Content
September 2022, Volume 10, Issue 9
- 1-16 Pricing Options with Vanishing Stochastic Volatility
by Loretta Mastroeni - 1-16 Development of Risk Management Mechanism and the System of Risk Metrics to Evaluate and Enhance the Long-Term Orientation of the Strategies of Non-Financial Companies
by Sergey Grishunin & Svetlana Suloeva & Ekaterina Burova - 1-18 A Framework for Risk Management in Small Medium Enterprises in Developing Countries
by Zodwa Z. F. Mthiyane & Huibrecht M. van der Poll & Makgopa F. Tshehla - 1-18 The Mechanism of Budget Management as an Element of Risk Control in Regulatory Authorities
by Elena A. Fedchenko & Lyubov V. Gusarova & Margarita L. Vasyunina & Alexander S. Lozhechko & Anastasia A. Lysenko - 1-20 A Conceptual Framework to Analyse Illicit Financial Flows (IFFs)
by Ndiimafhi Norah Netshisaulu & Huibrecht Margaretha Van der Poll & John Andrew Van der Poll - 1-22 Bonus-Malus Premiums Based on Claim Frequency and the Size of Claims
by Adisak Moumeesri & Tippatai Pongsart - 1-23 Model of the Factors Affecting the Eco-Innovation Activity of Bulgarian Industrial Enterprises
by Valentina Nikolova-Alexieva & Iordanka Alexieva & Katina Valeva & Mariana Petrova - 1-25 The Effect of Corporate Governance Structure on Fraud and Money Laundering
by Maryam Mousavi & Grzegorz Zimon & Mahdi Salehi & Nina Stępnicka - 1-27 Macroeconomics of Systemic Risk: Transmission Channels and Technical Integration
by Mohamad Rizan & Muhammad Zulkifli Salim & Saparuddin Mukhtar & Kevin Daly - 1-28 Modelling USA Age-Cohort Mortality: A Comparison of Multi-Factor Affine Mortality Models
by Zhiping Huang & Michael Sherris & Andrés M. Villegas & Jonathan Ziveyi
August 2022, Volume 10, Issue 9
- 1-13 FinTech Development and Regulatory Scrutiny: A Contradiction? The Case of Latvia
by Ramona Rupeika-Apoga & Stefan Wendt - 1-14 Does the Adaptive Market Hypothesis Reconcile the Behavioral Finance and the Efficient Market Hypothesis?
by Umara Noreen & Attayah Shafique & Usman Ayub & Syed Kashif Saeed - 1-17 Heat Equation as a Tool for Outliers Mitigation in Run-Off Triangles for Valuing the Technical Provisions in Non-Life Insurance Business
by Jan Barlak & Matus Bakon & Martin Rovnak & Martina Mokrisova - 1-21 Readability of Financial Footnotes, Audit Fees, and Risk Management Committee
by Aditya Aji Prabhawa & Iman Harymawan - 1-22 Machine Learning Models and Data-Balancing Techniques for Credit Scoring: What Is the Best Combination?
by Ahmed Almustfa Hussin Adam Khatir & Marco Bee
August 2022, Volume 10, Issue 8
- 1-10 Understanding of Macro Factors That Affect Yield of Government Bonds
by Ekaterina Koroleva & Maxim Kopeykin - 1-13 Predicting Co-Movement of Banking Stocks Using Orthogonal GARCH
by Apriani Dorkas Rambu Atahau & Robiyanto Robiyanto & Andrian Dolfriandra Huruta - 1-13 Investor Segments by Perceived Project Risk and Their Characteristics Based on Primary Research Results
by Mónika Garai-Fodor & Tibor Pál Szemere & Ágnes Csiszárik-Kocsir - 1-16 How Do Life Insurers Respond to a Prolonged Low Interest Rate Environment? A Literature Review
by Wilaiporn Suwanmalai & Simon Zaby - 1-18 Time Restrictions on Life Annuity Benefits: Portfolio Risk Profiles
by Annamaria Olivieri & Ermanno Pitacco - 1-19 Impact of Capital Structure on Profitability: Panel Data Evidence of the Telecom Industry in the United States
by Houshang Habibniya & Suzan Dsouza & Mustafa Raza Rabbani & Nishad Nawaz & Rezart Demiraj - 1-21 Factors of Risk Analysis for IoT Systems
by Roberto Andrade & Iván Ortiz-Garcés & Xavier Tintin & Gabriel Llumiquinga - 1-25 Robust Classification via Support Vector Machines
by Alexandru V. Asimit & Ioannis Kyriakou & Simone Santoni & Salvatore Scognamiglio & Rui Zhu - 1-26 Risks of Entrepreneurship amid the COVID-19 Crisis
