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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 - 1-15 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 - 1-22 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 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 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 - 1-24 Mapping Cyber-Financial Risk Profiles: Implications for European Cybersecurity and Financial Literacy
by Alexandru Răzvan Căciulescu & Răzvan Rughiniș & Dinu Țurcanu & Alexandru Radovici
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 - 1-25 Estimating Disease-Free Life Expectancy Based on Clinical Data from the French Hospital Discharge Database
by Oleksandr Sorochynskyi & Quentin Guibert & Frédéric Planchet & Michaël Schwarzinger - 1-26 Support of the SDGs as a New Approach to Financial Risk Management in Responsible Universities in Russia
by Zhanna V. Gornostaeva & Larisa V. Shabaltina & Igor V. Denisov & Aleksandra A. Musatkina & Nikolai G. Sinyavskiy - 1-28 Cross-Sectional Determinants of Analyst Coverage for R&D Firms
by Ashraf Khallaf & Feras M. Salama & Musa Darayseh & Eid Alotaibi - 1-39 Cryptocurrencies’ Impact on Accounting: Bibliometric Review
by Georgiana-Iulia Lazea & Ovidiu-Constantin Bunget & Cristian Lungu
May 2024, Volume 12, Issue 6
- 1-10 Multi-Timescale Recurrent Neural Networks Beat Rough Volatility for Intraday Volatility Prediction
by Damien Challet & Vincent Ragel - 1-13 Key Determinants of Corporate Governance in Financial Institutions: Evidence from South Africa
by Floyd Khoza & Daniel Makina & Patricia Lindelwa Makoni - 1-14 Use of Prediction Bias in Active Learning and Its Application to Large Variable Annuity Portfolios
by Hyukjun Gweon & Shu Li & Yangxuan Xu - 1-15 Commodity Market Risk: Examining Price Co-Movements in the Pakistan Mercantile Exchange
by Falik Shear & Muhammad Bilal & Badar Nadeem Ashraf & Nasir Ali - 1-17 Some Results on Bivariate Squared Maximum Sharpe Ratio
by Samane Al-sadat Mousavi & Ali Dolati & Ali Dastbaravarde - 1-20 Determinants of Corporate Indebtedness in Portugal: An Analysis of Financial Behaviour Clusters
by Fernando Tavares & Eulália Santos & Margarida Freitas Oliveira & Luís Almeida - 1-21 Integration of AI and IoT into Corporate Social Responsibility Strategies for Financial Risk Management and Sustainable Development
by Anna Viktorovna Shkalenko & Anton V. Nazarenko - 1-23 A Case Study of Bank Equity Valuation Methods Employed by South African, Nigerian and Kenyan Equity Researchers
by Vusani Moyo & Ayodeji Michael Obadire
May 2024, Volume 12, Issue 5
- 1-12 Uncertainty Reduction in Operational Risk Management Process
by Guy Burstein & Inon Zuckerman - 1-16 Cyber Risk in Insurance: A Quantum Modeling
by Claude Lefèvre & Muhsin Tamturk & Sergey Utev & Marco Carenzo - 1-19 Non-Differentiable Loss Function Optimization and Interaction Effect Discovery in Insurance Pricing Using the Genetic Algorithm
by Robin Van Oirbeek & Félix Vandervorst & Thomas Bury & Gireg Willame & Christopher Grumiau & Tim Verdonck - 1-20 Test of Volatile Behaviors with the Asymmetric Stochastic Volatility Model: An Implementation on Nasdaq-100
by Elchin Suleymanov & Magsud Gubadli & Ulvi Yagubov - 1-21 Bitcoin Volatility and Intrinsic Time Using Double-Subordinated Lévy Processes
by Abootaleb Shirvani & Stefan Mittnik & William Brent Lindquist & Svetlozar Rachev - 1-23 Board Characteristics and Bank Stock Performance: Empirical Evidence from the MENA Region
by Antoine B. Awad & Robert Gharios & Bashar Abu Khalaf & Lena A. Seissian - 1-25 Trading Activity in the Corporate Bond Market: A SAD Tale of Macro-Announcements and Behavioral Seasonality?
