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A comparative cross-regime analysis on the performance of GARCH-based value-at-risk models : evidence from the Johannesburg stock exchange
Elenjical, Timmy; Mwangi, Patrick; Panulo, Barry; … - In: Risk management : a journal of risk, crisis and disaster 18 (2016) 2/3, pp. 89-110
Persistent link: https://www.econbiz.de/10011537385
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Weighted average price management of manufacturer sales on commodity exchanges
Vavilov, Sergey A.; Kuznetsov, Konstantin S. - In: International journal of financial engineering 5 (2018) 3, pp. 1-17
Persistent link: https://www.econbiz.de/10011923065
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Navigating the "dark waters of globalisation" : global markets, inequalities and the spatial dynamics of risk
Fischbacher-Smith, Denis; Smith, Liam - In: Risk management : a journal of risk, crisis and disaster 17 (2015) 3, pp. 179-203
Persistent link: https://www.econbiz.de/10011438097
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Price risk management by using dynamic hedging based on advanced Black-Scholes model
Lu, Peili; Shen, Jiaqi; Zhao, Liheng; Qin, Haoyang; … - In: International journal of financial engineering 7 (2020) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10012602709
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Liability-driven investments of life insurers under investment credit risk
Georgiopoulos, Nick - In: Risk management : a journal of risk, crisis and disaster 22 (2020) 2, pp. 83-107
Persistent link: https://www.econbiz.de/10012297604
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New development on the third-order stochastic dominance for risk-averse and risk-seeking investors with application in risk management
Chan, Raymond H.; Clark, Ephraim; Guo, Xu; Wong, Wing Keung - In: Risk management : a journal of risk, crisis and disaster 22 (2020) 2, pp. 108-132
Persistent link: https://www.econbiz.de/10012297611
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Firm, industry and economic determinants of working capital at risk
Eldomiaty, Tarek Ibrahim; Rashwan, Mohamed Hashem; El … - In: International journal of financial engineering 3 (2016) 4, pp. 1-29
Persistent link: https://www.econbiz.de/10011673093
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Bank risk shifting and diversification in an emerging market
Batten, Jonathan A.; Xuan Vinh Vo - In: Risk management : a journal of risk, crisis and disaster 18 (2016) 4, pp. 217-235
Persistent link: https://www.econbiz.de/10011596565
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Corporate risk management practices and firm value in an emerging market : a mixed methods approach
Danisman, Gamze Ozturk; Demirel, Pelin - In: Risk management : a journal of risk, crisis and disaster 21 (2019) 1, pp. 19-47
Persistent link: https://www.econbiz.de/10011988241
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Bank-insurer-firm tripartite interconnectedness of credit risk exposures in a cross-shareholding network
Kanno, Masayasu - In: Risk management : a journal of risk, crisis and disaster 20 (2018) 4, pp. 273-303
Persistent link: https://www.econbiz.de/10011962180