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September 2024, Volume 26, Issue 3
- 1-19 De-risking pension plans: the impact on firm value from lump-sum buyouts
by Randy Jorgensen & Tirimba Obonyo & John R. Wingender - 1-23 Enterprise risk management and organizational performance: exploring mediation effects of entrepreneurial orientation
by Ivana Dvorski Lacković & Danijela Miloš Sprčić - 1-32 Liability-driven investment for pension funds: stochastic optimization with real assets
by Chul Jang & Andrew Clare & Iqbal Owadally
May 2024, Volume 26, Issue 2
- 1-2 Correction to: Does effect of risk and uncertainties on US sectoral returns differ across different investment horizons and market conditions
by Mobeen Ur Rehman & Wafa Ghardallou & Nasir Ahmad & Xuan Vinh Vo & Sang Hoon Kang - 1-24 Interconnectedness of systemic risk in the Chinese economy: the Granger causality and CISS indicator approach
by Omid Farkhondeh Rouz & Hossein Sohrabi Vafa & Arash Sioofy Khoojine & Sajjad Pashay Amiri - 1-26 Risk management strategy for supply chain sustainability and resilience capability
by Neungho Han & Juneho Um - 1-27 Does leadership personality affect business risks? New evidence from Vietnamese small and medium-sized enterprises
by Do Vu Phuong Anh & Mai Thanh Lan & Bui Quang Tuyen & Ta Huy Hung - 1-35 Workplace sustainability or financial resilience? Composite-financial resilience index
by Elham Daadmehr - 1-37 Risk-taking and systemic banking crisis in Africa: do regulatory policy framework provide new insight in threshold models?
by Daniel Ofori-Sasu & Emmanuel Sarpong-Kumankoma & Saint Kuttu & Elikplimi Komla Agbloyor & Joshua Yindenaba Abor
February 2024, Volume 26, Issue 1
- 1-21 Risk management disclosures and banks financial performance: evidence from emerging markets
by Javid Iqbal & Muhammad Khalid Sohail & Aymen Irshad & Rao Aamir Khan - 1-23 Machine learning techniques for default prediction: an application to small Italian companies
by Flavio Bazzana & Marco Bee & Ahmed Almustfa Hussin Adam Khatir - 1-24 Corporate environmental responsibility and the business risk of Vietnamese SMEs: the mediating role of internal control
by Do Anh Duc & Le Quoc Hoi & Le Dao & Vu Thi Phuong Lien & Nguyen Thanh Hang & Tran Lan Huong - 1-29 A systematic literature review of risks in Islamic banking system: research agenda and future research directions
by M. Kabir Hassan & Md Nurul Islam Sohel & Tonmoy Choudhury & Mamunur Rashid - 1-49 Does effect of risk and uncertainties on US sectoral returns differ across different investment horizons and market conditions
by Mobeen Ur Rehman & Wafa Ghardallou & Nasir Ahmad & Xuan Vinh Vo & Sang Hoon Kang
December 2023, Volume 25, Issue 4
- 1-23 Assessing and forecasting the market risk of bank securities holdings: a data-driven approach
by Michele Leonardo Bianchi - 1-24 Zero-day and zero-click attacks on digital banking: a comprehensive review of double trouble
by Kausar Yasmeen & Muhammad Adnan - 1-25 Unaccounted model risk for Basel IRB models deemed acceptable by conventional validation criteria
by Henry Penikas - 1-27 Risk, technical efficiency and capital requirements of Ghanaian insurers
by Daniel Attah-Kyei & Charles Andoh & Saint Kuttu - 1-37 A-RDBOTE: an improved oversampling technique for imbalanced credit-scoring datasets
by Sudhansu R. Lenka & Sukant Kishoro Bisoy & Rojalina Priyadarshini
September 2023, Volume 25, Issue 3
- 1-12 Beyond the hype: examining the relationship between Wikipedia attention and realised skewness for crypto assets
by Kingstone Nyakurukwa & Yudhvir Seetharam - 1-22 An alternative approach to manage mortality catastrophe risks under Solvency II
by Josep Lledó & Jose M. Pavía & Jorge Sánchez Salas - 1-23 Standalone risk management committee, risk governance diversity and Islamic bank risk-taking
by Umar Habibu Umar & Muhamad Abduh & Mohd Hairul Azrin Besar - 1-26 Solvency II and diversification effect for non-life premium and reserves risk: new results based on non-parametric copulas
