-
41by Majuri, Yakko Published in The journal of risk finance (18.11.2019)“...Purpose The purpose of this study hopes to encourage further research into the topic of local currencies, as well as specific research into increasing the...”
-
42by Braun, Alexander Fischer, Marius Schmeiser, Hato Published in The journal of risk finance (18.11.2019)“...Purpose The purpose of this paper is to show how an insurance company can maximize the policyholder’s utility by setting the level of the interest rate...”
-
43by Kim, Tai-Young Published in The journal of risk finance (18.11.2019)“...Purpose This paper aims to investigate pre-disclosure information leakage by block traders and market reactions to disclosures of off-hours block trading...”
-
44by Valls Martínez, María del Carmen Cruz Rambaud, Salvador Abad Segura, Emilio Published in The journal of risk finance (18.11.2019)“...Purpose The progressive aging of the population is suggesting that public pension plans should be increasingly supplemented by private savings schemes...”
-
45“...Purpose In asset management, what if clients want to purchase protection from risk factors, under the form of variance risk premia. This paper aims to address...”
-
46by Elyasiani, Elyas“...This e-book contains papers from the 2006 Statistical Modelling in Finance conference. Using the historical hurricane forecasts of Dr. William M. Gray, the...”
2006
-
47by Koutsokostas, Drosos Papathanasiou, Spyros Balios, Dimitris Published in The journal of risk finance (19.08.2019)“...Purpose The purpose of this paper is to examine the performance of Greek equity mutual funds and the persistence in annual performance for the period 2008-2017...”
-
48by Nguyen, Pascal Ben Zaied, Younes Pham, Thu Phuong Published in The journal of risk finance (19.08.2019)“...Purpose This paper aims to investigate whether idiosyncratic volatility is a priced risk factor in the Australian stock market. Design/methodology/approach The...”
-
49by Koutsokostas, Drosos Papathanasiou, Spyros Balios, Dimitris Published in The journal of risk finance (19.08.2019)“...Purpose The purpose of this paper is to examine the performance of Greek equity mutual funds and the persistence in annual performance for the period 2008-2017...”
-
50by Cheong, Calvin W. H Published in The journal of risk finance (19.08.2019)“...Purpose This study aims to examine the properties of four major cryptocurrencies and how they can be used as a simpler alternative mode of hedging foreign...”
-
51by Orlando, Giuseppe Mininni, Rosa Maria Bufalo, Michele Published in The journal of risk finance (19.08.2019)“...Purpose The purpose of this paper is to model interest rates from observed financial market data through a new approach to the Cox–Ingersoll–Ross (CIR) model...”
-
52by Eckert, Christian Gatzert, Nadine Pisula, Alexander Published in The journal of risk finance (12.08.2019)“...Purpose Previous research observed that large internal fraud events in the general financial services industry imply negative spillover effects, whereas...”
-
53by Higgins, Eric J Mason, Joseph R Mordel, Adi E Published in The journal of risk finance (12.08.2019)“...Purpose Both accounting and regulatory treatments classify securitizations as a “sale” of assets, therefore allowing the issuer to remove the assets from their...”
-
54by Higgins, Eric J Mason, Joseph R Mordel, Adi E Published in The journal of risk finance (12.08.2019)“...Purpose Both accounting and regulatory treatments classify securitizations as a “sale” of assets, therefore allowing the issuer to remove the assets from their...”
-
55“...Purpose On May 17, 2012, the social networking company Facebook Inc. fixes its initial public offering (IPO) price at $38.00 a share. Over the next couple of...”
-
56by Eckert, Christian Gatzert, Nadine Pisula, Alexander Published in The journal of risk finance (12.08.2019)“...Purpose Previous research observed that large internal fraud events in the general financial services industry imply negative spillover effects, whereas...”
-
57“...Purpose Financial firms announcing large operational losses have empirically been shown to cause significant negative spillover effects in other non-announcing...”
-
58by Fieberg, Christian Varmaz, Armin Poddig, Thorsten Published in The journal of risk finance (18.03.2019)“...Purpose The purpose of this paper is to analyze the implications of the risk versus characteristic debate from the perspective of a mean-variance investor...”
-
59by Alfieri, Elise Burlacu, Radu Enjolras, Geoffroy Published in The journal of risk finance (18.03.2019)“...Purpose The purpose of this article is to provide some insights on the true nature of bitcoin and to study empirically its performance by using robust models,...”
-
60by Fieberg, Christian Varmaz, Armin Poddig, Thorsten Published in The journal of risk finance (18.03.2019)“...Purpose The purpose of this paper is to analyze the implications of the risk versus characteristic debate from the perspective of a mean-variance investor...”