by James J. Forest & Ben S. Branch & Brian T. Berry - 1-26 Exploring Entropy-Based Portfolio Strategies: Empirical Analysis and Cryptocurrency Impact
by Nicolò Giunta & Giuseppe Orlando & Alessandra Carleo & Jacopo Maria Ricci
April 2024, Volume 12, Issue 5
- 1-16 Analyzing the Influence of Risk Models and Investor Risk-Aversion Disparity on Portfolio Selection in Community Solar Projects: A Comparative Case Study
by Mahmoud Shakouri & Chukwuma Nnaji & Saeed Banihashemi & Khoung Le Nguyen - 1-20 Estimation and Prediction of Commodity Returns Using Long Memory Volatility Models
by Kisswell Basira & Lawrence Dhliwayo & Knowledge Chinhamu & Retius Chifurira & Florence Matarise - 1-21 Economic Fraud and Associated Risks: An Integrated Bibliometric Analysis Approach
by Kamer-Ainur Aivaz & Iulia Oana Florea & Ionela Munteanu
March 2024, Volume 12, Issue 4
- 1-17 Two-Population Mortality Forecasting: An Approach Based on Model Averaging
by Luca De Mori & Pietro Millossovich & Rui Zhu & Steven Haberman - 1-18 The Effect of Corporate Governance on the Degree of Agency Cost in the Korean Market
by Younghwan Lee & Ana Belén Tulcanaza-Prieto - 1-21 The Impact of Village Savings and Loan Associations as a Financial and Climate Resilience Strategy for Mitigating Food Insecurity in Northern Ghana
by Cornelius K. A. Pienaah & Isaac Luginaah - 1-27 COVID-19 and Excess Mortality: An Actuarial Study
by Camille Delbrouck & Jennifer Alonso-García - 1-29 A Comparison of Generalised Linear Modelling with Machine Learning Approaches for Predicting Loss Cost in Motor Insurance
by Alinta Ann Wilson & Antonio Nehme & Alisha Dhyani & Khaled Mahbub
April 2024, Volume 12, Issue 4
- 1-15 Effect of Capital Structure on the Financial Performance of Ethiopian Commercial Banks
by Seid Muhammed & Goshu Desalegn & Prihoda Emese - 1-16 Intangible Assets and Analysts’ Overreaction and Underreaction to Earnings Information: Empirical Evidence from Saudi Arabia
by Taoufik Elkemali - 1-17 Volatility Spillovers among Sovereign Credit Default Swaps of Emerging Economies and Their Determinants
by Shumok Aljarba & Nader Naifar & Khalid Almeshal - 1-20 Quantum Computing Approach to Realistic ESG-Friendly Stock Portfolios
by Francesco Catalano & Laura Nasello & Daniel Guterding - 1-21 Risk Management in the Area of Bitcoin Market Development: Example from the USA
by Laeeq Razzak Janjua & Iza Gigauri & Agnieszka Wójcik-Czerniawska & Elżbieta Pohulak-Żołędowska - 1-21 Optimising Portfolio Risk by Involving Crypto Assets in a Volatile Macroeconomic Environment
by Attila Bányai & Tibor Tatay & Gergő Thalmeiner & László Pataki - 1-21 Determining Safe Withdrawal Rates for Post-Retirement via a Ruin-Theory Approach
by Diba Daraei & Kristina Sendova - 1-31 Relationship between Occupational Pension, Corporate Social Responsibility (CSR), and Organizational Resilience: A Study on Listed Chinese Companies
by Hao Wang & Tao Zhang & Xi Wang & Jiansong Zheng - 1-32 Asymptotic Methods for Transaction Costs
by Eberhard Mayerhofer - 1-33 The Impact of Firm Risk and the COVID-19 Crisis on Working Capital Management Strategies: Evidence from a Market Affected by Economic Uncertainty
by Hossein Tarighi & Grzegorz Zimon & Mohammad Javad Sheikh & Mohammad Sayrani
February 2024, Volume 12, Issue 3
- 1-16 Market Equilibrium and the Cost of Capital with Heterogeneous Investment Horizons
by Moshe Levy & Haim Levy - 1-23 Climate Change-Related Disaster Risk Mitigation through Innovative Insurance Mechanism: A System Dynamics Model Application for a Case Study in Latvia
by Maksims Feofilovs & Andrea Jonathan Pagano & Emanuele Vannucci & Marina Spiotta & Francesco Romagnoli
March 2024, Volume 12, Issue 3
- 1-13 Robust Estimation of the Tail Index of a Single Parameter Pareto Distribution from Grouped Data
by Chudamani Poudyal - 1-16 Navigating Inflation Challenges: AI-Based Portfolio Management Insights