by Krystian Szczęsny & Stanisław Wanat & Anna Denkowska - 1-29 Unraveling the relationship between betas and ESG scores through the Random Forests methodology
by Pedro Antonio Martín-Cervantes & María del Carmen Valls Martínez - 1-38 Credit risk linkages in the international banking network, 2000–2019
by Mikhail Stolbov & Daniil Parfenov - 1-43 Robust management of climate risk damages
by Riccardo Rebonato & Riccardo Ronzani & Lionel Melin
June 2023, Volume 25, Issue 2
- 1-1 Correction: Impact of COVID‑19 on the contagion effect of risks in the banking industry: based on transfer entropy and social network analysis method
by Wang Yijun & Zhang Yu & Usman Bashir - 1-21 The role of interactive style of use in improving risk management effectiveness
by Mojca Marc & Marika Arena & Darja Peljhan - 1-24 Mean-variance investing with factor tilting
by Claudio Boido & Antonio Fasano - 1-29 Digitalization and stability in banking sector: a systemic risk perspective
by Qingjun Zhang & Yiding Ou & Rong Chen - 1-29 Risk analysis in decentralized finance (DeFi): a fuzzy-AHP approach
by Sandeepa Kaur & Simarjeet Singh & Sanjay Gupta & Sangeeta Wats - 1-35 Impact of corporate hedging practices on firm's value: An empirical evidence from Indian MNCs
by Jyoti Prakash Das & Shailendra Kumar - 1-41 Impact of COVID-19 on the contagion effect of risks in the banking industry: based on transfer entropy and social network analysis method
by Wang Yijun & Zhang Yu & Usman Bashir
March 2023, Volume 25, Issue 1
- 1-23 Information security risk management terminology and key concepts
by Michael Schmidt - 1-25 Not all bull and bear markets are alike: insights from a five-state hidden semi-Markov model
by Valeriy Zakamulin - 1-26 Non-performing loans and bank lending behaviour
by Ardit Gjeçi & Matej Marinč & Vasja Rant - 1-27 IRB Asset and Default Correlation: Rationale for the Macroprudential Mark-Ups to the IRB Risk-Weights
by Henry Penikas - 1-27 Exploring the indirect links between enterprise risk management and the financial performance of SMEs
by Lenka Syrová & Jindřich Špička - 1-31 Assessing the importance of the choice threshold in quantifying market risk under the POT approach (EVT)
by Sonia Benito & Carmen López-Martín & Mª Ángeles Navarro - 1-56 Risk measures-based cluster methods for finance
by Pablo Cristini Guedes & Fernanda Maria Müller & Marcelo Brutti Righi
December 2022, Volume 24, Issue 4
- 273-297 Heterogeneity in cyber loss severity and its impact on cyber risk measurement
by Martin Eling & Kwangmin Jung - 298-326 Default risk as a factor preventing companies from entering the sukuk market
by Madina Kalimullina & M. Kabir Hassan - 327-366 Systematic extreme potential gain and loss spillover across countries
by Mohammed Bouaddi & Khouzeima Moutanabbir - 367-385 Changes in risk and entrepreneurship
by Claudio A. Bonilla & Marcos Vergara & Richard Watt - 386-419 Automated text mining process for corporate risk analysis and management
by Ming-Fu Hsu & Chingho Chang & Jhih‐Hong Zeng - 420-460 Oil tail-risk forecasts: from financial crisis to COVID-19
by Wei Kuang - 461-483 Do risk governance and effective board affect bank performance? Evidence from large banks worldwide
by Oumeima Kacem & Sana El Harbi
September 2022, Volume 24, Issue 3
- 187-213 Market and model risks: a feasible joint estimate methodology
by Mariano González-Sánchez & Eva M. Ibáñez Jiménez & Ana I. Segovia San Juan - 214-235 Sparsity and stability for minimum-variance portfolios
by Sven Husmann & Antoniya Shivarova & Rick Steinert - 236-258 Political, economic, and financial country risks and the volatility of the South African Exchange Traded Fund market: A GARCH-MIDAS approach
by Damien Kunjal & Faeezah Peerbhai & Paul-Francois Muzindutsi - 259-272 Revisiting the value of a statistical life: an international approach during COVID-19
by Nadia J. Sweis
June 2022, Volume 24, Issue 2