by Tatiana N. Litvinova - 1-26 Information Security Risk Assessment Using Situational Awareness Frameworks and Application Tools
by Nungky Awang Chandra & Kalamullah Ramli & Anak Agung Putri Ratna & Teddy Surya Gunawan - 1-27 Probability Density of Lognormal Fractional SABR Model
by Jiro Akahori & Xiaoming Song & Tai-Ho Wang - 1-32 Optimal Liquidation, Acquisition and Market Making Problems in HFT under Hawkes Models for LOB
by Ana Roldan Contreras & Anatoliy Swishchuk - 1-38 A New Mortality Framework to Identify Trends and Structural Changes in Mortality Improvement and Its Application in Forecasting
by Wanying Fu & Barry R. Smith & Patrick Brewer & Sean Droms
July 2022, Volume 10, Issue 8
- 1-8 The Effect of Option Grants on Managerial Risk Taking: A Review
by Guoyu Lin & Chenyong Liu & Jehu Mette & Rohan Crichton - 1-8 A Comparison of Macaulay Approximations
by Stefanos C. Orfanos - 1-11 The Credit Risk Problem—A Developing Country Case Study
by Doris Fejza & Dritan Nace & Orjada Kulla - 1-13 Accounting Beta as an Indicator of Risk Measurement: The Case of the Casablanca Stock Exchange
by Anouar Faiteh & Mohammed Rachid Aasri - 1-14 An Efficient Method for Pricing Analysis Based on Neural Networks
by Yaser Ahmad Arabyat & Ahmad Ali AlZubi & Dyala M. Aldebei & Samerra’a Ziad Al-oqaily - 1-15 Chain Reaction of Behavioral Bias and Risky Investment Decision in Indonesian Nascent Investors
by Rika Dwi Ayu Parmitasari & Alim Syariati & Sumarlin - 1-16 Multiple Bonus–Malus Scale Models for Insureds of Different Sizes
by Jean-Philippe Boucher - 1-19 Equivalent Risk Indicators: VaR, TCE, and Beyond
by Silvia Faroni & Olivier Le Courtois & Krzysztof Ostaszewski - 1-23 Pricing Energy Derivatives in Markets Driven by Tempered Stable and CGMY Processes of Ornstein–Uhlenbeck Type
by Piergiacomo Sabino - 1-23 The Determinant of Sukuk Rating: Agency Theory and Asymmetry Theory Perspectives
by Bedjo Santoso & Widodo Widodo & Muhammad Taufiq Akbar & Khaliq Ahmad & Rahmat Heru Setianto - 1-24 Bivariate Copula Trees for Gross Loss Aggregation with Positively Dependent Risks
by Rafał Wójcik & Charlie Wusuo Liu - 1-24 A New Fourier Approach under the Lee-Carter Model for Incorporating Time-Varying Age Patterns of Structural Changes
by Sixian Tang & Jackie Li & Leonie Tickle
June 2022, Volume 10, Issue 7
- 1-10 The Copula Derived from the SAHARA Utility Function
by Jaap Spreeuw - 1-12 An Unhedgeable Black–Scholes–Merton Implicit Option?
by Alfredo M. Pereira & M. Sean Tarter - 1-16 The Liquidity Premium in China’s Corporate Bond Market: A Stochastic Liquidity Discount Approach
by Xiaoping Min & Min Ji - 1-18 The Impact of Financial Culture on the Operation of Hungarian SMEs before and during COVID-19
by Robert Toth & Richard Kasa & Csaba Lentner - 1-20 Unsupervised Insurance Fraud Prediction Based on Anomaly Detector Ensembles
by Alexander Vosseler - 1-30 Extensions on the Hatzopoulos–Sagianou Multiple-Components Stochastic Mortality Model
by Aliki Sagianou & Peter Hatzopoulos
July 2022, Volume 10, Issue 7
- 1-10 Reactions of Bitcoin and Gold to Categorical Financial Stress: New Evidence from Quantile Estimation
by Mohammad Enamul Hoque & Soo-Wah Low - 1-15 Marriage and Individual Equity Release Contracts with Dread Disease Insurance as a Tool for Managing the Pensioners’ Budget
by Agnieszka Marciniuk & Beata Zmyślona - 1-17 Financing Cooperative Supply Chain Members—The Bank’s Perspective
by Péter Juhász & Nóra Felföldi-Szűcs - 1-20 Rare Earth Market, Electric Vehicles and Future Mobility Index: A Time-Frequency Analysis with Portfolio Implications
by Inzamam Ul Haq & Paulo Ferreira & Apichit Maneengam & Worakamol Wisetsri - 1-23 Reverse Sensitivity Analysis for Risk Modelling
by Silvana M. Pesenti - 1-27 On the Macroeconomic Conditions of West African Economies to External Uncertainty Shocks
by Siaw Frimpong
