Journal of Risk Finance


Accounting and Finance

Table Of Contents: Volume 11 Issue 4

Where ignorance is bliss: the “dark corner” of risk classification

Michael R. Powers

The paper aims to explore a risk‐finance context in which less information may be preferable to more information.

Weather derivatives, price forwards, and corporate risk management

Mulong Wang, Min‐Ming Wen, Charles C. Yang

The paper aims to examine theoretically valuation of weather derivatives and their hedging roles in corporate risk management.

Delta hedging a portfolio of servicing rights under gamma and vega constraints with optimal fixed income securities

Anne Zissu, Carlos Ortiz, Charles Stone

The aim of this paper is to develop the optimal delta hedge for a portfolio of mortgage servicing rights (MSR) under the constraint of a zero‐gamma in order to avoid costs…

Information costs in financial markets: evidence from the Tunisian stock market

Imene Safer Chakroun, Abdelkader Hamdouni

The purpose of this paper is to discuss a widespread idea in the financial literature: information in financial markets is free. Indeed, whenever an investor wants to…

A note on probabilistic confidence of the stock market ILS interval forecasts

Chenyi Hu

The purpose of this paper is to associate a probabilistic confidence with the stock market interval forecasts obtained with the interval least squares (ILS) algorithm. The…

Transferring home price risk to investors from individual borrowers

Dhruv Sharma

The purpose of this paper is to outline a new approach to risk management that will create an innovative marketplace mechanism to deal with risk.



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  • Prof Bonnie Buchanan