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A new measure for idiosyncratic risk based on decomposition method
Lee, Meng-Horng; Hooy, Chee Wooi; Brooks, Robert - In: Journal of risk and financial management : JRFM 16 (2023) 1, pp. 1-8
This paper introduces an alternate measure of idiosyncratic risk leveraged from the decomposition method to further eliminate the residual systematic risk inherent in the factor asset pricing model. Combining both complementary techniques contributes to a more comprehensive firm-level...
Persistent link: https://www.econbiz.de/10014289732
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An introduction to derivatives and risk management
Chance, Don M.; Brooks, Robert - 2016 - 10. ed.
Persistent link: https://www.econbiz.de/10011381328
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On the role of ontology-based RegTech for managing risk and compliance reporting in the age of regulation
Butler, Tom; Brooks, Robert - In: Journal of risk management in financial institutions 11 (2017/2018) 1, pp. 19-33
Persistent link: https://www.econbiz.de/10011860980
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Transforming the theory and practice of risk management in financial enterprises
Butler, Tom; Brooks, Robert - In: Journal / The Capco Institute : journal of financial … 46 (2017), pp. 88-107
Persistent link: https://www.econbiz.de/10012107060
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Spread options and risk management : lognormal versus normal distribution approach
Brooks, Robert; Cline, Brandon N. - In: Financial services review : the journal of individual … 24 (2015) 1, pp. 15-35
Persistent link: https://www.econbiz.de/10011312166
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A life cycle view of enterprise risk management : Southwest Airlines jet fuel hedging
Brooks, Robert - In: Journal of financial education 38 (2012) 3/4, pp. 33-45
Persistent link: https://www.econbiz.de/10009672183
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On the wicked problem of quantifying and managing non-financial risks and the role of digital technology in providing solutions
Butler, Tom; Brooks, Robert - In: Journal of risk management in financial institutions 17 (2023) 1, pp. 53-70
Persistent link: https://www.econbiz.de/10014489154
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Achieving operational resilience in the financial industry : insights from complex adaptive systems theory and implications for risk management
Butler, Tom; Brooks, Robert - In: Journal of risk management in financial institutions 14 (2020/2021) 4, pp. 395-407
Persistent link: https://www.econbiz.de/10012818428
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An enterprise perspective of performance attribution : introducing the keel model
Brooks, Robert - In: Journal of risk 20 (2017/2018) 2, pp. 53-84
Persistent link: https://www.econbiz.de/10013262949
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Time-varying beta risk of Australian industry portfolios : a comparison of modelling techniques
Brooks, Robert - In: Australian journal of management 23 (1998) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10001256324