by Tibor Bareith & Tibor Tatay & László Vancsura - 1-16 Shareholders in the Driver’s Seat: Unraveling the Impact on Financial Performance in Latvian Fintech Companies
by Ramona Rupeika-Apoga & Stefan Wendt & Victoria Geyfman - 1-17 The Role of Longevity-Indexed Bond in Risk Management of Aggregated Defined Benefit Pension Scheme
by Xiaoyi Zhang & Yanan Li & Junyi Guo - 1-17 Adding Shocks to a Prospective Mortality Model
by Frédéric Planchet & Guillaume Gautier de La Plaine - 1-20 Assessing Financial Stability in Turbulent Times: A Study of Generalized Autoregressive Conditional Heteroskedasticity-Type Value-at-Risk Model Performance in Thailand’s Transportation Sector during COVID-19
by Danai Likitratcharoen & Lucksuda Suwannamalik - 1-21 Unveiling Outperformance: A Portfolio Analysis of Top AI-Related Stocks against IT Indices and Robotics ETFs
by Ali Trabelsi Karoui & Sonia Sayari & Wael Dammak & Ahmed Jeribi - 1-23 Value-at-Risk Effectiveness: A High-Frequency Data Approach with Semi-Heavy Tails
by Mario Ivan Contreras-Valdez & Sonal Sahu & José Antonio Núñez-Mora & Roberto Joaquín Santillán-Salgado - 1-24 A Quantitative Comparison of Mortality Models with Jumps: Pre- and Post-COVID Insights on Insurance Pricing
by Şule Şahin & Selin Özen - 1-24 Exploring Systemic Risk Dynamics in the Chinese Stock Market: A Network Analysis with Risk Transmission Index
by Xiaowei Zeng & Yifan Hu & Chengjun Pan & Yanxi Hou - 1-31 What Matters for Comovements among Gold, Bitcoin, CO 2 , Commodities, VIX and International Stock Markets during the Health, Political and Bank Crises?
by Wajdi Frikha & Azza Béjaoui & Aurelio F. Bariviera & Ahmed Jeribi - 1-33 The Regime-Switching Structural Default Risk Model
by Andreas Milidonis & Kevin Chisholm - 1-35 Capital Structure Models and Contingent Convertible Securities
by Di Meng & Adam Metzler & R. Mark Reesor
February 2024, Volume 12, Issue 2
- 1-6 In Memory of Peter Carr (1958–2022)
by Giuseppe Campolieti & Arash Fahim & Dan Pirjol & Harvey Stein & Tai-Ho Wang & Lingjiong Zhu - 1-13 Features of the Association between Debt and Earnings Quality for Small and Medium-Sized Entities
by José Sequeira & Cláudia Pereira & Luís Gomes & Armindo Lima - 1-14 Dynamic Liability-Driven Investment under Sponsor’s Loss Aversion
by Dong-Hwa Lee & Joo-Ho Sung - 1-15 Bounds for the Ruin Probability in the Sparre–Andersen Model
by Sotirios Losidis & Vaios Dermitzakis - 1-17 Determinants of Life Insurance Consumption in OECD Countries Using FMOLS and DOLS Techniques
by Maheswaran Srinivasan & Subrata Mitra - 1-19 Analyzing Size of Loss Frequency Distribution Patterns: Uncovering the Impact of the COVID-19 Pandemic
by Shengkun Xie & Yuanshun Li - 1-20 Model for Technology Risk Assessment in Commercial Banks
by Wenhao Kang & Chi Fai Cheung - 1-20 When to Hedge Downside Risk?
by Christos I. Giannikos & Hany Guirguis & Andreas Kakolyris & Tin Shan (Michael) Suen - 1-24 LSTM-Based Coherent Mortality Forecasting for Developing Countries
by Jose Garrido & Yuxiang Shang & Ran Xu - 1-26 Discrete-Time Survival Models with Neural Networks for Age–Period–Cohort Analysis of Credit Risk
by Hao Wang & Anthony Bellotti & Rong Qu & Ruibin Bai - 1-26 An Objective Measure of Distributional Estimability as Applied to the Phase-Type Aging Model
by Cong Nie & Xiaoming Liu & Serge B. Provost - 1-26 Do US Active Mutual Funds Make Good of Their ESG Promises? Evidence from Portfolio Holdings
by Massimo Guidolin & Monia Magnani - 1-28 L 1 Regularization for High-Dimensional Multivariate GARCH Models
by Sijie Yao & Hui Zou & Haipeng Xing - 1-29 Robust Portfolio Optimization with Environmental, Social, and Corporate Governance Preference
by Marcos Escobar-Anel & Yiyao Jiao - 1-33 Pricing Life Contingencies Linked to Impaired Life Expectancies Using Intuitionistic Fuzzy Parameters
