commodities and biofuel helps commodity suppliers hedge their portfolios, and manage the risk and co-risk of their biofuel and … should be considered as viable futures products in financial portfolios for risk management. …

commodities and biofuel helps commodity suppliers hedge their portfolios, and manage the risk and co-risk of their biofuel and … should be considered as viable futures products in financial portfolios for risk management. …

of tax revenue receipts. A framework is presented for risk management of daily tourist tax revenues for the Maldives … international tourist arrivals and their growth rate is analogous to the volatility (or dynamic risk) in financial returns. The …

strategies, affects financial performance when risk is measured. We use the MA rule for market timing, that is, for when to buy … stocks and when to shift to the risk-free rate. The important issue regarding the predictability of returns is assessed. It …

strategies, affects financial performance when risk is measured. We use the MA rule for market timing, that is, for when to buy … stocks and when to shift to the risk-free rate. The important issue regarding the predictability of returns is assessed. It …

improved risk management during the global financial crisis, the role of banking regulation in an economy under credit risk and …-market noise, stress testing correlation matrices for risk management, whether bank relationship matters for corporate risk taking … illustrations, EVT and tail-risk modelling, with evidence from market indices and volatility series, the economics of data using …

Volatility is an indispensible component of sensible portfolio risk management. The volatility of an asset of composite …, and hence is not model based. Speculators can trade on volatility risk with VIX derivatives, with views on whether … risk. VIX and its options and futures derivatives has been widely analysed in recent years. An alternative volatility …

Modelling, monitoring and forecasting volatility are indispensible to sensible portfolio risk management. The … put options over a wide range of strike prices, and hence is not model based. Speculators can trade on volatility risk … volatility derivatives to avoid exposure to volatility risk. VIX and its options and futures derivatives has been widely analysed …

Modelling, monitoring and forecasting volatility are indispensible to sensible portfolio risk management. The … put options over a wide range of strike prices, and hence is not model based. Speculators can trade on volatility risk … volatility derivatives to avoid exposure to volatility risk. VIX and its options and futures derivatives has been widely analysed …

Risk management is crucial for optimal portfolio management. One of the fastest growing areas in empirical finance is … the expansion of financial derivatives. The purpose of this special issue on “Risk Management and Financial Derivatives … contributed significantly to the analysis of risk management, with an emphasis on financial derivatives, specifically conditional …