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Content
March 2023, Volume 11, Issue 3
- 1-21 The Determinants of Profitability in the City Commercial Banks: Case of China
by Shawuya Jigeer & Ekaterina Koroleva - 1-22 The Impact of Blockchain on the Quality of Accounting Information: An Iraqi Case Study
by Bashaer Khudhair Abbas Alkafaji & Mahmoud Lari Dashtbayaz & Mahdi Salehi - 1-22 A Model for Risk Adjustment (IFRS 17) for Surrender Risk in Life Insurance
by Magnus Carlehed - 1-24 A Conceptual Model of Investment-Risk Prediction in the Stock Market Using Extreme Value Theory with Machine Learning: A Semisystematic Literature Review
by Melina & Sukono & Herlina Napitupulu & Norizan Mohamed - 1-33 The Convergence Rate of Option Prices in Trinomial Trees
by Guillaume Leduc & Kenneth Palmer
February 2023, Volume 11, Issue 2
- 1-14 Application of the kNN-Based Method and Survival Approach in Estimating Loss Given Default for Unresolved Cases
by Aneta Ptak-Chmielewska & Paweł Kopciuszewski & Anna Matuszyk - 1-14 Financial Literacy Confidence and Retirement Planning: Evidence from China
by Bingzheng Chen & Ze Chen - 1-15 A Systematic Literature Review of the Risk Landscape in Fintech
by Ruchika Jain & Satinder Kumar & Kiran Sood & Simon Grima & Ramona Rupeika-Apoga - 1-15 Investigating the Determinants of Islamic Mobile FinTech Service Acceptance: A Modified UTAUT2 Approach
by Md. Sharif Hassan & Md. Aminul Islam & Mohd Faizal bin Yusof & Hussen Nasir & Nasrin Huda - 1-17 Firm Risk and Tax Avoidance in Vietnam: Do Good Board Characteristics Interfere Effectively?
by Trung Kien Tran & Minh Tuan Truong & Kim Tu Bui & Phung Duc Duong & Minh Vuong Huynh & Tran Thai Ha Nguyen - 1-18 Dataset Analysis of Pandemic Risks and Risk Management Prospects Based on Management and Marketing in Conditions of COVID-19 Recession
by Anastasiya A. Sozinova & Elena G. Popkova - 1-18 Dependency Modeling Approach of Cause-Related Mortality and Longevity Risks: HIV/AIDS
by Nicholas Bett & Juma Kasozi & Daniel Ruturwa - 1-18 Towards a More Resilient Festival Industry: An Analysis of the Adoption of Risk Management Models for Sustainability
by Katalin Lorincz & Katalin Formadi & Ildiko Ernszt - 1-19 Optimal Structure of Real Estate Portfolio Using EVA: A Stochastic Markowitz Model Using Data from Greek Real Estate Market
by Theofanis Petropoulos & Konstantinos Liapis & Eleftherios Thalassinos - 1-21 Feasibility of Establishing Operational Budgeting in Iraqi Public Universities
by Faisal Salman & Seyyed Abbas Hashemi & Daruosh Foroghi - 1-23 Risk Sharing, SMEs’ Financial Strategy, and Lending Guarantee Technology
by Karima Saci & Walid Mansour - 1-24 Risk Factor Disclosures in the US Airline Industry Following the COVID-19 Pandemic
by Daniela Penela & Miguel Palma - 1-25 Dependent Metaverse Risk Forecasts with Heteroskedastic Models and Ensemble Learning
by Khreshna Syuhada & Venansius Tjahjono & Arief Hakim - 1-29 Optimal Investment in a Dual Risk Model
by Arash Fahim & Lingjiong Zhu - 1-45 Formulating MCoVaR to Quantify Joint Transmissions of Systemic Risk across Crypto and Non-Crypto Markets: A Multivariate Copula Approach
by Arief Hakim & Khreshna Syuhada
January 2023, Volume 11, Issue 2
