Journal of Risk Finance
Issue(s) available: 102 – From Volume: 1 Issue: 1, to Volume: 22 Issue: 2
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Volume 2
Volume 1
Optimal asset allocation in retirement planning: threshold-based utility maximization
Maximilian Bär, Nadine Gatzert, Jochen RußThe aim of this paper is to modify the shape of utility functions traditionally used in expected utility theory (EUT) to derive optimal retirement saving decisions…
Volatility discovery in cryptocurrency markets
Thomas Dimpfl, Dalia ElshiatyCryptocurrency markets are notoriously noisy, but not all markets might behave in the exact same way. Therefore, the aim of this paper is to investigate which one of the…
Copula methods for evaluating relative tail forecasting performance
Ángel León, Trino-Manuel ÑíguezThe authors apply their method to analyze which portfolios are capable of providing superior performance to those based on the Sharpe ratio (SR).
Dividend policy and the downside risk in stock prices: evidence from the MENA region
Omar Farooq, Harit Satt, Fatima Zahra Bendriouch, Diae LamiriThe aim of this paper is to document the impact of dividend policies on the downside risk in stock prices.
Cyber risk management in SMEs: insights from industry surveys
Felicitas Hoppe, Nadine Gatzert, Petra GrunerThis article aims to gain insights on the current state of small- and medium-sized enterprises’ (SMEs’) cyber risk management process and to derive future research directions.
How inefficient is an inefficient credit process? An analysis of the Italian banking system
Peter Cincinelli, Domenico PiattiThe paper aims to disentangle the physiological credit risk from the credit risk coming from the inefficient screening and monitoring management process. The analysis is…
Calculating lifetime expected loss for IFRS 9: which formula is measuring what?
Bernd EngelmannThe purpose of this article is to derive formulas for lifetime expected credit loss of loans that are required for the calculation of loan loss reserves under IFRS 9. This…
ISSN:
1526-5943Online date, start – end:
1999Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridMerged from:
Balance SheetEditor:
- Prof Bonnie Buchanan
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