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subject:"Theory"
isPartOf:"Journal of financial economics"
~isPartOf:"Journal of risk"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
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Journal of financial economics
Journal of risk
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ECONIS (ZBW)
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1
Trade credit insurance : operational value and contract choice
Yang, S. Alex
;
Bakshi, Nitin
;
Chen, Christopher J.
- In:
Management science : journal of the Institute for …
67
(
2021
)
2
,
pp. 875-891
Persistent link: https://www.econbiz.de/10012505298
Saved in:
2
Backtesting marginal expected shortfall and related systemic risk measures
Banulescu-Radu, Denisa
;
Hurlin, Christophe
;
Leymarie, …
- In:
Management science : journal of the Institute for …
67
(
2021
)
9
,
pp. 5730-5754
Persistent link: https://www.econbiz.de/10012650157
Saved in:
3
Managing reputation risk in supply chains : the role of risk sharing under limited liability
Dhingra, Vibhuti
;
Krishnan, Harish
- In:
Management science : journal of the Institute for …
67
(
2021
)
8
,
pp. 4845-4862
Persistent link: https://www.econbiz.de/10012625039
Saved in:
4
Modeling loss given default regressions
Li, Phillip
;
Zhang, Xiaofei
;
Zhao, Xinlei
- In:
Journal of risk
23
(
2020/2021
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012500067
Saved in:
5
Body and tail : an automated tail-detecting procedure
Hoffmann, Ingo
;
Börner, Christoph J.
- In:
Journal of risk
23
(
2020/2021
)
2
,
pp. 43-69
Persistent link: https://www.econbiz.de/10012500249
Saved in:
6
Counterparty risk allocation
Baule, Rainer
- In:
Journal of risk
25
(
2022
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10013549681
Saved in:
7
A view inside corporate risk management
Bodnar, Gordon M.
;
Giambona, Erasmo
;
Graham, John R.
; …
- In:
Management science : journal of the Institute for …
65
(
2019
)
11
,
pp. 5001-5026
Persistent link: https://www.econbiz.de/10012125860
Saved in:
8
Optimal equity protection of Solvency II regulated portfolios
Vaucher, Benoit
- In:
Journal of risk
20
(
2017/2018
)
3
,
pp. 69-81
Persistent link: https://www.econbiz.de/10011847474
Saved in:
9
The quickest way to lose the money you cannot afford to lose : reverse stress testing with maximum entropy
Rebonato, Riccardo
- In:
Journal of risk
20
(
2017/2018
)
3
,
pp. 83-93
Persistent link: https://www.econbiz.de/10011847481
Saved in:
10
Rotation as contagion mitigation
Ely, Jeffrey C.
;
Galeotti, Andrea
;
Steiner, Jakub
- In:
Management science : journal of the Institute for …
67
(
2021
)
5
,
pp. 3117-3126
Persistent link: https://www.econbiz.de/10012581314
Saved in:
11
Can unpredictable risk exposure be priced?
Barahona, Ricardo
;
Driessen, Joost
;
Frehen, Rik
- In:
Journal of financial economics
139
(
2021
)
2
,
pp. 522-544
Persistent link: https://www.econbiz.de/10012693684
Saved in:
12
A numerical approach to the risk capital allocation problem
Gzyl, Henryk
;
Mayoral, Silvia
- In:
Journal of risk
23
(
2021
)
5
,
pp. 55-78
Persistent link: https://www.econbiz.de/10012630870
Saved in:
13
An axiomatic foundation for the expected shortfall
Wang, Ruodu
;
Zitikis, Ričardas
- In:
Management science : journal of the Institute for …
67
(
2021
)
3
,
pp. 1413-1429
Persistent link: https://www.econbiz.de/10012505987
Saved in:
14
Are return seasonalities due to risk or mispricing?
Keloharju, Matti
;
Linnainmaa, Juhani
;
Nyberg, Peter
- In:
Journal of financial economics
139
(
2021
)
1
,
pp. 138-161
Persistent link: https://www.econbiz.de/10012650232
Saved in:
15
Optimal foreign exchange hedge tenor with liquidity risk
Zhang, Rongju
;
Aarons, Mark
;
Loeper, Gregoire
- In:
Journal of risk
23
(
2020/2021
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012500295
Saved in:
16
The strategic role of business insurance
Serpa, Juan Camilo
;
Krishnan, Harish
- In:
Management science : journal of the Institute for …
63
(
2017
)
2
,
pp. 384-404
Persistent link: https://www.econbiz.de/10011647329
Saved in:
17
Does higher-frequency data always help to predict longer-horizon volatility?