- 101-122 Three-factor model of Enterprise Risk Management implementation: exploratory study of non-financial companies
by Ivana Dvorski Lacković & Nataša Kurnoga & Danijela Miloš Sprčić - 123-136 Linkages and systemic risk in the European insurance sector. New evidence based on Minimum Spanning Trees
by Anna Denkowska & Stanisław Wanat - 137-163 Feed price risk management for sheep production in Spain: a composite future cross-hedging strategy
by Ismael Pérez-Franco & Esteban Otto Thomasz & Gonzalo Rondinone & Agustín García-García - 164-185 Prioritizing interdependent drivers of financial, economic, and political risks using a data-driven probabilistic approach
by Abroon Qazi & Mecit Can Emre Simsekler - 186-186 Correction to: Prioritizing interdependent drivers of financial, economic, and political risks using a data‑driven probabilistic approach
by Abroon Qazi & Mecit Can Emre Simsekler
March 2022, Volume 24, Issue 1
- 1-33 Is the ESG portfolio less turbulent than a market benchmark portfolio?
by Abdessamad Ouchen - 34-54 Business strategy, market power, and stock price crash risk: Evidence from China
by Adnan Safi & Yingying Chen & Abdul Qayyum & Salman Wahab - 55-80 The influence of organizational climate, incentives and knowledge sharing on misconduct and risk-taking in banking
by Beatriz Fernández-Muñiz & José Manuel Montes-Peón & Camilo José Vázquez-Ordás - 81-99 Dynamic selection of Gram–Charlier expansions with risk targets: an application to cryptocurrencies
by Inés Jiménez & Andrés Mora-Valencia & Javier Perote - 100-100 Correction to: Achieving financial stability during a liquidity crisis: a multi‑objective approach
by Edoardo Gaffeo & Lucio Gobbi
December 2021, Volume 23, Issue 4
- 261-281 A visual risk identification and early warning research for college net loan based on microblog texts
by Ruijun Zhang & Caiyan Lin & Zeping Tong - 282-300 IRB PD model accuracy validation in the presence of default correlation: a twin confidence interval approach
by Dmitriy Borzykh & Henry Penikas - 301-321 A refined measure of conditional maximum drawdown
by Damiano Rossello & Silvestro Lo Cascio
September 2021, Volume 23, Issue 3
- 193-212 Covid-19 and high-yield emerging market bonds: insights for liquidity risk management
by Mariya Gubareva - 213-242 Alpha enhancement in global equity markets with ESG overlay on factor-based investment strategies
by Subhransu S. Mohanty & Odette Mohanty & Mike Ivanof - 243-259 Irrational risk-taking of professionals? The relationship between risk exposures and previous profits
by Edina Berlinger & Barbara Dömötör & Balázs Árpád Szűcs
June 2021, Volume 23, Issue 1
- 1-29 Are stock prices driven by expected growth rather than discount rates? Evidence based on the COVID-19 crisis
by Pascal Böni & Heinz Zimmermann - 30-47 CEO overconfidence, firm-specific factors, and systemic risk: evidence from China
by Adnan Safi & Xianrong Yi & Salman Wahab & Yingying Chen & Hassan Hassan - 48-74 Achieving financial stability during a liquidity crisis: a multi-objective approach
by Gaffeo Edoardo & Gobbi Lucio - 75-96 Risk assessment of VAT invoice crime levels of companies based on DFPSVM: a case study in China
by Ning Ding & Xinnan Zhang & Yiming Zhai & Chenglong Li - 97-122 The maximum-return-and-minimum-volatility effect: evidence from choosing risky and riskless assets to form a portfolio
by Zhihui Lv & Amanda M. Y. Chu & Wing Keung Wong & Thomas C. Chiang - 123-149 Determinants of corporate exposure at default under distressed economic and financial conditions in a developing economy: the case of Zimbabwe
by Frank Ranganai Matenda & Mabutho Sibanda & Eriyoti Chikodza & Victor Gumbo - 150-171 On management risk and price in the mutual fund industry: style and performance distribution analysis
by Juan Carlos Matallín-Sáez & Amparo Soler-Domínguez & Diego Víctor Mingo-López - 172-191 Do risk management committee characteristics influence the market value of firms?