June 2022, Volume 10, Issue 6
- 1-12 Flared Gas Can Reduce Some Risks in Crypto Mining as Well as Oil and Gas Operations
by Jennifer Vazquez & Donald Larry Crumbley - 1-15 Expectations of Macroeconomic News Announcements: Bitcoin vs. Traditional Assets
by Ivan Mužić & Ivan Gržeta - 1-16 Diffusion Approximations of the Ruin Probability for the Insurer–Reinsurer Model Driven by a Renewal Process
by Krzysztof Burnecki & Marek A. Teuerle & Aleksandra Wilkowska - 1-17 Nightly Automobile Claims Prediction from Telematics-Derived Features: A Multilevel Approach
by Allen R. Williams & Yoolim Jin & Anthony Duer & Tuka Alhani & Mohammad Ghassemi - 1-17 Analyzing How the Social Security Reserve Fund in Spain Affects the Sustainability of the Pension System
by Emilio Gómez-Déniz & Jorge V. Pérez-Rodríguez & Simón Sosvilla-Rivero - 1-18 Using Econometric Models to Manage the Price Risk of Cocoa Beans: A Case from India
by Kepulaje Abhaya Kumar & Cristi Spulbar & Prakash Pinto & Iqbal Thonse Hawaldar & Ramona Birau & Jyeshtaraja Joisa - 1-19 Assessment of the Impact of Commercial Banks’ Operating Activities on the Natural Environment by Use of Cluster Analysis
by Zbigniew Korzeb & Paweł Niedziółka & Monika Zegadło - 1-20 Optimization in Item Delivery as Risk Management: Multinomial Case Using the New Method of Statistical Inference for Online Decision
by Sapto Wahyu Indratno & Kurnia Novita Sari & Mokhammad Ridwan Yudhanegara - 1-20 Volatility Spillover Effects in the Moroccan Interbank Sector before and during the COVID-19 Crisis
by Mohamed Beraich & Salah Eddin El Main - 1-20 Commodity Prices after COVID-19: Persistence and Time Trends
by Manuel Monge & Ana Lazcano - 1-21 Air Pollution and Mortality Impacts
by Zhe Michelle Dong & Han Lin Shang & Aaron Bruhn - 1-23 Optimal Dividends for a Two-Dimensional Risk Model with Simultaneous Ruin of Both Branches
by Philipp Lukas Strietzel & Henriette Elisabeth Heinrich - 1-27 The Concept of Corporate Social Responsibility Based on Integrating the SDGs into Corporate Strategies: International Experience and the Risks for Profit
by Aleksei V. Bogoviz & Svetlana V. Lobova & Alexander N. Alekseev - 1-29 Meta-Learning Approaches for Recovery Rate Prediction
by Paolo Gambetti & Francesco Roccazzella & Frédéric Vrins - 1-30 A Managed Volatility Investment Strategy for Pooled Annuity Products
by Shuanglan Li & Héloïse Labit Hardy & Michael Sherris & Andrés M. Villegas
May 2022, Volume 10, Issue 6
- 1-4 Special Issue “Cyber Risk and Security”
by Michel Dacorogna & Marie Kratz - 1-13 Determinants of Behavioral Intentions to Use Islamic Financial Technology: An Empirical Assessment
by Mohammad Shahfaraz Khan & Mustafa Raza Rabbani & Iqbal Thonse Hawaldar & Abu Bashar - 1-14 Did the Islamic Stock Index Provide Shelter for Investors during the COVID-19 Crisis? Evidence from an Emerging Stock Market
by Kashif Ali & Muhammad Ashfaque & Adil Saleem & Judit Bárczi & Judit Sági - 1-17 A New Class of Counting Distributions Embedded in the Lee–Carter Model for Mortality Projections: A Bayesian Approach
by Yaser Awad & Shaul K. Bar-Lev & Udi Makov - 1-21 The Interplay of Leverage, Financing Constraints and Real Earnings Management: A Panel Data Approach
by Ammar Hussain & Minhas Akbar & Muhmmad Kaleem Khan & Marcela Sokolová & Ahsan Akbar - 1-26 Estimating Copula-Based Extension of Tail Value-at-Risk and Its Application in Insurance Claim
by Khreshna Syuhada & Oki Neswan & Bony Parulian Josaphat
April 2022, Volume 10, Issue 5
- 1-13 BRICS Capital Markets Co-Movement Analysis and Forecasting
by Moinak Maiti & Darko Vukovic & Yaroslav Vyklyuk & Zoran Grubisic - 1-16 Monitoring the Modern Experience of Financial Risk Management in Russia Based on Corporate Social Responsibility for Sustainable Development