Charoenwong, Ben
;
Feng, Guanhao
- In:
Journal of risk
19
(
2017
)
5
,
pp. 55-75
Persistent link: https://www.econbiz.de/10011747111
Saved in:
18
Moral hazard in dynamic risk management
Cvitanić, Jakša
;
Possamaï, Dylan
;
Touzi, Nizar
- In:
Management science : journal of the Institute for …
63
(
2017
)
10
,
pp. 3328-3346
Persistent link: https://www.econbiz.de/10011760482
Saved in:
19
Risk-based loan pricing : portfolio optimization approach with marginal risk contribution
Chun, So Yeon
;
Lejeune, Miguel A.
- In:
Management science : journal of the Institute for …
66
(
2020
)
8
,
pp. 3735-3753
Persistent link: https://www.econbiz.de/10012289204
Saved in:
20
Decomposing dynamic risks into risk components
Schilling, Katja
;
Bauer, Daniel
- In:
Management science : journal of the Institute for …
66
(
2020
)
12
,
pp. 5738-5756
Persistent link: https://www.econbiz.de/10012391415
Saved in:
21
Decomposition of portfolio risk into independent factors using an inductive causal search algorithm
Deaton, Brian D.
- In:
Journal of risk
19
(
2016
)
1
,
pp. 43-61
Persistent link: https://www.econbiz.de/10011579769
Saved in:
22
Compositional methods applied to capital allocation problems
Belles-Sampera, Jaume
;
Guillén, Montserrat
;
Santolino, …
- In:
Journal of risk
19
(
2016
)
2
,
pp. 15-30
Persistent link: https://www.econbiz.de/10013177074
Saved in:
23
Shortfall deviation risk : an alternative for risk measurement
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
Journal of risk
19
(
2016
)
2
,
pp. 81-116
Persistent link: https://www.econbiz.de/10013177086
Saved in:
24
Supply management in multiproduct firms with fixed proportions technology
Boyabatlı, Onur
- In:
Management science : journal of the Institute for …
61
(
2015
)
12
,
pp. 3013-3031
Persistent link: https://www.econbiz.de/10011413514
Saved in:
25
Risk measures and the impact of asset price bubbles
Jarrow, Robert A.
;
Silva, Felipe Bastos Gurgel
- In:
Journal of risk
17
(
2014/15
)
3
,
pp. 35-56
Persistent link: https://www.econbiz.de/10011298886
Saved in:
26
Strategic selection of risk models and bank capital regulation
Colliard, Jean-Edouard
- In:
Management science : journal of the Institute for …
65
(
2019
)
6
,
pp. 2591-2606
Persistent link: https://www.econbiz.de/10012039818
Saved in:
27
Tail risk concerns everywhere
Gao, George P.
;
Lu, Xiaomeng
;
Song, Zhaogang
- In:
Management science : journal of the Institute for …
65
(
2019
)
7
,
pp. 3111-3130
Persistent link: https://www.econbiz.de/10012039979
Saved in:
28
Counterparty risk : credit valuation adjustment variability and value-at-risk
Breton, Michèle
;
Marzouk, Oussama
- In:
Journal of risk
21
(
2018/2019
)
5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012059879
Saved in:
29
Bank interest rate risk management
Vuillemey, Guillaume
- In:
Management science : journal of the Institute for …
65
(
2019
)
12
,
pp. 5933-5956
Persistent link: https://www.econbiz.de/10012146909
Saved in:
30
Corporate social responsibility and firm risk : theory and empirical evidence
Albuquerque, Rui
;
Koskinen, Yrjö
;
Zhang, Chendi
- In:
Management science : journal of the Institute for …
65
(
2019
)
10
,
pp. 4451-4469
Persistent link: https://www.econbiz.de/10012118058
Saved in:
31
Submodular risk allocation
Ghamami, Samim
;
Glasserman, Paul
- In:
Management science : journal of the Institute for …
65
(
2019
)
10
,
pp. 4656-4675
Persistent link: https://www.econbiz.de/10012118107
Saved in:
32
From log-optimal portfolio theory to risk measures : logarithmic expected shortfall
Arici, G.
;
Dalai, M.
;
Leonardi, Roberto
- In:
Journal of risk
22
(
2019
)
2
,
pp. 37-58
Persistent link: https://www.econbiz.de/10013177108
Saved in:
33
Corporate risk management : integrating liquidity, hedging, and operating policies
Gamba, Andrea
;
Triantis, Alexander J.
