veena Grover & Balamurugan Balusamy & Praveen Jaraut & Jitendra Bahadur & V. P. Meena & Ibrahim A. Hameed - 1-19 Why Do Companies Share Buybacks? Evidence from the UK
by Yasmin Jamadar & Hossain Mohammad Reyad & Md. Kausar Alam & Oli Ahad Thakur & Syed A. Mamun - 1-19 The Role of Entrepreneur’s Face Disclosure on Crowdfunding Success
by Lenny Phulong Mamaro & Athenia Bongani Sibindi - 1-20 Community-Based Disaster Insurance for Sustainable Economic Loss Risk Mitigation: A Systematic Literature Review
by Titi Purwandari & Hilda Azkiyah Surya & Riaman & Yuyun Hidayat & Sukono & Moch Panji Agung Saputra - 1-23 Risk Retention and Management Implications of Medical Malpractice in the Italian Health Service
by Ilaria Colivicchi & Tommaso Fabbri & Antonio Iannizzotto - 1-24 Enhancing Portfolio Decarbonization Through SensitivityVaR and Distorted Stochastic Dominance
by Aniq Rohmawati & Oki Neswan & Dila Puspita & Khreshna Syuhada - 1-25 Advantages of Accounting for Stochasticity in the Premium Process
by Yang Miao & Kristina P. Sendova - 1-25 Cryptocurrency Portfolio Allocation under Credibilistic CVaR Criterion and Practical Constraints
by Hossein Ghanbari & Emran Mohammadi & Amir Mohammad Larni Fooeik & Ronald Ravinesh Kumar & Peter Josef Stauvermann & Mostafa Shabani - 1-68 Managing Financial Risks of Global Companies Through Corporate Social Responsibility: The Specifics of Sustainable Employment in Developed and Developing Countries
by Bobir O. Tursunov & Chinara R. Kulueva & Olim K. Abdurakhmanov & Larisa V. Shabaltina & Tatyana I. Bezdenezhnykh
August 2024, Volume 12, Issue 9
- 1-16 The Spatial Analysis of the Role of Green Finance in Carbon Emission Reduction
by Menghan Xiao & Xiaojing Guo & Gonghang Chen & Xiangfeng Ji & Wenqing Sun - 1-20 A Novel Hybrid Deep Learning Method for Accurate Exchange Rate Prediction
by Farhat Iqbal & Dimitrios Koutmos & Eman A. Ahmed & Lulwah M. Al-Essa - 1-22 Using the Fuzzy Version of the Pearl’s Algorithm for Environmental Risk Assessment Tasks
by Oleg Uzhga-Rebrov - 1-24 Dynamic Asset Pricing in a Unified Bachelier–Black–Scholes–Merton Model
by W. Brent Lindquist & Svetlozar T. Rachev & Jagdish Gnawali & Frank J. Fabozzi - 1-26 Financial Risk Management in Healthcare in the Provision of High-Tech Medical Assistance for Sustainable Development: Evidence from Russia
by Abdula M. Chililov - 1-33 Claim Prediction and Premium Pricing for Telematics Auto Insurance Data Using Poisson Regression with Lasso Regularisation
by Farha Usman & Jennifer S. K. Chan & Udi E. Makov & Yang Wang & Alice X. D. Dong
September 2024, Volume 12, Issue 9
- 1-12 Automated Machine Learning and Asset Pricing
by Jerome V. Healy & Andros Gregoriou & Robert Hudson - 1-13 The Role of Sex in the Assessment of Return and Downside Risk in Decumulation Financial Planning
by Amaia Jone Betzuen Álvarez & Amancio Betzuen Zalbidegoitia - 1-13 Dynamics of Foreign Exchange Futures Trading Volumes in Thailand
by Woradee Jongadsayakul - 1-22 Trends and Risks in Mergers and Acquisitions: A Review
by Manuel García-Nieto & Vicente Bueno-Rodríguez & Juan Manuel Ramón-Jerónimo & Raquel Flórez-López - 1-22 Corporate Governance and Capital Structure Decisions: Moderating Role of inside Ownership
by Suman Paul Chowdhury & Riyashad Ahmed & Nitai Chandra Debnath & Nafisa Ali & Roni Bhowmik - 1-23 What Drives Banks to Provide Green Loans? Corporate Governance and Ownership Structure Perspectives of Vietnamese Listed Banks
by Ariful Hoque & Duong Thuy Le & Thi Le - 1-24 Spotlight on Corporate Fraud: How Is Takaful Insurance Stability Affected by Its Disclosure?