by Nikolai I. Berzon & Maksim M. Novikov & Elena L. Pozharskaya & Yulia I. Bakhturina - 1-18 Using School Systems as a Hub for Risk and Disaster Management: A Case Study of Greece
by Stavros Kalogiannidis & Ermelinda Toska & Fotios Chatzitheodoridis & Dimitrios Kalfas - 1-18 Security Threats in Intelligent Transportation Systems and Their Risk Levels
by Besma Zeddini & Mohamed Maachaoui & Youssef Inedjaren - 1-18 Assessing the Market Risk on the Government Debt of Kazakhstan and Bulgaria in Conditions of Turbulence
by Olga Em & Georgi Georgiev & Sergey Radukanov & Mariana Petrova - 1-19 Trust in and Risk of Technology in Organizational Digitalization
by Andrea Bencsik & Dávid Máté Hargitai & Anastasia Kulachinskaya - 1-26 Systemic Risk Management of Investments in Innovation Based on CSR
by Vladimir V. Lebedev & Nelia A. Deberdeeva & Natalya A. Farkova & Larisa S. Korobeinikova
May 2022, Volume 10, Issue 5
- 1-13 Exchange Rate Crisis among Inflation Targeting Countries in Sub-Saharan Africa
by Senanu Kwasi Klutse & Judit Sági & Gábor Dávid Kiss - 1-13 The Risk of the COVID-19 Pandemic and Its Influence on the Business Insurance Market in the Medium- and Long-Term Horizon
by Jarosław Wenancjusz Przybytniowski & Stanisław Borkowski & Andrzej Pawlik & Petro Garasyim - 1-13 EM Estimation for the Bivariate Mixed Exponential Regression Model
by Zezhun Chen & Angelos Dassios & George Tzougas - 1-15 Forming a Risk Management System Based on the Process Approach in the Conditions of Economic Transformation
by Elena Sidorova & Yuri Kostyukhin & Lyudmila Korshunova & Svetlana Ulyanova & Alexey Shinkevich & Irina Ershova & Alena Dyrdonova - 1-15 Pricing Longevity Bonds under a Credibility Framework with Limited Available Data
by Apostolos Bozikas & Ioannis Badounas & Georgios Pitselis - 1-18 Corporate Social Responsibility as an Alternative Approach to Financial Risk Management: Advantages for Sustainable Development
by Veronika V. Yankovskaya & Timur A. Mustafin & Dmitry A. Endovitsky & Artem V. Krivosheev - 1-18 A Systematic Literature Review of Volatility and Risk Management on Cryptocurrency Investment: A Methodological Point of View
by José Almeida & Tiago Cruz Gonçalves - 1-18 A Proposed Methodology for Literature Review on Operational Risk Management in Banks
by Ajjima Jiravichai & Ruth Banomyong - 1-19 What We Know about Research on Life Insurance Lapse: A Bibliometric Analysis
by Siti Nurasyikin Shamsuddin & Noriszura Ismail & Nur Firyal Roslan - 1-20 The Impact of Corporate Social Responsibility and Innovative Strategies on Financial Performance
by Joana Costa & José Pedro Fonseca - 1-20 Financial Planning for Retirement: The Mediating Role of Culture
by Ahmad Ghadwan & Wan Marhaini Wan Ahmad & Mohamed Hisham Hanifa - 1-22 Risk Assessment of Polish Joint Stock Companies: Prediction of Penalties or Compensation Payments
by Aleksandra Szymura - 1-24 Is the Financial Report Quality Important in the Default Prediction? SME Portuguese Construction Sector Evidence
by Magali Costa & Inês Lisboa & Ana Gameiro - 1-26 Portfolio Optimization for Extreme Risks with Maximum Diversification: An Empirical Analysis
by Navya Jayesh Mehta & Fan Yang - 1-34 Temporal Clustering of the Causes of Death for Mortality Modelling
by Nicholas Bett & Juma Kasozi & Daniel Ruturwa
March 2022, Volume 10, Issue 4
- 1-2 Special Issue “Quantitative Risk Assessment in Life, Health and Pension Insurance”
by Anna Rita Bacinello - 1-15 Algoritmic Trading System Based on State Model for Moving Average in a Binary-Temporal Representation
by Michał Dominik Stasiak - 1-23 Approaching European Supervisory Risk Assessment with SupTech: A Proposal of an Early Warning System
by Pedro Guerra & Mauro Castelli & Nadine Côrte-Real - 1-24 Sovereign Credit Ratings Analysis Using the Logistic Regression Model
by Oliver Takawira & John W. Muteba Mwamba
April 2022, Volume 10, Issue 4