- In:
Management science : journal of the Institute for …
60
(
2014
)
1
,
pp. 246-264
Persistent link: https://www.econbiz.de/10010345150
Saved in:
34
Does improved information improve incentives?
Chaigneau, Pierre
;
Edmans, Alex
;
Gottlieb, Daniel
- In:
Journal of financial economics
130
(
2018
)
2
,
pp. 291-307
Persistent link: https://www.econbiz.de/10012051316
Saved in:
35
Strategic behavior of suppliers in the face of production disruptions
Demirel, Süleyman
;
Kapuscinski, Roman
;
Yu, Man
- In:
Management science : journal of the Institute for …
64
(
2018
)
2
,
pp. 533-551
Persistent link: https://www.econbiz.de/10011823080
Saved in:
36
Uncertainty, capital investment, and risk management
Doshi, Hitesh
;
Kumar, Praveen
;
Yerramilli, Vijay
- In:
Management science : journal of the Institute for …
64
(
2018
)
12
,
pp. 5769-5786
Persistent link: https://www.econbiz.de/10011964588
Saved in:
37
Simultaneous preferences for hedging and doubling down : focal prospects, background positions, and nonconsequentialist conceptualizations of uncertainty
Markle, Alex B.
;
Rottenstreich, Yuval
- In:
Management science : journal of the Institute for …
64
(
2018
)
12
,
pp. 5846-5959
Persistent link: https://www.econbiz.de/10011964688
Saved in:
38
Initial margin with risky collateral
Shi, Ming
;
Yu, Xinxin
;
Zhang, Ke
- In:
Journal of risk
20
(
2017/2018
)
3
,
pp. 49-68
Persistent link: https://www.econbiz.de/10011847469
Saved in:
39
The temporal dimension of risk
Mahmoud, Ola
- In:
Journal of risk
19
(
2016/2017
)
3
,
pp. 57-83
Persistent link: https://www.econbiz.de/10011689723
Saved in:
40
Idiosyncratic risk and the manager
Glover, Brent
;
Levine, Oliver
- In:
Journal of financial economics
126
(
2017
)
2
,
pp. 320-341
Persistent link: https://www.econbiz.de/10011818159
Saved in:
41
A Darwinian view on internal models
Embrechts, Paul
- In:
Journal of risk
20
(
2017/2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011847418
Saved in:
42
The marginal cost of risk, risk measures, and capital allocation
Bauer, Daniel
;
Zanjani, George
- In:
Management science : journal of the Institute for …
62
(
2016
)
5
,
pp. 1431-1457
Persistent link: https://www.econbiz.de/10011487544
Saved in:
43
Modeling redemption risks of mutual funds using extreme value theory
Desmettre, Sascha
;
Deege, Matthias
- In:
Journal of risk
18
(
2016
)
6
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011620647
Saved in:
44
The role of model risk in extreme value theory for capital adequacy
Kellner, Ralf
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of risk
18
(
2016
)
6
,
pp. 39-70
Persistent link: https://www.econbiz.de/10011620651
Saved in:
45
Path-consistent wrong-way risk : a structural model approach
Hofer, Markus
- In:
Journal of risk
19
(
2016
)
1
,
pp. 25-42
Persistent link: https://www.econbiz.de/10011579756
Saved in:
46
Comparing risk measures when aggregating market risk and credit risk using different copulas
Maciag, Jakob
;
Hesse, Frederik
;
Boeve, Rolf
;
Pfingsten, …
- In:
Journal of risk
18
(
2016
)
5
,
pp. 101-136
Persistent link: https://www.econbiz.de/10011598393
Saved in:
47
Are people risk vulnerable?
Beaud, Mickael
;
Willinger, Marc
- In:
Management science : journal of the Institute for …
61
(
2015
)
3
,
pp. 624-636
Persistent link: https://www.econbiz.de/10010505824
Saved in:
48
The signalling properties of the shape of the credit default swap term structure
Castellanos, Jenny
;
Constantinou, Nick
;
Wing Lon Ng
- In:
Journal of risk
17
(
2014/2015
)
4
,
pp. 71-99
Persistent link: https://www.econbiz.de/10013262935
Saved in:
49
Extreme value theory, asset ranking and threshold choice : a practical note on VaR estimation
Auer, Benjamin R.
- In:
Journal of risk
18
(
2015/2016
)
1
,
pp. 27-44
Persistent link: https://www.econbiz.de/10013262944
Saved in:
50
A simple normal inverse Gaussian-type approach to calculate value-at-risk based on realized moments
Lau, Christian
- In:
Journal of risk
17
(
2014/2015
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10013262937
Saved in:
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