by Masturah Malik & Rohami Shafie & Ku Nor Izah Ku Ismail
December 2020, Volume 22, Issue 4
- 239-309 Cybersecurity hazards and financial system vulnerability: a synthesis of literature
by Md. Hamid Uddin & Md. Hakim Ali & Mohammad Kabir Hassan - 310-337 Measuring the contribution of Chinese financial institutions to systemic risk: an extended asymmetric CoVaR approach
by Fenghua Wen & Kaiyan Weng & Wei-Xing Zhou - 338-361 China’s growing influence and risk in Asia–Pacific stock markets: evidence from spillover effects and market integration
by Xiaomeng Ma & Dong Zou & Chuanchao Huang & Shuliang Lv
September 2020, Volume 22, Issue 3
- 155-177 Comparison study of two-step LGD estimation model with probability machines
by Yuta Tanoue & Satoshi Yamashita & Hideaki Nagahata - 178-191 Singular spectrum analysis for modelling the hard-to-model risk factors
by Andrés Berenguer & Luis Gandarias & Álvaro Arévalo - 192-218 An integrated plithogenic MCDM approach for financial performance evaluation of manufacturing industries
by Mohamed Abdel-Basset & Weiping Ding & Rehab Mohamed & Noura Metawa - 219-237 Research on RMB exchange rate forecast based on the neural network model and the Nelson–Siegel model
by Rui Hua & Wenzhe Hu & Xiuju Zhao
June 2020, Volume 22, Issue 2
- 83-107 Liability-driven investments of life insurers under investment credit risk
by Nick Georgiopoulos - 108-132 New development on the third-order stochastic dominance for risk-averse and risk-seeking investors with application in risk management
by Raymond H. Chan & Ephraim Clark & Xu Guo & Wing-Keung Wong - 133-154 Geopolitical Risk Revealed in International Investment and World Trade
by Yong Wang & Changyang Liu & Gaoyi Wang
March 2020, Volume 22, Issue 1
- 1-37 Risk governance, banks affiliated to business groups, and foreign ownership
by Rubén Chavarín - 38-64 Another look at the implied and realised volatility relation: a copula-based approach
by Jorge V. Pérez-Rodríguez - 65-82 Which interbank net is the safest?