- 1-10 Leverage, Growth Opportunities, and Credit Risk: Evidence from Italian Innovative SMEs
by Alberto Manelli & Roberta Pace & Maria Leone - 1-10 Variable Selection Algorithm for a Mixture of Poisson Regression for Handling Overdispersion in Claims Frequency Modeling Using Telematics Car Driving Data
by Jennifer S. K. Chan & S. T. Boris Choy & Udi Makov & Ariel Shamir & Vered Shapovalov - 1-11 Empirical Examination of Credit Risk Determinant of Commercial Banks in Jordan
by Mohammad Motasem ALrfai & Danilah Binti Salleh & Waeibrorheem Waemustafa - 1-13 Increasing Importance of Risk Management in the Context of Solid Waste Sphere Reforming in Russian Regions
by Viktoria Degtereva & Maria Liubarskaia & Viktoria Merkusheva & Alexey Artemiev - 1-14 Determinants of Life Insurance Demand: Empirical Evidence from BRICS Countries
by Mmakgabo Pinkie Segodi & Athenia Bongani Sibindi - 1-17 The Effect of Business Legal Form on the Perception of COVID-19-Related Disruptions by Households Running a Business
by Anna Doś & Monika Wieczorek-Kosmala & Joanna Błach - 1-17 Cryptocurrency as an Investment: The Malaysian Context
by Shangeetha Sukumaran & Thai Siew Bee & Shaista Wasiuzzaman - 1-21 The Impact of Health Impairment on Optimal Annuitization for Retirees
by Nurin Haniah Asmuni & Ken Seng Tan & Sachi Purcal - 1-21 A Bridge Life Insurance for Households—Diagnosis and Motives
by Anna Jędrzychowska - 1-22 The Moderating Impact of the Audit Committee on Creative Accounting Determination and Financial Reporting Quality in Iraqi Commercial Banks
by Ibtihal A. Abed & Nazimah Hussin & Hossam Haddad & Nidal Mahmoud Al-Ramahi & Mostafa A. Ali - 1-25 Creative Accounting Determinants and Financial Reporting Quality: Systematic Literature Review
by Ibtihal A. Abed & Nazimah Hussin & Mostafa A. Ali & Hossam Haddad & Maha Shehadeh & Elina F. Hasan - 1-25 Machine Learning in Ratemaking, an Application in Commercial Auto Insurance
by Spencer Matthews & Brian Hartman - 1-27 Unit-Linked Tontine: Utility-Based Design, Pricing and Performance
by An Chen & Thai Nguyen & Thorsten Sehner - 1-46 A Review on Machine Learning for Asset Management
by Pedro M. Mirete-Ferrer & Alberto Garcia-Garcia & Juan Samuel Baixauli-Soler & Maria A. Prats
March 2022, Volume 10, Issue 3
- 1-2 Special Issue “Risks: Feature Papers 2021”
by Mogens Steffensen - 1-11 Approximation of Zero-Inflated Poisson Credibility Premium via Variational Bayes Approach
by Minwoo Kim & Himchan Jeong & Dipak Dey - 1-11 The Effect of COVID-19 on the Relationship between Idiosyncratic Volatility and Expected Stock Returns
by Seyed Reza Tabatabaei Poudeh & Sungchul Choi & Chengbo Fu - 1-13 The Role of Financial Situation in the Relationship between Environmental Initiatives and Competitive Priorities of Production Companies in Poland
by Barbara Fura - 1-13 Determining Financial Uncertainty through the Dynamics of Sukuk Bonds and Prices in Emerging Market Indices
by Muhammad Safdar Sial & Jacob Cherian & Abdelrhman Meero & Asma Salman & Abdul Aziz Abdul Rahman & Sarminah Samad & Constantin Viorel Negrut - 1-13 The Application of the Soft Modeling Method to Evaluate Changes in Customer Behavior towards e-Commerce in the Time of the Global COVID-19 Pandemic
by Anna Dewalska-Opitek & Katarzyna Bilińska & Marek Cierpiał-Wolan - 1-13 Financial Liquidity and Debt Recovery Efficiency Forecasting in a Small Industrial Enterprise
by Jerzy Witold Wiśniewski - 1-15 The COVID-19 Pandemic and Overconfidence Bias: The Case of Cyclical and Defensive Sectors
by Md Qamar Azam & Nazia Iqbal Hashmi & Iqbal Thonse Hawaldar & Md Shabbir Alam & Mirza Allim Baig - 1-16 Parametric Insurance—A Possible and Necessary Solution to Insure the Earthquake Risk of Romania
by Nicoleta Radu & Felicia Alexandru - 1-17 Does Cryptocurrency Hurt African Firms?
