Summary and Info
This is a paper collection on the topic of financial risk. The articles in this collection analyze financial risk from a multitude of angles and disciplines, including accounting, economics, and mathematics. Topics covered by articles in this collection include the influence of mood on the willingness to take financial risks, risk models, risk economics, financial risk following the global financial crisis, and risk and longevity in investments and hedges.The papers are bundled for your convenience and have been cleaned w.r.t. cover sheets and tracking texts. Bookmarks have been added for ease of navigation.FYI, here is the full bibliographic information of the papers included (the DOIs are "urlencoded", i.e. you may want to change "%2F" to a slash "/"):Accounting and Business Research Volume 42 issue 3 2012 [doi 10.1080%2F00014788.2012.681855] Ryan, Stephen G -- Risk reporting quality - implications of academic research for financial reporting policyAccounting and Business Research Volume 44 issue 3 2014 [doi 10.1080%2F00014788.2014.883062] Jost, Sven P; Pfaffermayr Michael; Winner Hannes -- Transfer pricing as a tax compliance riskApplied Financial Economics Volume 21 issue 24 2011 [doi 10.1080%2F09603107.2011.595677] Su, Y. C; Huang H. C; Lin Y. J -- GJR-GARCH model in value-at-risk of financial holdingsApplied Financial Economics Volume 22 issue 1 2012 [doi 10.1080%2F09603107.2011.597723] Yoon, Sun-Joong; Byun Suk Joon -- Implied risk aversion and volatility risk premiumsApplied Financial Economics Volume 22 issue 15 2012 [doi 10.1080%2F09603107.2011.646064] Eichler, Stefan -- The impact of banking and sovereign debt crisis risk in the eurozone on the euro-US dollar exchange rateApplied Financial Economics Volume 22 issue 18 2012 [doi 10.1080%2F09603107.2012.667546] Plunus, Severine; Huebner Georges; Peters Jean-Philippe -- Measuring operational risk in financial institutionsApplied Financial Economics Volume 23 issue 2 2013 [doi 10.1080%2F09603107.2012.709600] Zhou, Jian -- Extreme risk spillover among international REIT marketsApplied Financial Economics Volume 24 issue 11 2014 [doi 10.1080%2F09603107.2014.904487] Lu, Su-Lien; Lee Kuo-Jung; Yu Chia-Chang -- Momentum strategy and credit riskApplied Mathematical Finance Volume 19 issue 1 2012 [doi 10.1080%2F1350486x.2011.591170] Haerdle, Wolfgang Karl; Cabrera Brenda Lopez -- The Implied Market Price of Weather RiskChina Journal of Accounting Studies Volume 1 issue 1 2013 [doi 10.1080%2F21697221.2013.781766] Zhang, Tianshu; Huang Jun -- The Risk Premium of Audit Fee - Evidence from the 2008 Financial CrisisChina Journal of Accounting Studies Volume 1 issue 3-4 2013 [doi 10.1080%2F21697221.2013.867401] Bai, Jun; Lian Lishuai -- Why do state-owned enterprises over-invest - Government intervention or managerial entrenchmentEuropean Accounting Review Volume 23 issue 1 2014 [doi 10.1080%2F09638180.2013.774703] Gietzmann, Miles B; Pettinicchio Angela K -- External Auditor Reassessment of Client Business Risk Following the Issuance of a Comment Letter by the SECEuropean Accounting Review Volume UNKNOWN issue 0 2012 [doi 10.1080%2F09638180.2012.661937] Paape, Leen; Spekle Roland F -- The Adoption and Design of Enterprise Risk Management Practices - An Empirical StudyEuropean Accounting Review Volume UNKNOWN issue 0 2014 [doi 10.1080%2F09638180.2014.906316] Batta, George; Sucre Heredia Ricardo; Weidenmier Marc -- Political Connections and Accounting Quality under High Expropriation RiskEuropean Accounting Review Volume UNKNOWN issue 0 2014 [doi 10.1080%2F09638180.2014.918518] Chen, Tsung-Kang; Tseng Yijie; Hsieh Yu-Ting -- Real Earnings Management Uncertainty and Corporate Credit RiskInternational Journal of Computer Mathematics Volume UNKNOWN issue 0 2014 [doi 10.1080%2F00207160.2014.887274] Shidfar; Paryab Kh; Yazdanian A. R; Pirvu Traian A -- Numerical analysis for Spread option pricing