by Stefano Zedda & Simone Sbaraglia
December 2019, Volume 21, Issue 4
- 215-242 Dynamic prediction of relative financial distress based on imbalanced data stream: from the view of one industry
by Jie Sun & Mengjie Zhou & Wenguo Ai & Hui Li - 243-264 Systemic risk in financial institutions of BRICS: measurement and identification of firm-specific determinants
by Shumaila Zeb & Abdul Rashid - 265-291 Modeling and pricing of space weather derivatives
by Birgit Lemmerer & Stephan Unger
September 2019, Volume 21, Issue 3
- 153-182 Testing expected shortfall: an application to emerging market stock indices
by Emilio Cardona & Andrés Mora-Valencia & Daniel Velásquez-Gaviria - 183-199 A fuzzy approach for the estimation of foreign investment risk based on values of rating indices
by Simona Hašková & Petr Fiala - 200-200 Correction to: A fuzzy approach for the estimation of foreign investment risk based on values of rating indices
by Simona Hašková & Petr Fiala - 201-213 Farinelli and Tibiletti ratio and stochastic dominance
by Xu Guo & Cuizhen Niu & Wing-Keung Wong
June 2019, Volume 21, Issue 2
- 73-98 Mean–variance, mean–VaR, and mean–CVaR models for portfolio selection with background risk
by Xu Guo & Raymond H. Chan & Wing-Keung Wong & Lixing Zhu - 99-122 Regulatory and governance impacts on bank risk-taking
by Karen Schnatterly & Brent B. Clark & John Howe & Michael L. DeVaughn - 123-151 Common shock approach to counterparty default risk of reinsurance
by Radek Hendrych & Tomáš Cipra
March 2019, Volume 21, Issue 1
- 1-18 Relationship banking and information technology: the role of artificial intelligence and FinTech
by Marko Jakšič & Matej Marinč - 19-47 Corporate risk management practices and firm value in an emerging market: a mixed methods approach
by Gamze Ozturk Danisman & Pelin Demirel - 48-71 Equity fund flows, market returns, and market risk: evidence from China
by Fiza Qureshi & Ali M. Kutan & Habib Hussain Khan & Saba Qureshi
November 2018, Volume 20, Issue 4
- 273-303 Bank–insurer–firm tripartite interconnectedness of credit risk exposures in a cross-shareholding network
by Masayasu Kanno - 304-325 Managerial hubris detection: the case of Enron
by Eyal Eckhaus & Zachary Sheaffer - 326-346 Is intraday data useful for forecasting VaR? The evidence from EUR/PLN exchange rate
by Barbara Będowska-Sójka - 347-347 Correction to: Bank–insurer–firm tripartite interconnectedness of credit risk exposures in a cross-shareholding network
by Masayasu Kanno
August 2018, Volume 20, Issue 3
- 185-241 Measuring contagion risk in high volatility state among Taiwanese major banks
by EnDer Su - 242-257 In search of a measure of banking sector distress: empirical study of CESEE banking sectors
by Paola Bongini & Małgorzata Iwanicz-Drozdowska & Paweł Smaga & Bartosz Witkowski - 258-272 Risk and return of a trend-chasing application in financial markets: an empirical test
by Jukka Ilomäki
May 2018, Volume 20, Issue 2
- 95-120 IPO valuation and offering size
by Chunhua Chen & Chuntai Jin & Tianze Li & Steven X. Zheng - 121-141 Effect of perceived default risk and accounting information quality on the decision to grant credit to SMEs
by Estefanía Palazuelos & Ángel Herrero Crespo & Javier Montoya del Corte - 142-166 Macro-financial linkages during tranquil and crisis periods: evidence from stressed economies
by Georgios Papadopoulos & Dionysios Chionis & Nikolaos P. Rachaniotis - 167-183 Testing alternative versions of the Fama–French five-factor model in the UK
by James Foye
February 2018, Volume 20, Issue 1
- 1-28 Superiority of Monte Carlo simulation in valuing real options within public–private partnerships
by Ales S. Berk & Dejan Podhraski - 29-50 Numerical comparison of multivariate models to forecasting risk measures
by Fernanda Maria Müller & Marcelo Brutti Righi - 51-76 The impact of international factors on Spanish company returns: a quantile regression approach
by Mª Caridad Sevillano & Francisco Jareño - 77-94 The two-moment decision model with additive risks
by Xu Guo & Andreas Wagener & Wing-Keung Wong & Lixing Zhu