by Mina Sami & Wael Abdallah - 1-17 Financial Performance and Working Capital Management Practices in the Retail Sector: Empirical Evidence from South Africa
by Garikai Mandipa & Athenia Bongani Sibindi - 1-18 Gender Diversity in the Boardroom and Corporate Cash Holdings: The Moderating Effect of Investor Protection
by Wan Adibah Wan Ismail & Khairul Anuar Kamarudin & Namrata Gupta & Iman Harymawan - 1-20 Program-Targeted Approach to Managing Financial Risks of Sustainable Development Based on Corporate Social Responsibility in the Decade of Action
by Liudmila I. Khoruzhy & Valery I. Khoruzhy & Bogdan S. Vasyakin & Wenhao Shen - 1-22 Special-Rate Life Annuities: Analysis of Portfolio Risk Profiles
by Ermanno Pitacco & Daniela Y. Tabakova - 1-33 An Overview on the Landscape of R Packages for Open Source Scorecard Modelling
by Gero Szepannek - 1-38 The Elasticity of a Random Variable as a Tool for Measuring and Assessing Risks
by Ernesto-Jesús Veres-Ferrer & Jose M. Pavía - 1-41 Equalization Reserves for Reinsurance and Non-Life Undertakings in Switzerland
by Anja Breuer & Yves Staudt
February 2022, Volume 10, Issue 3
- 1-2 Special Issue “Computational Finance and Risk Analysis in Insurance”
by Ralf Korn - 1-13 The Volatility of the “Green” Option-Adjusted Spread: Evidence before and during the Pandemic Period
by Alessandra Ortolano & Eugenia Nissi - 1-14 Establishing Intergenerational Relationships in Unlikely Collaborative Educational Contexts
by Pedro Moreno Abellán & Silvia Martínez de Miguel López & Juan Antonio Salmerón Aroca - 1-20 Proposal to Extend Access to Loans for Serious Illnesses Using Open Data
by Frédéric Planchet & Édouard Debonneuil & Marie Péju - 1-22 The Risky-Opportunity Analysis Method (ROAM) to Support Risk-Based Decisions in a Case-Study of Critical Infrastructure Digitization
by Ali Aghazadeh Ardebili & Elio Padoano & Antonella Longo & Antonio Ficarella - 1-23 How Do Financial Distress Risk and Related Party Transactions Affect Financial Reporting Quality? Empirical Evidence from Iran
by Hossein Tarighi & Zeynab Nourbakhsh Hosseiny & Mohammad Reza Abbaszadeh & Grzegorz Zimon & Darya Haghighat - 1-27 The Seven-League Scheme: Deep Learning for Large Time Step Monte Carlo Simulations of Stochastic Differential Equations
by Shuaiqiang Liu & Lech A. Grzelak & Cornelis W. Oosterlee
January 2022, Volume 10, Issue 2
- 1-13 Consumer Bankruptcy Prediction Using Balanced and Imbalanced Data
by Magdalena Brygała - 1-15 Gendered Poverty Perceptions: How Do Retired Women Fare?
by Bomikazi Zeka - 1-17 From the Great Recession to the COVID-19 Pandemic: The Risk of Expansionary Monetary Policies
by Miguel Ángel Echarte Fernández & Sergio Luis Náñez Alonso & Ricardo Reier Forradellas & Javier Jorge-Vázquez - 1-17 ICT Adoption and Stock Market Development: Empirical Evidence Using a Panel of African Countries
by Jerry Ikechukwu Igwilo & Athenia Bongani Sibindi - 1-17 Financial Innovation of Mass Destruction—The Story of a Countrywide FX Options Debacle
by Anna Sławik & Joanna Bohatkiewicz-Czaicka - 1-23 The Interaction of the EEU Member States and Risks of Their Mutual Trade during the COVID-19 Pandemic: Implications for the Management of Corporate Social Responsibility
by Kuanysh Yelikbayev & Inna Andronova - 1-33 Assessing the Impact of the COVID-19 Shock on a Stochastic Multi-Population Mortality Model
by Jens Robben & Katrien Antonio & Sander Devriendt
February 2022, Volume 10, Issue 2
- 1-7 Acknowledgment to Reviewers of Risks in 2021
by Risks Editorial Office - 1-13 Financial Risk Management Based on Corporate Social Responsibility in the Interests of Sustainable Development
by Sergei G. Vagin & Elena I. Kostyukova & Natalia E. Spiridonova & Tatiana M. Vorozheykina - 1-15 Risk Management Committee and Textual Risk Disclosure