- 1-5 A Generalized Model for Pricing Financial Derivatives Consistent with Efficient Markets Hypothesis—A Refinement of the Black-Scholes Model
by Jussi Lindgren - 1-7 Acknowledgment to the Reviewers of Risks in 2022
by Risks Editorial Office - 1-13 The Effects of Direct Democracy on Stock Market Risk and Returns: An Event Study from Switzerland
by Bruce Morley - 1-13 Size-Threshold Effect in the Capital Structure–Firm Performance Nexus in the MENA Region: A Dynamic Panel Threshold Regression Model
by Eman Fathi Attia & Hamsa hany Ezz Eldeen & Sameh said Daher - 1-15 Effect of Family Control on Earnings Management: The Role of Leverage
by Sri Murni & Rahmawati Rahmawati & Ari Kuncara Widagdo & Eko Arief Sudaryono & Doddy Setiawan - 1-16 Perceived Risks of Autonomous Vehicles
by Kornélia Lazányi - 1-16 Evaluating the Effectiveness of Modern Forecasting Models in Predicting Commodity Futures Prices in Volatile Economic Times
by László Vancsura & Tibor Tatay & Tibor Bareith - 1-18 Analysing Quantiles in Models of Forward Term Rates
by Thomas A. McWalter & Erik Schlögl & Jacques van Appel - 1-22 Designing Stress Tests for UK Fast-Growing Firms and Fintech
by Stavros Pantos - 1-34 The SEV-SV Model—Applications in Portfolio Optimization
by Marcos Escobar-Anel & Weili Fan
January 2023, Volume 11, Issue 1
- 1-11 Trade Credit Management and Profitability of Jordanian Manufacturing Firms
by Ghaith N. Al-Eitan & Ibrahim M. Khanji & Shadi A. Saraireh - 1-11 FAANG Stocks, Gold, and Islamic Equity: Implications for Portfolio Management during COVID-19
by Kashif Saleem & Osama AlHares & Haroon Khan & Omar Farooq - 1-13 Regulating Robo-Advisors in Insurance Distribution: Lessons from the Insurance Distribution Directive and the AI Act
by Pierpaolo Marano & Shu Li - 1-14 Risk Measures in Simulation-Based Business Valuation: Classification of Risk Measures in Risk Axiom Systems and Application in Valuation Practice
by Dietmar Ernst - 1-17 Customer Due Diligence in the FinTech Era: A Bibliometric Analysis
by William Gaviyau & Athenia Bongani Sibindi - 1-17 Adversarial Artificial Intelligence in Insurance: From an Example to Some Potential Remedies
by Behnaz Amerirad & Matteo Cattaneo & Ron S. Kenett & Elisa Luciano - 1-18 Rational versus Irrational Behavior of Indonesian Cryptocurrency Owners in Making Investment Decision
by Elisa Tjondro & Saarce Elsye Hatane & Retnaningtyas Widuri & Josua Tarigan - 1-19 Analysis of Yields and Their Determinants in the European Corporate Green Bond Market
by Sergei Grishunin & Alesya Bukreeva & Svetlana Suloeva & Ekaterina Burova - 1-21 A Wavelet Analysis of the Dynamic Connectedness among Oil Prices, Green Bonds, and CO 2 Emissions
by Nini Johana Marín-Rodríguez & Juan David González-Ruiz & Sergio Botero - 1-25 Dependence Modelling of Lifetimes in Egyptian Families
by Kira Henshaw & Waleed Hana & Corina Constantinescu & Dalia Khalil - 1-26 Valuation of Equity-Linked Death Benefits on Two Lives with Dependence
by Kokou Essiomle & Franck Adékambi
December 2022, Volume 11, Issue 1
- 1-2 Continuing Risks
by Corina Constantinescu & Montserrat Guillen & Mogens Steffensen - 1-15 The Role of Emotions and Knowledge on Preference for Uncertainty: Follow Your Heart but Listen to Your Brain!
