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Inflation Risk Premia in the Term Structure of
Interest Rates
Peter Hördahl, Oreste Tristani |
Investment, Idiosyncratic Risk, and Ownership
Vasia Panousi, DimItris Papanikolaou |
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Enterprise Risk Management Through Strategic Allocation of Capital
Jing Ai, Patrick L. Brockett, William W. Cooper,
Linda L. Golden |
The Pricing of Risk and Sentiment: A Study of Executive Stock Options
Charles Chang, Li-jiun Chen, Cheng-der Fuh |
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Risk-Adjusted Measures of Value Creation in Financial Institutions
Alistair Milne and Mario Onorato |
Default and Systematic Risk in Equilibrium
Agostino Capponi, Martin Larsson |
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Has Globalization Improved International Risk Sharing?
Nikolaos Antonakakis, Johann Scharler |
The Relationship between Borrower Risk and Loan Maturity in Small Business Lending
Karolin Kirschenmann and Lars Norden |
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The Information Content of OTC Individual Put
Option Implied Volatility for Credit Default Swap Spreads
Yuen Jung Park and Tong Suk Kim |
Macroprudential Policy – a Literature Review
Gabriele Galati, Richhild Moessner |
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Investors’ preference towards risk: evidence from
the Taiwan stock and stock index futures markets
Zhuo Qiao, Ephraim Clark and Wing-Keung Wong |
Portfolio Optimization Under a Stressed-Beta Model
Jean-Pierre Fouque, Adam P. Tashman |
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Minimizing the Cost of Risk with Simulation Optimization Technique
Yu Lei |
The Impact of Liquidity Risk: A Fresh Look
Sebastian Stange and Christoph Kaserer |
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What risks do corporate bond put features insure against?
Redouane Elkamhi, Jan Ericsson, Hao Wang |
Volatility Risk Premium, Risk Aversion, and the Cross-Section of Stock Returns
Peter Nyberg, Anders Wilhelmsson |
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Identifying Contagion Risk in the International Banking System: an Extreme Value Theory
Approach
Jorge Antonio Chan-Lau, Srobona Mitra,
Li Lian Ong |
Earnings News and Market Risk: is the Magnitude of the Post-earnings Announcement Drift Underestimated?
Leon Zolotoy |
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Assessing Project Risk
Antonio E. Bernardo, Bhagwan Chowdhry,
Amit Goyal |
The Post-SOX Evolution of the Client Portfolio of the Second Tier: A Focus on Restatement and Internal Control Risk
R. Mithu Dey, Ashok Robin |
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Risk
Return Trade-off and Behaviour of Volatility on the South African Stock
Market: Evidence from both Aggregate and Disaggregate Data
Neville Zivanayi MandImika, Zivanemoyo Chinzara |
'Re-Opening the Black Box’: the Story of Implementing a Risk Analysis Method in a French Local Government
Sébastien Rocher |
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Pension Plan Funding, Technology Choice, and the Equity Risk Premium
David C. Webb |
The
Influence of Managerial Ownership on Bank Market Value, Performance,
and Risk: Evidence from Banksn Listed on the Stoxx Global Index
Mohamed Azzim Gulamhussen, Carlos Pinheiro, Rui Sousa |
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The impact of the 2007-2009 crisis on social security and private pension funds: A threat to their financial soundness?
Ariel Pino, Juan Yermo |