by Eka Sari Ayuningtyas & Iman Harymawan - 1-15 Dynamics in Complex Systems Amidst Crisis 2008+: Financial Regulatory and Supervisory Reflections
by Piotr Łasak & Sławomir Wyciślak - 1-15 The Risks of Smart Cities and the Perspectives of Their Management Based on Corporate Social Responsibility in the Interests of Sustainable Development
by Irina A. Morozova & Stanislav S. Yatsechko - 1-15 Bank Stock Return Reactions to the COVID-19 Pandemic: The Role of Investor Sentiment in MENA Countries
by Mohamed Albaity & Ray Saadaoui Mallek & Hasan Mustafa - 1-16 The Wavelet Analysis: The Case of Non-Performing Loans in China
by Elisa Di Febo & Eliana Angelini - 1-16 A Novel Implementation of Siamese Type Neural Networks in Predicting Rare Fluctuations in Financial Time Series
by Treena Basu & Olaf Menzer & Joshua Ward & Indranil SenGupta - 1-16 Disruption of Life Insurance Profitability in the Aftermath of the COVID-19 Pandemic
by Maria Carannante & Valeria D’Amato & Paola Fersini & Salvatore Forte & Giuseppe Melisi - 1-18 Modeling the Yield Curve of BRICS Countries: Parametric vs. Machine Learning Techniques
by Oleksandr Castello & Marina Resta - 1-18 Text Mining for U.S. Pension De-Risking Analysis
by Limin Zhang & Ruilin Tian & Jun Chen - 1-18 Socially-Oriented Approach to Financial Risk Management as the Basis of Support for the SDGs in Entrepreneurship
by Anna N. Zhilkina & Marina V. Karp & Anna V. Bodiako & Samal M. Smagulova & Tatiana M. Rogulenko & Svetlana V. Ponomareva - 1-19 Ecologically Responsible Entrepreneurship and Its Contribution to the Green Economy’s Sustainable Development: Financial Risk Management Prospects
by Vladimir S. Osipov & Yuriy A. Krupnov & Galina N. Semenova & Maria V. Tkacheva - 1-20 The Impact of Robotification on the Financial Situation of Microenterprises: Evidence from the Financial Services Sector in Poland
by Maciej Cieślukowski & Przemysław Garsztka & Beata Zyznarska-Dworczak - 1-21 On the Diversification of Fixed Income Assets
by Olivier Le Courtois
January 2022, Volume 10, Issue 1
- 1-13 Parents’ Expectations about Educational Institutions during the Pandemic: Results of Nationwide Questionnaire Research in Poland
by Agnieszka Szczudlińska-Kanoś & Małgorzata Marzec & Bożena Freund - 1-13 Risk Self-Selection and the Concept of Equilibrium in a Competitive Insurance Market
by Łukasz Kuryłowicz & Adam Śliwiński - 1-13 Interpolation of Quantile Regression to Estimate Driver’s Risk of Traffic Accident Based on Excess Speed
by Albert Pitarque & Montserrat Guillen - 1-13 Non-Performing Loans and Macroeconomics Factors: The Italian Case
by Matteo Foglia - 1-15 Financial Risk Management for Sustainable Agricultural Development Based on Corporate Social Responsibility in the Interests of Food Security
by Andrey A. Polukhin & Veronika I. Panarina - 1-16 New Definition of Default—Recalibration of Credit Risk Models Using Bayesian Approach
by Aneta Ptak-Chmielewska & Paweł Kopciuszewski - 1-17 Market and Accounting Measures of Risk: The Case of the Frankfurt Stock Exchange
by Anna Rutkowska-Ziarko - 1-18 Estimation of Maximum Potential Losses for Digital Banking Transaction Risks Using the Extreme Value-at-Risks Method
by Moch Panji Agung Saputra & Sukono & Diah Chaerani - 1-19 The Case Experience of Integrating the SDGs into Corporate Strategies for Financial Risk Management Based on Social Responsibility (with the Example of Russian TNCs)
by Alexey S. Kharlanov & Yuliya V. Bazhdanova & Teimuraz A. Kemkhashvili & Natalia G. Sapozhnikova - 1-20 An Approach for Variable Selection and Prediction Model for Estimating the Risk-Based Capital (RBC) Based on Machine Learning Algorithms
by Jaewon Park & Minsoo Shin - 1-24 Risk Information in Non-Financial Disclosure
by Justyna Fijałkowska & Dominika Hadro - 1-25 Volatility Modeling and Dependence Structure of ESG and Conventional Investments
by Joanna Górka & Katarzyna Kuziak - 1-27 Measurement of Systemic Risk in the Colombian Banking Sector