by Wael Hemrit & Ines Belgacem - 1-25 A Financial Stability Model for Iraqi Companies
by Narjis Abdlkareem Ibrahim & Mahdi Salehi & Hussen Amran Naji Al-Refiay & Mahmoud Lari Dashtbayaz - 1-28 Insurance Analytics with Clustering Techniques
by Charlotte Jamotton & Donatien Hainaut & Thomas Hames - 1-33 Funding Illiquidity Implied by S&P 500 Derivatives
by Benjamin Golez & Jens Jackwerth & Anna Slavutskaya
July 2024, Volume 12, Issue 8
- 1-11 The Effects of Working Capital Management on the Financial Performance of Commercial and Service Firms Listed on the Nairobi Securities Exchange in Kenya
by Richard Wamalwa Wanzala & Lawrence Obokoh - 1-18 The Impact of Financial Stress and Uncertainty on Green and Conventional Bonds and Stocks: A Nonlinear and Nonparametric Quantile Analysis
by Muhammad Mar’I & Mehdi Seraj & Turgut Tursoy - 1-21 Integration of CSR into the Marketing Mix for the Sustainable Development of Companies: A View from the Position of Financial Risk Management
by Abrorjon S. Kucharov & Anastasia A. Sozinova & Elena G. Popkova & Natalia M. Fomenko & Galina V. Vorontsova & Victoria N. Ostrovskaya - 1-21 Lebanon’s Economic Development Risk: Global Factors and Local Realities of the Shadow Economy Amid Financial Crisis
by Samar F. Abou Ltaif & Simona Mihai-Yiannaki & Alkis Thrassou - 1-28 Sustainable Development of Entrepreneurship through Operational Risk Management: The Role of Corporate Social Responsibility
by Raya H. Karlibaeva & Dmitry A. Lipinsky & Vera A. Volokhina & Elena A. Gureeva & Ivan N. Makarov
August 2024, Volume 12, Issue 8
- 1-12 Fair and Sustainable Pension System: Market Equilibrium Using Implied Options
by Ishay Wolf & Lorena Caridad López del Río - 1-13 On the Motivations for Purchasing Long-Term Care Insurance: Protecting Bequest and Unreliability of Family Care
by Sylvain Botteron & Christophe Courbage & Joël Wagner - 1-13 The Impact of Research and Development Investment on the Performance of Portuguese Companies
by Ana Santos & Ana Bandeira & Patrícia Ramos - 1-15 European Non-Performing Exposures (NPEs) and Climate-Related Risks: Country Dimensions
by Elisa Di Febo & Eliana Angelini & Tu Le - 1-19 Trading Option Portfolios Using Expected Profit and Expected Loss Metrics
by Johannes Hendrik Venter & Pieter Juriaan de Jongh - 1-21 Digital Risk and Financial Inclusion: Balance between Auxiliary Innovation and Protecting Digital Banking Customers
by Faraz Ahmed & Arsalan Hussain & Sajjad Nawaz Khan & Arsalan Haneef Malik & Muhammad Asim & Sadique Ahmad & Mohammed El-Affendi - 1-22 Impact of Audit Fees on Earnings Management and Financial Risk: An Analysis of Corporate Finance Practices
by Abbas Ali Daryaei & Davood Askarany & Yasin Fattahi - 1-24 Quick Introduction into the General Framework of Portfolio Theory
by Philipp Kreins & Stanislaus Maier-Paape & Qiji Jim Zhu - 1-28 A Hypothesis Test for the Long-Term Calibration in Rating Systems with Overlapping Time Windows
by Patrick Kurth & Max Nendel & Jan Streicher - 1-30 Uncovering the Impact of Digitalization on the Performance of Insurance Distribution
by Thomas Köhne & Marija Köhne - 1-38 Mapping the Landscape of Key Performance and Key Risk Indicators in Business: A Comprehensive Bibliometric Analysis
