Journal of Risk Finance: Volume 11 Issue 3

Uncertainty principles in risk finance

Michael R. Powers

The purpose of this editorial is to consider the existence and implications of epistemological constraints in the field of risk finance arising from statistical inequalities…

The growing importance of risk in financial regulation

Marianne Ojo

The purpose of this paper is not only seek to trace developments that have contributed to the importance of risk in regulation, but also to justify why risk has become so…

A bird's view of info‐gap decision theory

Moshe Sniedovich

The purpose of this paper is to clarify a number of important facts about info‐gap decision theory.

Disentangling the value premium in the UK

Sulaiman Mouselli

The aim of this paper is twofold. First, it aims to provide better understanding for the main sources behind the value premium in the UK. Second, given that the value factor (HML…

Volatility persistence and trading volume in an emerging futures market: Evidence from NSE Nifty stock index futures

Pratap Chandra Pati, Prabina Rajib

The purpose of this paper is to estimate time‐varying conditional volatility, and examine the extent to which trading volume, as a proxy for information arrival, explain the…

Overreaction and portfolio‐selection strategies in the Tunisian stock market

Mohamed Ali Trabelsi

The purpose of this paper is to present a new strategy of portfolio selection.

Risk exposure and corporate financial policy on the Ghana Stock Exchange

Godfred A. Bokpin, Anthony Q.Q. Aboagye, Kofi A. Osei

The purpose of this paper is to examine the extent to which corporate managers alter their capital structure in response to risk exposures on the Ghana Stock Exchange (GSE).

Is there risk of a cataclysm? Changing perceptions of the dollar

Check Teck Foo

Size matters: risk and scale

Michael Mainelli, Bob Giffords