by Jorge de Andrés-Sánchez - 1-36 The Impacts of CAP Subsidies on the Financial Risk and Resilience of Hungarian Farms, 2014–2021
by Péter Szálteleki & Gabriella Bánhegyi & Zsuzsanna Bacsi - 1-42 Quantitative Modeling of Financial Contagion: Unraveling Market Dynamics and Bubble Detection Mechanisms
by Ionuț Nica & Ștefan Ionescu & Camelia Delcea & Nora Chiriță
January 2024, Volume 12, Issue 2
- 1-13 Enhancing Sell-Type Home Reversion Products for Retirement Financing
by Koon Shing Kwong & Jing Rong Goh & Ting Lin Collin Chua - 1-15 Risk Management in Islamic Banking: The Impact of Financial Technologies through Empirical Insights from the UAE
by Mohamed Al Hammadi & Juan Antonio Jimber-Del Río & María Salomé Ochoa-Rico & Orlando Arencibia Montero & Arnaldo Vergara-Romero - 1-17 Quadratic Unconstrained Binary Optimization Approach for Incorporating Solvency Capital into Portfolio Optimization
by Ivica Turkalj & Mohammad Assadsolimani & Markus Braun & Pascal Halffmann & Niklas Hegemann & Sven Kerstan & Janik Maciejewski & Shivam Sharma & Yuanheng Zhou - 1-23 The Role of Artificial Intelligence Technology in Predictive Risk Assessment for Business Continuity: A Case Study of Greece
by Stavros Kalogiannidis & Dimitrios Kalfas & Olympia Papaevangelou & Grigoris Giannarakis & Fotios Chatzitheodoridis - 1-23 Impact Assessment of Climate Change on Hailstorm Risk in Spanish Wine Grape Crop Insurance: Insights from Linear and Quantile Regressions
by Nan Zhou & José L. Vilar-Zanón - 1-26 Stochastic Modeling of Wind Derivatives with Application to the Alberta Energy Market
by Sudeesha Warunasinghe & Anatoliy Swishchuk - 1-28 Responsible Innovations as Tools for the Management of Financial Risks to Projects of High-Tech Companies for Their Sustainable Development
by Elena G. Popkova & Muxabbat F. Xakimova & Marija A. Troyanskaya & Elena S. Petrenko & Olga V. Fokina - 1-29 Stochastic Claims Reserve in the Healthcare System: A Methodology Applied to Italian Data
by Claudio Mazzi & Angelo Damone & Andrea Vandelli & Gastone Ciuti & Milena Vainieri - 1-33 A Generalized Linear Model and Machine Learning Approach for Predicting the Frequency and Severity of Cargo Insurance in Thailand’s Border Trade Context
by Praiya Panjee & Sataporn Amornsawadwatana
January 2024, Volume 12, Issue 1
- 1-15 Multivariate Spectral Backtests of Forecast Distributions under Unknown Dependencies
by Janine Balter & Alexander J. McNeil - 1-16 A Hybrid Model for Forecasting Realized Volatility Based on Heterogeneous Autoregressive Model and Support Vector Regression
by Yue Zhuo & Takayuki Morimoto - 1-17 Centrality-Based Equal Risk Contribution Portfolio
by Shreya Patki & Roy H. Kwon & Yuri Lawryshyn - 1-17 Invariance of the Mathematical Expectation of a Random Quantity and Its Consequences
by Pierpaolo Angelini - 1-19 Socially Responsible Investment Funds—An Analysis Applied to Funds Domiciled in the Portuguese and Spanish Markets
by Luísa Carvalho & Carlos Mota & Patrícia Ramos - 1-19 The Moderating Role of Corporate Governance in the Relationship between Leverage and Firm Value: Evidence from the Korean Market
by Ana Belén Tulcanaza-Prieto & Younghwan Lee & Wendy Anzules-Falcones - 1-21 Analyzing the Impact of Carbon Risk on Firms’ Creditworthiness in the Context of Rising Interest Rates
by Aimee Jean Batoon & Edit Rroji - 1-26 Maximum Pseudo-Likelihood Estimation of Copula Models and Moments of Order Statistics
by Alexandra Dias - 1-27 Credibility Distribution Estimation with Weighted or Grouped Observations
by Georgios Pitselis
December 2023, Volume 12, Issue 1
- 1-14 Advancing the Use of Deep Learning in Loss Reserving: A Generalized DeepTriangle Approach
by Yining Feng & Shuanming Li - 1-17 Gerber-Shiu Metrics for a Bivariate Perturbed Risk Process
by Onno Boxma & Fabian Hinze & Michel Mandjes - 1-19 Equity Price Dynamics under Shocks: In Distress or Short Squeeze
by Cho-Hoi Hui & Chi-Fai Lo & Chi-Hei Liu