model of markets with finite liquidiInternational Journal of Computer Mathematics Volume UNKNOWN issue 0 2014 [doi 10.1080%2F00207160.2014.898065] Gibert, Karina; Conti Dante -- On the understanding of profiles by means of post-processing techniques - an application to financial assetsJournal of Applied Statistics Volume 37 issue 11 2010 [doi 10.1080%2F02664760903164921] Figini, Silvia; Giudici Paolo; Uberti Pierpaolo -- A threshold based approach to merge data in financial risk managementJournal of Risk Research Volume 10 issue 1 2007 [doi 10.1080%2F13669870601054845] Hood, John; Asenova Darinka; Bailey Stephen; Manochin Melina -- The UK s Prudential Borrowing Framework - A Retrograde Step in Managing RiskJournal of Risk Research Volume 11 issue 6 2008 [doi 10.1080%2F13669870801967259] Wang, Mei; Fischbeck Paul S -- Evaluating lotteries, risks, and risk-mitigation programsJournal of Risk Research Volume 11 issue 7 2008 [doi 10.1080%2F13669870802090390] Grable, John E; Roszkowski Michael J -- The influence of mood on the willingness to take financial risksJournal of Risk Research Volume 14 issue 10 2011 [doi 10.1080%2F13669877.2011.587887] Parnaby, Patrick -- Health and finance - exploring the parallels between health care delivery and professional financial planningJournal of Risk Research Volume 14 issue 10 2011 [doi 10.1080%2F13669877.2011.591501] Bryce, Cormac; Webb Robert; Adams Jennifer -- Internal loss data collection implementation - evidence from a large UK financial institutionJournal of Risk Research Volume 15 issue 2 2012 [doi 10.1080%2F13669877.2011.634512] Torriti, Jacopo; Loefstedt Ragnar -- The first five years of the EU Impact Assessment system - a risk economics perspective on gaps between rationale and practiceJournal of Risk Research Volume 15 issue 9 2012 [doi 10.1080%2F13669877.2012.705312] Baublyte, Lijana; Mullins Martin; Garvey John -- Risk selection in the London political risk insurance market - the role of tacit knowledge, trust and heuristicsJournal of Risk Research Volume 17 issue 2 2014 [doi 10.1080%2F13669877.2013.808685] Kim, Eun-sung -- How did enterprise risk management first appear in the Korean public sectorJournal of Risk Research Volume 17 issue 3 2014 [doi 10.1080%2F13669877.2013.808688] Prause, Nicole; Lawyer Steven -- Specificity of reinforcement for risk behaviors of the Balloon Analog Risk Task using math models of performanceJournal of Risk Research Volume 17 issue 3 2014 [doi 10.1080%2F13669877.2013.815648] Gebreegziabher, Kinfe; Tadesse Tewodros -- Risk perception and management in smallholder dairy farming in Tigray, Northern EthiopiaJournal of Risk Research Volume 17 issue 8 2013 [doi 10.1080%2F13669877.2013.841725] Schiller, Frank; Prpich George -- Learning to organise risk management in organisations - what future for enterprise risk managementJournal of Risk Research Volume UNKNOWN issue 0 2014 [doi 10.1080%2F13669877.2014.910678] Lucarelli, Caterina; Uberti Pierpaolo; Brighetti Gianni -- Misclassifications in financial risk toleranceJournal of Sustainable Finance and Investment Volume 3 issue 1 2013 [doi 10.1080%2F20430795.2012.738600] Beyhaghi, Mehdi; Hawley James P -- Modern portfolio theory and risk management - assumptions and unintended consequencesJournal of Sustainable Finance and Investment Volume 3 issue 1 2013 [doi 10.1080%2F20430795.2013.765382] Benjamin, Emmanuel Olatunbosun -- Credit risk modelling and sustainable agriculture - asset evaluation and rural carbon revenueJournal of Sustainable Finance and Investment Volume 4 issue 2 2013 [doi 10.1080%2F20430795.2013.837810] Hill Clarvis; Halle Martin; Mulder Ivo; Yarime Masaru -- Towards a new framework to account for environmental risk in sovereign credit risk aNorth American Actuarial Journal Volume 14 issue 2 2010 [doi 10.1080%2F10920277.2010.10597583] Golden; Yang Charles C; Zou Hong -- The Effectiveness of Using a Basis Hedging Strategy