Journal of Risk Finance: Volume 16 Issue 2

Risk management in SMEs: a systematic review of available evidence

Eva Maria Falkner, Martin R.W. Hiebl

The purpose of this paper is to provide a systematic literature review of available research evidence on risk management in small and medium-sized enterprises (SMEs). The authors…

Multivariate credit portfolio management using cluster analysis

Stefan Klotz, Andreas Lindermeir

This paper aims to improve decision making in credit portfolio management through analytical data-mining methods, which should be used as data availability and data quality of…

Hedging and debt overhang: a conceptual note

Jacques A. Schnabel

This paper aims to examine the nexus between hedging, which reduces the volatility of corporate assets, and the anomaly of debt overhang, whereby corporate management is motivated…

Computing value-at-risk using genetic algorithm

Bhanu Sharma, Ruppa K. Thulasiram, Parimala Thulasiraman

Value-at-risk (VaR) is a risk measure of potential loss on a specific portfolio. The main uses of VaR are in risk management and financial reporting. Researchers are continuously…

A note on dynamic hedging: Empirical evidence from FTSE-100 and S&P 500 futures markets

Moawia Alghalith, Christos Floros, Ricardo Lalloo

– The purpose of this paper is to empirically test dynamic hedging, using data from the FTSE-100 and Standard & Poor’s (S&P) 500 futures indices.

Portfolio diversification during monetary loosening policy

Kamil Makiel

The purpose of the paper is to analyze the impact of quantitative easing (QE) performed in the USA on relationship between assets mainly from mining and oil industries. Based on…

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