by Orlando Rivera-Escobar & John Willmer Escobar & Diego Fernando Manotas - 1-28 Optimal Asset Allocation Subject to Withdrawal Risk and Solvency Constraints
by Areski Cousin & Ying Jiao & Christian Yann Robert & Olivier David Zerbib - 1-30 Towards Sustainable Retirement Planning of Wageworkers in Thailand: A Qualitative Approach in Behavioral Segmentation and Financial Pain Point Identification
by Chavis Ketkaew & Martine Van Wouwe & Ann Jorissen & Danny Cassimon & Preecha Vichitthamaros & Sasichakorn Wongsaichia - 1-30 Explaining Aggregated Recovery Rates
by Stephan Höcht & Aleksey Min & Jakub Wieczorek & Rudi Zagst
December 2021, Volume 10, Issue 1
- 1-12 Stock Indices Breakdown during the Pandemic as the Most Dynamic Bear Market in History: Consequences for Individual Investors
by Piotr Dąbrowski - 1-15 An Analysis of the Financial Liquidity Management Strategy in Construction Companies Operating in the Podkarpackie Province
by Grzegorz Zimon & Joanna Nakonieczny & Katarzyna Chudy-Laskowska & Magdalena Wójcik-Jurkiewicz & Konrad Kochański - 1-20 AHP–TOPSIS Methodology for Stock Portfolio Investments
by Jaime Alberto Vásquez & John Willmer Escobar & Diego Fernando Manotas - 1-20 Comparison of National Innovation Systems in the European Union Countries
by Edyta Dworak & Maria Magdalena Grzelak & Elżbieta Roszko-Wójtowicz - 1-23 mSHAP: SHAP Values for Two-Part Models
by Spencer Matthews & Brian Hartman - 1-28 Lévy Interest Rate Models with a Long Memory
by Donatien Hainaut
December 2021, Volume 9, Issue 12
- 1-9 Quantum Support Vector Regression for Disability Insurance
by Boualem Djehiche & Björn Löfdahl - 1-12 Leaning against the Bubble: Central Bank Intervention in Walrasian Asset Markets
by Chia-Lin Chang & Jukka Ilomäki & Hannu Laurila - 1-14 Hedging Effectiveness of Commodity Futures Contracts to Minimize Price Risk: Empirical Evidence from the Italian Field Crop Sector
by Carlotta Penone & Elisa Giampietri & Samuele Trestini - 1-14 Evolutionary Game Analysis of the Partners’ Behavior in the Rural E-Payment Market of China
by Jerzy Witold Wiśniewski & Ewelina Sokołowska & Jinghua Wu & Anna Dziadkiewicz - 1-14 Downside Beta and Downside Gamma: In Search for a Better Capital Asset Pricing Model
by Madiha Kazmi & Umara Noreen & Imran Abbas Jadoon & Attayah Shafique - 1-16 The Accuracy of Risk Measurement Models on Bitcoin Market during COVID-19 Pandemic
by Danai Likitratcharoen & Nopadon Kronprasert & Karawan Wiwattanalamphong & Chakrin Pinmanee - 1-17 Does Engagement Partners’ Effort Affect Audit Quality? With a Focus on the Effects of Internal Control System
by Suyon Kim - 1-17 Drivers of the Cash Paradox
by Jacek Pietrucha - 1-18 Parameter Learning and Change Detection Using a Particle Filter with Accelerated Adaptation
by Karol Gellert & Erik Schlögl - 1-19 Decomposition of Natural Catastrophe Risks: Insurability Using Parametric CAT Bonds
by Morteza Tavanaie Marvi & Daniël Linders - 1-19 Impact of the COVID-19 Pandemic on the Consumer Credit Market in V4 Countries
by Maria Czech & Blandyna Puszer - 1-21 Adaptation to the Risks of Digitalization: New Survival Trends for States in a Multipolar World
by Julia V. Ragulina & Vladimir F. Ukolov & Oleg V. Shabunevich - 1-24 Bankruptcy Prediction with a Doubly Stochastic Poisson Forward Intensity Model and Low-Quality Data
by Tomasz Berent & Radosław Rejman - 1-26 Drivers of Individual Credit Risk of Retail Customers—A Case Study on the Example of the Polish Cooperative Banking Sector
by Rafał Balina & Marta Idasz-Balina - 1-26 ESG as a Measure of Credit Ratings
by Patrycja Chodnicka-Jaworska - 1-30 Common Factor Cause-Specific Mortality Model
by Geert Zittersteyn & Jennifer Alonso-García - 1-34 Cyber Insurance Ratemaking: A Graph Mining Approach
by Yeftanus Antonio & Sapto Wahyu Indratno & Rinovia Simanjuntak