to Mitigate the Financial Consequences of Weather-Related RisksNorth American Actuarial Journal Volume 15 issue 2 2011 [doi 10.1080%2F10920277.2011.10597616] Li, Johnny Siu-Hang; Hardy Mary R -- Measuring Basis Risk in Longevity HedgesNorth American Actuarial Journal Volume 16 issue 4 2012 [doi 10.1080%2F10920277.2012.10597643] Gatzert, Nadine; Schmitt-Hoermann Gudrun; Schmeiser Hato -- Optimal Risk Classification with an Application to Substandard AnnuitiesNorth American Actuarial Journal Volume 17 issue 1 2013 [doi 10.1080%2F10920277.2013.775011] Panning, William H -- Managing the Invisible - Identifying Value-Maximizing Combinations of Risk and CapitalNorth American Actuarial Journal Volume 17 issue 4 2013 [doi 10.1080%2F10920277.2013.839377] Boyer, M. Martin; Nyce Charles M -- An Industrial Organization Theory of Risk SharingNorth American Actuarial Journal Volume 18 issue 1 2014 [doi 10.1080%2F10920277.2013.852064] Lin, Yijia; Tan Ken Seng; Tian Ruilin; Yu Jifeng -- Downside Risk Management of a Defined Benefit Plan Considering Longevity Basis RiskNorth American Actuarial Journal Volume 18 issue 1 2014 [doi 10.1080%2F10920277.2013.872552] Biffis, Enrico; Blake David -- Keeping Some Skin in the Game - How to Start a Capital Market in Longevity Risk TransfersNorth American Actuarial Journal Volume 18 issue 1 2014 [doi 10.1080%2F10920277.2013.876911] Zhu, Nan; Bauer Daniel -- A Cautionary Note on Natural Hedging of Longevity RiskNorth American Actuarial Journal Volume 18 issue 1 2014 [doi 10.1080%2F10920277.2014.882252] Alai; Chen Hua; Cho Daniel; Hanewald Katja; Sherris Michael -- Developing Equity Release Markets - Risk Analysis for Reverse Mortgages and Home ReversionsQuantitative Finance Letters Volume 1 issue 1 2013 [doi 10.1080%2F21649502.2013.803757] Ziemba, William T -- The case for convex risk measures and scenario-dependent correlation matrices to replace VaR, C-VaR and covariance simulations for saferQuantitative Finance Letters Volume 1 issue 1 2013 [doi 10.1080%2F21649502.2013.808029] Cherubini, Umberto -- Credit valuation adjustment and wrong way riskQuantitative Finance Letters Volume 1 issue 1 2013 [doi 10.1080%2F21649502.2013.865067] Boudt, Kris; Peeters Benedict -- Asset allocation with risk factorsQuantitative Finance Letters Volume 1 issue 1 2013 [doi 10.1080%2F21649502.2013.865068] Maymin, Philip Z; Maymin Zakhar G -- Maimonides risk parityQuantitative Finance Volume 10 issue 10 2010 [doi 10.1080%2F14697680903382776] Bielecki, Tomasz R; Crepey Stephane; Jeanblanc Monique -- Up and down credit riskQuantitative Finance Volume 10 issue 6 2010 [doi 10.1080%2F14697681003685597] Cont, Rama; Deguest Romain; Scandolo Giacomo -- Robustness and sensitivity analysis of risk measurement proceduresQuantitative Finance Volume 10 issue 8 2010 [doi 10.1080%2F14697680903358222] Boecker, Klaus; Klueppelberg Claudia -- Multivariate models for operational riskQuantitative Finance Volume 11 issue 10 2011 [doi 10.1080%2F14697680903193413] Putschoegl, Wolfgang; Sass Joern -- Optimal investment under dynamic risk constraints and partial informationQuantitative Finance Volume 12 issue 10 2012 [doi 10.1080%2F14697688.2011.564199] Sak, Halis; Hoermann Wolfgang -- Fast simulations in credit riskQuantitative Finance Volume 12 issue 10 2012 [doi 10.1080%2F14697688.2011.650185] Scherer, Bernd -- Market risks in asset management companiesQuantitative Finance Volume 12 issue 6 2012 [doi 10.1080%2F14697688.2010.488810] Font, Begona; Grau Alfredo Juan -- Exchange rate and inflation risk premia in the EMUQuantitative Finance Volume 13 issue 12 2013 [doi 10.1080%2F14697688.2011.592854] Kim, Yong -- Modeling of commercial real estate credit risksQuantitative Finance Volume 13 issue 8 2013 [doi 10.1080%2F14697688.2012.741693] Shiu, Yung-Ming; Chou Pai-Lung; Sheu Jen-Wen -- A closed-form approximation for valuing European basket warrants under credit risk and interest