Search Results - "The journal of risk finance"

161

Journal Article

by Eastburn, Ronald William Sharland, Alex Published in The journal of risk finance (16.01.2017)

“...Purpose This paper aims to determine why so many banks do not recognize in a timely manner the inherent risks and imbalances with their risk/reward decision...”

163

Journal Article

Sensitivity analysis of market and stock returns by considering positive and negative jumps

by Theodosiadou, Ourania Polimenis, Vassilis Tsaklidis, George Published in The journal of risk finance (15.08.2016)

“...Purpose This paper aims to present the results of further investigating the Polimenis (2012) stochastic model, which aims to decompose the stock return...”

Fulltext

164

Journal Article

Stand-alone vs systemic risk-taking of financial institutions

by Strobl, Sascha Published in The journal of risk finance (15.08.2016)

“...Purpose This study investigates the risk-taking behavior of financial institutions in the USA. Specifically, differences between taking risks that affect...”

Fulltext

165

Journal Article

Risk measures computation by Fourier inversion

by Nguyen, Ngoc Quynh Anh Nguyen, Thi Ngoc Trang Published in The journal of risk finance (16.01.2017)

“...Purpose The purpose of this paper is to present the method for efficient computation of risk measures using Fourier transform technique. Another objective is...”

166

Journal Article

An innovative form of credit enhancement for securitized reverse mortgages

by E. Ortiz, Carlos A. Stone, Charles Zissu, Anne Published in The journal of risk finance (12.08.2013)

“...Purpose – One of the main risks to investors in securitized reverse mortgages is that the value of the reverse mortgage exceeds that of the property. The...”

Fulltext

167

Journal Article

Can mutual fund flows serve as market risk sentiment?: An empirical analysis with credit default swaps (CDS) spreads

by Chiu, Hsin-Hui Zhu, Lu Published in The journal of risk finance (22.03.2017)

“...Purpose This paper aims to examine the information content of mutual fund flows and its indication on investors' preference/tolerance toward risk...”

168

Journal Article

PRIX – A risk index for global private investors

by Stöckl, Sebastian Hanke, Michael Angerer, Martin Published in The journal of risk finance (20.03.2017)

“...Purpose The purpose of this paper is to create a universal (asset-class-independent) portfolio risk index for a global private investor...”

169

eBook

Securitization: Catalyst or Solution to the Financial Crisis?: 15

30.10.2014

“...Six years after the financial crash, this special edition of the Journal of Risk Finance revisits the securitization market...”

170

Journal Article

Is there a priced risk factor associated with conservatism?

by Lopatta, Kerstin Canitz, Felix Fieberg, Christian Published in The journal of risk finance (21.11.2016)

“...Purpose García Lara et al. (2011) argue that there is a conservatism-related priced risk factor in US stock returns. To put this to the test, the authors aim...”

Fulltext

171

Journal Article

Announced versus canceled bank mergers and acquisitions: Evidence from the European banking industry

by Varmaz, Armin Laibner, Jonas Published in The journal of risk finance (22.12.2016)

“...Purpose This paper aims to empirically analyze the success of European bank mergers and acquisitions (M & As) by an analysis of the shareholder value...”

Fulltext

172

Journal Article

Modeling parameter risk in premium risk in multi-year internal models

by Diers, Dorothea Eling, Martin Linde, Marc Published in The journal of risk finance (17.05.2013)

“...Purpose - The purpose of this paper is to illustrate the importance of modeling parameter risk in premium risk, especially when data are scarce and a...”

Fulltext

173

Journal Article

A study on factors influencing claims in general insurance business in India

by Joji Rao, T Pandey, Krishan K Published in The journal of risk finance (17.05.2013)

“...Purpose - The fact that complaints regarding general insurance claims are three times as numerous as those of life insurance claims suggests that claims...”

Fulltext

175

Journal Article

Back-testing extreme value and Lévy value-at-risk models: Evidence from international futures markets

by Mozumder, Sharif Dempsey, Michael Kabir, M. Humayun Published in The journal of risk finance (16.01.2017)

“...Purpose The purpose of the paper is to back-test value-at-risk (VaR) models for conditional distributions belonging to a Generalized Hyperbolic (GH) family of...”

176

Journal Article

The impact of time discretization on solvency measurement

by Schmeiser, Hato Luca, Daliana Published in The journal of risk finance (16.01.2017)

“...Purpose The purpose of this paper is to study how the discretization interval affects the solvency measurement of a property-liability insurance company...”

177

Journal Article

Municipal bond insurance: identifying the best payment plan

by Kalotay, Andrew Abreo, Leslie Published in The journal of risk finance (16.01.2017)

“...Purpose The volume of municipal bond insurance declined dramatically following the financial crisis of 2008. Insurance now is making a gradual comeback. Two...”

178

Journal Article

A longevity basis risk analysis in a joint FDM framework

by D’Amato, Valeria Coppola, Mariarosaria Levantesi, Susanna Menzietti, Massimiliano Russolillo, Maria Published in The journal of risk finance (16.01.2017)

“...Purpose The improvements of longevity are intensifying the need for capital markets to be used to manage and transfer the risk through longevity-linked...”

179

Journal Article

Modeling the effect of CEO power on efficiency

by Bahloul, Walid Hachicha, Nizar Bouri, Abdelfettah Published in The journal of risk finance (17.05.2013)

“...Purpose - Many factors like CEO ("the chief executive officer") decision can influence efficiency and productivity in insurance firms. This paper seeks to...”

Fulltext

180

Journal Article

What transaction costs are acceptable in life insurance products from the policyholders’ viewpoint?

by Schmeiser, Hato Wagner, Joël Published in The journal of risk finance (16.05.2016)

“...Purpose The purpose of this paper is to analyze what transaction costs are acceptable for customers in different investments. In this study, two life insurance...”

Fulltext

Narrow search