by Tânia Saraiva & Tiago Cruz Gonçalves - 1-18 Deep Generators on Commodity Markets Application to Deep Hedging
by Nicolas Boursin & Carl Remlinger & Joseph Mikael - 1-19 ECLIPSE: Holistic AI System for Preparing Insurer Policy Data
by Varun Sriram & Zijie Fan & Ni Liu - 1-19 Opportunities for the Application of a Model of Cost Management and Reduction of Risks in Financial and Economic Activity Based on the OLAP Technology: The Case of the Agro-Industrial Sector of Russia
by Liudmila I. Khoruzhy & Yuriy N. Katkov & Ekaterina A. Katkova & Valeriy I. Khoruzhy & Meri K. Dzhikiya - 1-19 Economic Value Added Research: Mapping Thematic Structure and Research Trends
by Prasoon Mani Tripathi & Varun Chotia & Umesh Solanki & Rahul Meena & Vinay Khandelwal - 1-20 Methodology for Economic Analysis of Highly Uncertain Innovative Projects of Improbability Type
by Aleksandr Babkin & Nadezhda Kvasha & Daniil Demidenko & Ekaterina Malevskaia-Malevich & Evgeny Voroshin - 1-20 The Relationship between Integrated Thinking and Financial Risk: Panel Estimation in a Global Sample
by Oana-Marina Radu & Voicu D. Dragomir - 1-21 Recursive Approaches for Multi-Layer Dividend Strategies in a Phase-Type Renewal Risk Model
by Apostolos D. Papaioannou & Lewis Ramsden - 1-26 Relationship between Complex Integration Indices and Inflation Indicators and Their Impact on the Development of Regional Cooperation between Countries to Reduce the Level of Inflationary Risks: Case of the SCO Member Countries
by Valery V. Bezpalov & Sergey A. Lochan & Dmitry V. Fedyunin & Irina V. Polozhentseva & Tatiana V. Gorina
December 2022, Volume 10, Issue 12
- 1-12 Contrarian Profits in Thailand Sustainability Investment-Listed versus in Stock Exchange of Thailand-Listed Companies
by Parichat Sinlapates & Surachai Chancharat - 1-13 The Effects of Index Futures Trading Volume on Spot Market Volatility in a Frontier Market: Evidence from Ho Chi Minh Stock Exchange
by Loc Dong Truong & H. Swint Friday & Anh Thi Kim Nguyen - 1-13 Money as Insurance
by Hannu Laurila - 1-15 An Empirical Analysis for the Determination of Risk Factors of Work-Related Accidents in the Maritime Transportation Sector
by Vicky Zampeta & Gregory Chondrokoukis - 1-18 Forecasting Bitcoin Volatility Using Hybrid GARCH Models with Machine Learning
by Mamoona Zahid & Farhat Iqbal & Dimitrios Koutmos - 1-18 Solutions to Manage Smart Cities’ Risks in Times of Pandemic Crisis
by Mariana Petrova & Iskren Tairov - 1-19 Gaussian Process Regression for Swaption Cube Construction under No-Arbitrage Constraints
by Areski Cousin & Adrien Deleplace & Adrien Misko - 1-20 Sharp Probability Tail Estimates for Portfolio Credit Risk
by Jeffrey F. Collamore & Hasitha de Silva & Anand N. Vidyashankar - 1-21 Working Capital Management Impact on Profitability: Pre-Pandemic and Pandemic Evidence from the European Automotive Industry
by Rezart Demiraj & Suzan Dsouza & Mohammad Abiad - 1-22 In Search of Global Determinants of National Credit-to-GDP Gaps
by Mikhail Stolbov & Maria Shchepeleva - 1-25 Supervised Machine Learning Classification for Short Straddles on the S&P500
by Alexander Brunhuemer & Lukas Larcher & Philipp Seidl & Sascha Desmettre & Johannes Kofler & Gerhard Larcher - 1-50 Explainable Artificial Intelligence (XAI) in Insurance
by Emer Owens & Barry Sheehan & Martin Mullins & Martin Cunneen & Juliane Ressel & German Castignani
November 2022, Volume 10, Issue 12
- 1-14 A Quantum Algorithm for Pricing Asian Options on Valuation Trees
by Mark-Oliver Wolf & Roman Horsky & Jonas Koppe - 1-15 The Effect of Inventory Leanness on Firms’ Credit Ratings: The Case of Pakistan