by Ștefan Ionescu & Gabriel Dumitrescu & Corina Ioanăș & Camelia Delcea
July 2024, Volume 12, Issue 7
- 1-15 Forecasting Age- and Sex-Specific Survival Functions: Application to Annuity Pricing
by Shaokang Wang & Han Lin Shang & Leonie Tickle & Han Li - 1-16 The Complementary Nature of Financial Risk Aversion and Financial Risk Tolerance
by John Grable & Abed Rabbani & Wookjae Heo - 1-16 Government Borrowing and South African Banks’ Capital Structure: A System GMM Approach
by Ndonwabile Zimasa Mabandla & Godfrey Marozva - 1-17 A New Approach to Build a Successful Straddle Strategy: The Analytical Option Navigator
by Orkhan Rustamov & Fuzuli Aliyev & Richard Ajayi & Elchin Suleymanov - 1-19 The Impact of FinTech Adoption on Traditional Financial Inclusion in Sub-Saharan Africa
by Abdul Karim Kamara & Baorong Yu - 1-19 Towards Diagnosing and Mitigating Behavioral Cyber Risks
by Carlo Pugnetti & Albena Björck & Reto Schönauer & Carlos Casián - 1-21 Development of the Black–Scholes Model for Determining Insurance Premiums to Mitigate the Risk of Disaster Losses Using the Principles of Mutual Cooperation and Regional Economic Growth
by Titi Purwandari & Yuyun Hidayat & Sukono & Kalfin & Riza Andrian Ibrahim & Subiyanto - 1-22 Unified Spatial Clustering of Territory Risk to Uncover Impact of COVID-19 Pandemic on Major Coverages of Auto Insurance
by Shengkun Xie & Nathaniel Ho - 1-22 Influence of Macroeconomic Factors on Financial Liquidity of Companies: Evidence from Poland
by Jarosław Nowicki & Piotr Ratajczak & Dawid Szutowski - 1-27 Determinants of the Effectiveness of Risk Management in the Project Portfolio in the FinTech Industry
by Oliwia Khalil-Oliwa & Izabela Jonek-Kowalska
June 2024, Volume 12, Issue 7
- 1-13 An Exposition of the Gap between Public Sector and Private Sector Participation in Green Finance
by Chekani Nkwaira & Huibrecht Margaretha Van der Poll - 1-16 Intellectual Capital, Political Connection, and Firm Performance: Exploring from Indonesia
by Suham Cahyono & Ardianto Ardianto - 1-18 Inference for the Parameters of a Zero-Inflated Poisson Predictive Model
by Min Deng & Mostafa S. Aminzadeh & Banghee So - 1-19 Mean-Reverting Statistical Arbitrage Strategies in Crude Oil Markets
by Viviana Fanelli - 1-21 Foreign Exchange Futures Trading and Spot Market Volatility in Thailand
by Woradee Jongadsayakul
June 2024, Volume 12, Issue 6
- 1-11 Sustaining Algeria’s Retirement System in the Population Aging Context: Could a Contribution Cap Strategy Work?
by Farid Flici & Inmaculada Dominguez-Fabian - 1-17 Deep Learning Option Price Movement
by Weiguan Wang & Jia Xu - 1-17 Dependence Modelling for Heavy-Tailed Multi-Peril Insurance Losses
by Tianxing Yan & Yi Lu & Himchan Jeong - 1-17 Can Multi-Peril Insurance Policies Mitigate Adverse Selection?
by Peter Zweifel & Annette Hofmann - 1-19 Expected Utility Optimization with Convolutional Stochastically Ordered Returns
by Romain Gauchon & Karim Barigou - 1-19 The Economic and Financial Health of Lithuanian Logistics Companies
by Rita Bužinskienė & Vera Gelashvili - 1-23 Knowledge Capital and Stock Returns during Crises in the Manufacturing Sector: Moderating Role of Market Share, Tobin’s Q, and Cash Holdings
by Chaeho Chase Lee & Erdal Atukeren & Hohyun Kim