rate riskQuantitative Finance Volume 14 issue 1 2014 [doi 10.1080%2F14697688.2013.822989] Glasserman, Paul; Xu Xingbo -- Robust risk measurement and model riskScandinavian Actuarial Journal Volume 2014 issue 4 2014 [doi 10.1080%2F03461238.2012.723043] Landriault, David; Shi Tianxiang -- First passage time for compound Poisson processes with diffusion - ruin theoretical and financial applicationsScandinavian Actuarial Journal Volume 2014 issue 6 2012 [doi 10.1080%2F03461238.2012.724442] Aro, Helena; Pennanen Teemu -- Stochastic modelling of mortality and financial marketsScandinavian Actuarial Journal Volume 2014 issue 7 2013 [doi 10.1080%2F03461238.2012.750621] Liu, Jingzhen; Yiu Ka-Fai Cedric; Siu Tak Kuen -- Optimal investment of an insurer with regime-switching and risk constraintScandinavian Actuarial Journal Volume UNKNOWN issue 0 2013 [doi 10.1080%2F03461238.2013.787367] Alm, Jonas -- A simulation model for calculating solvency capital requirements for non-life insurance riskScandinavian Actuarial Journal Volume UNKNOWN issue 0 2014 [doi 10.1080%2F03461238.2013.850442] Debicki, Krzysztof; Hashorva Enkelejd; Ji Lanpeng -- Gaussian risk models with financial constraintsScandinavian Actuarial Journal Volume UNKNOWN issue 0 2014 [doi 10.1080%2F03461238.2013.876927] Jorgensen, Peter Luechte; Gatzert Nadine -- On risk charges and shadow account options in pension fundsScandinavian Actuarial Journal Volume UNKNOWN issue 0 2014 [doi 10.1080%2F03461238.2013.878853] Yang, Yang; Konstantinides Dimitrios G -- Asymptotics for ruin probabilities in a discrete-time risk model with dependent financial and insurance risksScandinavian Actuarial Journal Volume UNKNOWN issue 0 2014 [doi 10.1080%2F03461238.2014.884017] Yang, Haizhong; Gao Wei; Li Jinzhu -- Asymptotic ruin probabilities for a discrete-time risk model with dependent insurance and financial risksStochastics An International Journal of Probability and Stochastic Processes Volume 85 issue 1 2013 [doi 10.1080%2F17442508.2011.653566] Egami, Masahiko; Yamazaki Kazutoshi -- Precautionary measures for credit risk management in jump modelsStochastics An International Journal of Probability and Stochastic Processes Volume 85 issue 5 2013 [doi 10.1080%2F17442508.2012.673616] Martynov, Mikhail; Rozanova Olga -- On dependence of volatility on return for stochastic volatility modelsStochastics An International Journal of Probability and Stochastic Processes Volume 86 issue 4 2014 [doi 10.1080%2F17442508.2013.859388] Liu; Mamon Rogemar; Gao Huan -- A generalized pricing framework addressing correlated mortality and interestThe European Journal of Finance Volume 19 issue 1 2013 [doi 10.1080%2F1351847x.2011.633614] Liu, Hong; Wilson John O. S -- Competition and risk in Japanese bankingThe European Journal of Finance Volume 19 issue 2 2013 [doi 10.1080%2F1351847x.2012.664156] Dionne, Georges; Triki Thouraya -- On risk management determinants - what really mattersThe European Journal of Finance Volume 20 issue 1 2014 [doi 10.1080%2F1351847x.2012.681791] Lin, Yi-Mien; Chao Chin-Fang; Liu Chih-Liang -- Transparency, idiosyncratic risk, and convertible bondsThe European Journal of Finance Volume 20 issue 4 2014 [doi 10.1080%2F1351847x.2012.708471] Reber, Beat -- Estimating the risk-return profile of new venture investments using a risk-neutral framework and thick modelsThe European Journal of Finance Volume 20 issue 5 2014 [doi 10.1080%2F1351847x.2012.714792] Breuer, Wolfgang; Riesener Michael; Salzmann Astrid Juliane -- Risk aversion vs. individualism - what drives risk taking in household finance
More About the Author
Various, or Various Production, is an English dubstep/electronic music duo formed in 2002. The group blends samples, acoustic and electronic instrumentation, and singing from a revolving cast of vocalists.
Review and Comments
Rate the Book
Financial Risk Paper Collection 0 out of 5 stars based on 0 ratings.