by Paulo Viegas Carvalho & Sayyed Sadaqat Hussain Shah & Abrish Zaheer & Mário Nuno Mata & António Morão Lourenço - 1-18 Role of the Global Volatility Indices in Predicting the Volatility Index of the Indian Economy
by Akhilesh Prasad & Priti Bakhshi - 1-19 Calibrating FBSDEs Driven Models in Finance via NNs
by Luca Di Persio & Emanuele Lavagnoli & Marco Patacca - 1-20 Spectral Expansions for Credit Risk Modelling with Occupation Times
by Giuseppe Campolieti & Hiromichi Kato & Roman N. Makarov - 1-21 Dynamic Assessment of Cyber Threats in the Field of Insurance
by Lukáš Pavlík & Martin Ficek & Jakub Rak - 1-23 A Generalized Linear Mixed Model for Data Breaches and Its Application in Cyber Insurance
by Meng Sun & Yi Lu - 1-24 Financial Technical Indicator and Algorithmic Trading Strategy Based on Machine Learning and Alternative Data
by Andrea Frattini & Ilaria Bianchini & Alessio Garzonio & Lorenzo Mercuri
October 2022, Volume 10, Issue 11
- 1-12 Is Profit–Loss-Sharing Financing Matter for Islamic Bank’s Profitability? The Indonesian Case
by Sutrisno Sutrisno & Agus Widarjono - 1-13 Macroeconomic Components of the Risks to Fiscal Sustainability in Hungary
by István Ábel & Ádám Kóbor - 1-13 The Quality of Reserve Risk Calculation Models under Solvency II and IFRS 17
by N. Miklós Arató & László Martinek - 1-14 Modeling Under-Reporting in Cyber Incidents
by Seema Sangari & Eric Dallal & Michael Whitman - 1-14 The Effect of CSR Policy on Earnings Management Behavior: Evidence from Visegrad Publicly Listed Enterprises
by Marek Nagy & Katarina Valaskova & Pavol Durana - 1-19 Coherent Diversification Measures in Portfolio Theory: An Axiomatic Foundation
by Gilles Boevi Koumou & Georges Dionne - 1-20 Bivariate Copulas Based on Counter-Monotonic Shock Method
by Farid El Ktaibi & Rachid Bentoumi & Nicola Sottocornola & Mhamed Mesfioui - 1-24 Corporate Social Responsibility in Terms of Sustainable Development: Financial Risk Management Implications
by Denis E. Matytsin & Yelena S. Petrenko & Nadezhda K. Saveleva - 1-28 Scenario Generation for Market Risk Models Using Generative Neural Networks
by Solveig Flaig & Gero Junike
November 2022, Volume 10, Issue 11
- 1-11 Related Party Transactions and Firm Value in Indonesia: Opportunistic vs. Efficient Transactions
by Trisninik Ratih Wulandari & Doddy Setiawan & Ari Kuncara Widagdo - 1-12 Financial Risk and Profitability Management in Russian Insurance Companies in the Context of Digitalization
by Sergey Viktorovich Ilkevich & Ekaterina Yevgenievna Listopad & Natalya Vladimirovna Malinovskaya & Polina Petrovna Rostovtseva & Nataliya Nikolaevna Drobysheva & Andrei Viktorovich Borisov - 1-15 Pricing European Currency Options with High-Frequency Data
by Thi Le & Ariful Hoque - 1-16 The Dynamic Connectedness between Risk and Return in the Fintech Market of India: Evidence Using the GARCH-M Approach
by Mukul Bhatnagar & Ercan Özen & Sanjay Taneja & Simon Grima & Ramona Rupeika-Apoga - 1-16 Development of the PRISM Risk Assessment Method Based on a Multiple AHP-TOPSIS Approach
by Ferenc Bognár & Balázs Szentes & Petra Benedek - 1-20 Optimal Investment Strategy for DC Pension Schemes under Partial Information
by Manli Ban & Hua He & Xiaoqing Liang - 1-21 Trading Binary Options Using Expected Profit and Loss Metrics
by Johannes Hendrik Venter & Pieter Juriaan De Jongh - 1-21 Classifying Insurance Reserve Period via Claim Frequency Domain Using Hawkes Process
by Adhitya Ronnie Effendie & Kariyam & Aisya Nugrafitra Murti & Marfelix Fernaldy Angsari & Gunardi - 1-21 Construction of an SDE Model from Intraday Copper Futures Prices
