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The determinants of frequency and severity of operational losses in Tunisian insurance industry.

Hemrit, Wael; Arab, Mounira Ben - In: Journal of Risk Finance 13 (2012), pp. 438-475

Purpose – The purpose of this paper is to examine the determinants of operational losses in insurance companies. Design … integrates a quantitative aspect that reflects the mode of organization in the insurance company. In this paper, it would be more … negatively related to the Variety of Insurance Activities (VARIACT). The paper also found a decrease in the frequency of losses …

Persistent link: https://www.econbiz.de/10010815066

Zero-modified discrete distributions for operational risk modelling

Mouatassim, Younes - In: Journal of Risk Finance 13 (2012), pp. 476-490

Purpose – The purpose of this paper is to introduce the zero-modified distributions in the calculation of operational value-at-risk. Design/methodology/approach – This kind of distributions is preferred when excess of zeroes is observed. In operational risk, this phenomenon may be due to the...

Persistent link: https://www.econbiz.de/10010720095

Differences in the risk management practices of Islamic versus conventional financial institutions in Pakistan: An empirical study

Shafique, Owais; Hussain, Nazik; Hassan, M. Taimoor - In: Journal of Risk Finance 14 (2013) February, pp. 179-196

Purpose – The purpose of this paper is to provide an insight into the differences in the risk management practices of Islamic financial institutions (IFI) and conventional financial institutions (CFI) in Pakistan. Design/methodology/approach – The study makes use of primary data collection...

Persistent link: https://www.econbiz.de/10010611054

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

Chakroun, Imene Safer; Hamdouni, Abdelkader - In: Journal of Risk Finance 11 (2010) August, pp. 401-409

Purpose – 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 intervene to purchase and/or to sell, he/she faces the need to access the information, which he/she judges to ensure...

Persistent link: https://www.econbiz.de/10010815052

Overreaction and portfolio-selection strategies in the Tunisian stock market

Trabelsi, Mohamed Ali - In: Journal of Risk Finance 11 (2010) May, pp. 310-322

/methodology/approach – After making a comparative survey of different strategies of portfolio selection adopted by portfolio managers in Tunisia …

Persistent link: https://www.econbiz.de/10010717478

Predicting Tunisian mutual fund performance using dynamic panel data model

Belgacem, Samira Ben; Hellara, Slaheddine - In: Journal of Risk Finance 12 (2011) May, pp. 208-225

Purpose – The purpose of this paper is to examine the ability of well known fund characteristics such as the recent past performance, fund size, management fees, fund age, net asset value and fund growth so as to explain Tunisian equity mutual fund performance. Design/methodology/approach –...

Persistent link: https://www.econbiz.de/10010720086

Predicting Tunisian mutual fund performance using dynamic panel data model

Belgacem, Samira Ben; Hellara, Slaheddine - In: Journal of Risk Finance 11 (2011) May, pp. 208-225

Persistent link: https://www.econbiz.de/10010610672

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

Chakroun, Imene Safer; Hamdouni, Abdelkader - In: Journal of Risk Finance 11 (2010) August, pp. 401-409

Persistent link: https://www.econbiz.de/10010610678

Overreaction and portfolio-selection strategies in the Tunisian stock market

Trabelsi, Mohamed Ali - In: Journal of Risk Finance 11 (2010) May, pp. 310-322

/methodology/approach – After making a comparative survey of different strategies of portfolio selection adopted by portfolio managers in Tunisia …

Persistent link: https://www.econbiz.de/10010611041

Earthquake insurance for Greece: comparative analysis and pricing issues

Petseti, Aglaia; Nektarios, Milton - In: Journal of Risk Finance 14 (2013) May, pp. 251-265

for the proposed national insurance scheme. Design/methodology/approach – The benchmarking analysis of the proposed scheme … is undertaken in comparison to the best practices of the catastrophe insurance systems operating in most member-states of … proposed national insurance scheme are estimated for all CRESTA zones of the country. Research limitations …

Persistent link: https://www.econbiz.de/10010691544