November 2017, Volume 19, Issue 4
- 255-280 Improving the performance of statistical learning methods with a combined meta-heuristic for consumer credit risk assessment
by Hazar Altinbas & Goktug Cenk Akkaya - 281-300 The association between CEO characteristics, internal audit quality and risk-management implementation in the public sector
by Khairul Rizan Mat Ludin & Zakiah Muhammaddun Mohamed & Norman Mohd-Saleh - 301-322 Dependent bootstrapping for value-at-risk and expected shortfall
by Ian Laker & Chun-Kai Huang & Allan Ernest Clark - 323-349 Designing stress scenarios for portfolios
by Krishan Mohan Nagpal
August 2017, Volume 19, Issue 3
- 189-201 A VaR assuming Student t distribution not significantly different from a VaR assuming normal distribution
by Su Xu - 202-224 Risk quantification in turmoil markets
by Antonio Díaz & Gonzalo García-Donato & Andrés Mora-Valencia - 225-244 Sensemaking and sensegiving as predicting organizational crisis
by Galit Klein & Eyal Eckhaus - 245-253 Kappa ratios and (higher-order) stochastic dominance
by Cuizhen Niu & Wing-Keung Wong & Qunfang Xu
May 2017, Volume 19, Issue 2
- 103-130 The Chief Risk Officer: a study of roles and responsibilities
by Erastus Karanja & Mark A. Rosso - 131-157 The turn-of-the-year effect in mutual fund flows
by Hyung-Suk Choi & Doojin Ryu & Sangik Seok - 158-187 Credit default prediction modeling: an application of support vector machine
by Fahmida E. Moula & Chi Guotai & Mohammad Zoynul Abedin
February 2017, Volume 19, Issue 1
- 1-31 Measuring insurers’ investment risk taking with asymmetric tail dependencies
by Gene C. Lai & Erin P. Lu & Haijun Li & Dennis C. Chen - 32-52 Dynamic forecasting of financial distress: the hybrid use of incremental bagging and genetic algorithm—empirical study of Chinese listed corporations
by Jiaming Liu & Chong Wu - 53-71 Exchange rate exposure and financial crises: evidence from emerging Asian markets
by Bang Nam Jeon & Lei Zhu & Dazhi Zheng - 72-101 Financial option insurance
by Qi-Wen Wang & Jian-Jun Shu
December 2016, Volume 18, Issue 4
- 189-216 A formalized, integrated and visual approach to stress testing
by Alexander Denev & Yaacov Mutnikas - 217-235 Bank risk shifting and diversification in an emerging market
by Jonathan A. Batten & Xuan Vinh Vo - 236-263 Investigating risk shifting in Islamic banks in the dual banking systems of OIC member countries: An application of two-step dynamic GMM
by Alaa Alaabed & Mansur Masih & Abbas Mirakhor - 264-287 On the modelling of prognosis from delinquency to normal performance on retail consumer loans
by Richard Chamboko & Jorge M. Bravo
August 2016, Volume 18, Issue 2
- 65-88 Does enterprise risk management influence market value – A long-term perspective
by Danijela Miloš Sprčić & Marina Mešin Žagar & Željko Šević & Mojca Marc - 89-110 A comparative cross-regime analysis on the performance of GARCH-based value-at-risk models: Evidence from the Johannesburg stock exchange
by Timmy Elenjical & Patrick Mwangi & Barry Panulo & Chun-Sung Huang - 111-134 Estimation of dynamic VaR using JSU and PIV distributions
by Sree Vinutha Venkataraman & S. V. D. Nageswara Rao - 135-158 Managerial risk preference and its influencing factors: analysis of large state-owned enterprises management personnel in China
by Yingyu Zhang & Hui Luan & Wei Shao & Yingjun Xu - 159-187 Armed conflict and financial and economic risk: evidence from Colombia
by Ali M. Kutan & Mehmet E. Yaya
February 2016, Volume 18, Issue 1
- 1-3 Risk Management (2016)
by Igor Lončarski - 4-25 The role of expertise in dynamic risk assessment: A reflection of the problem-solving strategies used by experienced fireground commanders
by Justin Okoli & John Watt & Gordon Weller & William B L Wong - 26-46 Understanding the local policy context of risk management: Competitiveness and adaptation to climate risks in the city of Karlstad, Sweden
by Mikael Granberg & Lars Nyberg & Lars-Erik Modh - 47-63 ‘Riskscapes’ as a heuristic tool for understanding environmental risks: The Eyjafjallajokull volcanic ash cloud of April 2010
by Rob Inkpen