by Loretta Mastroeni & Pierluigi Vellucci - 1-23 Forecasting Mortality Rates with a Two-Step LASSO Based Vector Autoregressive Model
by Thilini Dulanjali Kularatne & Jackie Li & Yanlin Shi - 1-29 An Overview of Security Breach Probability Models
by Alessandro Mazzoccoli & Maurizio Naldi - 1-31 Dynamic Connectedness between Indicators of the Ghana Stock Exchange Returns and Macroeconomic Fundamentals
by Anthony Adu-Asare Idun & Emmanuel Asafo-Adjei & Anokye Mohammed Adam & Zangina Isshaq - 1-35 A Combined Neural Network Approach for the Prediction of Admission Rates Related to Respiratory Diseases
by Alex Jose & Angus S. Macdonald & George Tzougas & George Streftaris
October 2022, Volume 10, Issue 10
- 1-10 Modeling Momentum and Reversals
by Harvey J. Stein & Jacob Pozharny - 1-15 Effect of Stop-Loss Reinsurance on Primary Insurer Solvency
by Corina Constantinescu & Alexandra Dias & Bo Li & David Šiška & Simon Wang - 1-17 A Bibliometric Analysis of Research on Stochastic Mortality Modelling and Forecasting
by Norkhairunnisa Redzwan & Rozita Ramli - 1-21 Exploring Industry-Level Fairness of Auto Insurance Premiums by Statistical Modeling of Automobile Rate and Classification Data
by Shengkun Xie & Rebecca Luo & Yuanshun Li - 1-22 Inhomogeneous Financial Markets in a Low Interest Rate Environment—A Cluster Analysis of Eurozone Economies
by Tibor Tatay & Zsanett Orlovits & Zsuzsanna Novák - 1-24 Accounting Quality and Audit Attributes on the Stock Price Crashes in an Emerging Market
by Mahdi Salehi & Grzegorz Zimon & Hayder Adnan Hashim & Ryszard Jędrzejczak & Adam Sadowski - 1-24 Corporate Loan Recovery Rates under Downturn Conditions in a Developing Economy: Evidence from Zimbabwe
by Frank Ranganai Matenda & Mabutho Sibanda & Eriyoti Chikodza & Victor Gumbo - 1-27 Spatial-Temporal Evolution and Risk Assessment of Land Finance: Evidence from China
by De Zhou & Ruilin Tian & Zhulu Lin & Liming Liu & Junfeng Wang & Shijia Feng - 1-28 Modeling the Economic Cost of Obesity Risk and Its Relation to the Health Insurance Premium in the United States: A State Level Analysis
by Thomas Woods & Tatjana Miljkovic
September 2022, Volume 10, Issue 10
- 1-17 Which Curve Fits Best: Fitting ROC Curve Models to Empirical Credit-Scoring Data
by Błażej Kochański - 1-17 Thematic Analysis of Financial Technology (Fintech) Influence on the Banking Industry
by Parminder Varma & Shivinder Nijjer & Kiran Sood & Simon Grima & Ramona Rupeika-Apoga - 1-17 Pricing and Hedging Bond Power Exchange Options in a Stochastic String Term-Structure Model
by Lloyd P. Blenman & Alberto Bueno-Guerrero & Steven P. Clark - 1-17 The COVID-19 Impact on Supply Chains, Focusing on the Automotive Segment during the Second and Third Wave of the Pandemic
by Beáta Sz. G. Pató & Márk Herczeg & Ágnes Csiszárik-Kocsir - 1-20 Corporate Governance, Firm Performance and Financial Leverage across Developed and Emerging Economies
by Ploypailin Kijkasiwat & Anwar Hussain & Amna Mumtaz - 1-20 Factors Driving Duration to Cross-Selling in Non-Life Insurance: New Empirical Evidence from Switzerland
by Yves Staudt & Joël Wagner
September 2022, Volume 10, Issue 9
- 1-12 The Risk Management System as an Enhancement Factor for Investment Attractiveness of Russian Enterprises
by Anzhela Sergeevna Voskovskaya & Tatiana Anatolievna Karpova & Tatiana Anatolievna Tantsura & Anna Yurievna Shirokih & Olga Yevgenievna Lebedeva & Kostyantyn Anatol’evich Lebedev - 1-15 Multi-Variate Risk Measures under Wasserstein Barycenter
by M. Andrea Arias-Serna & Jean Michel Loubes & Francisco J. Caro-Lopera - 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