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Risk factor disclosures in the US Airline industry following the COVID-19 pandemic
Penela, Daniela; Palma, Miguel - In: Risks : open access journal 11 (2023) 2, pp. 1-24
study adds to the body of knowledge on risk profiling, particularly as it relates to the airline business, and it offers …
Persistent link: https://www.econbiz.de/10014234380
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Impact of capital structure on profitability : panel data evidence of the telecom industry in the United States
Habibniya, Houshang; Dsouza, Suzan; Rabbani, Mustafa Raza; … - In: Risks : open access journal 10 (2022) 8, pp. 1-19
source of increased profitability in the normal business scenario. It has always been challenging to find the correct debt …-to-total assets ratio was observed. Thus, it is inclined to investigate the capital structure (CapSt) effect on firms’ profitability … Total Equity to Total Assets (TETAs)) on the profitability (Return on Assets (ROA) and Return on Equity (ROE)) of firms in …
Persistent link: https://www.econbiz.de/10013368250
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Effect of capital structure on the financial performance of Ethiopian commercial banks
Muhammed, Seid; Desalegn, Goshu; Emese, Prihoda - In: Risks : open access journal 12 (2024) 4, pp. 1-15
This study aimed to examine the effects of capital structure on the financial performance of Ethiopian commercial banks. The dependent variable, financial performance, is measured by Return on Assets (ROA), while factors such as loan-to-deposit ratio (LDR), asset-to-total equity ratio (ATER),...
Persistent link: https://www.econbiz.de/10014636494
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Optimal dynamic portfolio with mean-CVaR criterion
Li, Jing; Xu, Mingxin - In: Risks : open access journal 1 (2013) 3, pp. 119-147
Value-at-risk (VaR) and conditional value-at-risk (CVaR) are popular risk measures from academic, industrial and regulatory perspectives. The problem of minimizing CVaR is theoretically known to be of a Neyman-Pearson type binary solution. We add a constraint on expected return to investigate...
Persistent link: https://www.econbiz.de/10010338351
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Nested MC-based risk measurement of complex portfolios : acceleration and energy efficiency
Desmettre, Sascha; Korn, Ralf; Varela, Javier Alejandro; … - In: Risks : open access journal 4 (2016) 4, pp. 1-35
Risk analysis and management currently have a strong presence in financial institutions, where high performance and energy efficiency are key requirements for acceleration systems, especially when it comes to intraday analysis. In this regard, we approach the estimation of the widely-employed...
Persistent link: https://www.econbiz.de/10011556579
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Market-risk optimization among the developed and emerging markets with cvar measure and copula simulation
Trabelsi, Nader; Tiwari, Aviral Kumar - In: Risks : open access journal 7 (2019) 3/78, pp. 1-20
In this paper, the generalized Pareto distribution (GPD) copula approach is utilized to solve the conditional value-at-risk (CVaR) portfolio problem. Particularly, this approach used (i) copula to model the complete linear and non-linear correlation dependence structure, (ii) Pareto tails to...
Persistent link: https://www.econbiz.de/10012127555
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Market risk analysis of energy in vietnam
Ngoc Phu Tran; Thang Cong Nguyen; Duc Hong Vo; McAleer, … - In: Risks : open access journal 7 (2019) 4/112, pp. 1-13
The purpose of this paper is to evaluate and estimate market risk for the ten major industries in Vietnam. The focus of the empirical analysis is on the energy sector, which has been designated as one of the four key industries, together with services, food, and telecommunications, targeted for...
Persistent link: https://www.econbiz.de/10012127865
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Formulating MCoVaR to quantify joint transmissions of systemic risk across crypto and non-crypto markets : a multivariate copula approach
Hakim, Arief; Syuhada, Khreshna - In: Risks : open access journal 11 (2023) 2, pp. 1-45
Evidence that cryptocurrencies exhibit speculative bubble behavior is well documented. This evidence could trigger global financial instability leading to systemic risk. It is therefore crucial to quantify systemic risk and investigate its transmission mechanism across crypto markets and other...
Persistent link: https://www.econbiz.de/10014234393
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Multi-Variate risk measures under Wasserstein Barycenter
Arias-Serna, M. Andrea; Loubes, Jean Michel; … - In: Risks : open access journal 10 (2022) 9, pp. 1-15
When the uni-variate risk measure analysis is generalized into the multi-variate setting, many complex theoretical and applied problems arise, and therefore the mathematical models used for risk quantification usually present model risk. As a result, regulators have started to require that the...
Persistent link: https://www.econbiz.de/10013555458
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Corporate governance, firm performance and financial leverage across developed and emerging economies
Ploypailin Kijkasiwat; Hussain, Anwar; Mumtaz, Amna - In: Risks : open access journal 10 (2022) 10, pp. 1-20
This research inquiry analyzed the association between corporate governance and firm performance through the mediating role of financial leverage based on panel data of 2568 firms during the period from 2002 to 2017. The study uses a two-step dynamic panel as well as a generalized method of...
Persistent link: https://www.econbiz.de/10013555519