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Benchmarking operational risk stress testing models
Curti, Filippo; Migueis, Marco; Stewart, Robert - In: The journal of operational risk 15 (2020) 2, pp. 27-42
Persistent link: https://www.econbiz.de/10013177363
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Market orientation, balance sheets and risk profile of Islamic banks
Anjum, Shahid - In: International journal of economic policy in emerging … 8 (2015) 4, pp. 318-331
Persistent link: https://www.econbiz.de/10011505986
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Hedge accounting and its consequences on portfolio earnings : a simulation study
Müller, Viktoria - In: Accounting in Europe 17 (2020) 2, pp. 204-237
Persistent link: https://www.econbiz.de/10012255512
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Three Essays on Hedge Fund Risk Taking, Hedge Fund Herding, and Audit Experts
Mattes, Achim - 2014
Persistent link: https://www.econbiz.de/10010503103
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Financial risk management and hedge accounting
Kablan, Ali - In: Managerial issues in finance and banking : a strategic …, (pp. 99-109). 2014
Persistent link: https://www.econbiz.de/10010208421
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Knowledge, economy, society : challenges and development of modern finance and information technology in changing market conditions
Malina, Anna (ed.); Węgrzyn, Ryszard (ed.) - Uniwersytet Ekonomiczny w Krakowie / Faculty of Management; … - 2016
Persistent link: https://www.econbiz.de/10011762670
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New drivers of performance in a changing financial world
Carretta, Alessandro (contributor) - 2009
Persistent link: https://www.econbiz.de/10003685355
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Credit, liquidity and market risks on financial performance : evidence from rural banks in Ghana
Saeed, Musah Mohammed; Hollack, Obeng - In: International journal of accounting and finance 11 (2023) 4, pp. 285-304
Persistent link: https://www.econbiz.de/10014545171
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Hedge-Fund Performance and Liquidity Risk
Sadka, Ronnie - 2011
This paper demonstrates that liquidity risk as measured by the covariation of fund returns with unexpected changes in aggregate liquidity is an important predictor of hedge-fund performance. The results show that funds that significantly load on liquidity risk subsequently outperform low-loading...
Persistent link: https://www.econbiz.de/10013121145
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Hedge-Fund Performance and Liquidity Risk
Sadka, Ronnie - 2012
This paper demonstrates that liquidity risk as measured by the covariation of fund returns with unexpected changes in aggregate liquidity is an important predictor of hedge-fund performance. The results show that funds that significantly load on liquidity risk subsequently outperform low-loading...
Persistent link: https://www.econbiz.de/10013105733