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The effect of corporate governance on the degree of agency cost in the Korean market

Lee, Young Hwan; Tulcanaza Prieto, Ana Belén - In: Risks : open access journal 12 (2024) 4, pp. 1-18

This study examines the relationship between corporate governance (CG) and agency costs using Korean market data, particularly for chaebol firms. The final sample includes 660 firm-year observations between 2016 and 2020 for Korean non-financial firms listed on the Korean Composite Stock Price...

Persistent link: https://www.econbiz.de/10014636543

Money as insurance

Laurila, Hannu - In: Risks : open access journal 10 (2022) 12, pp. 1-13

cost of market deposits and increasing the cost of using cash as insurance against external uncertainty. …, illiquid saving and education, and examines the inherent cost of saving cash. The main findings are the following. The rational … the relative proportion of liquid and illiquid saving, but the implicit cost of cash insurance is independent of education …

Persistent link: https://www.econbiz.de/10014230960

Fiscal, investment and export multipliers and the COVID-19 pandemic slowdowns uncertainty factor in the First Half of 2020

Derkacz, Arkadiusz J. - In: Risks : open access journal 8 (2020) 4/122, pp. 1-21

The COVID-19 pandemic has caused a significant slowdown in the development of almost all economies in the world. In this context, the main goal of this research is to try to present changes in the value of fiscal, investment and export multipliers as a result of the COVID-19 pandemic. The...

Persistent link: https://www.econbiz.de/10012390857

Combining a matheuristic with simulation for risk management of stochastic assets and liabilities

Bayliss, Christopher; Serra, Marti; Nieto, Armando; … - In: Risks : open access journal 8 (2020) 4/131, pp. 1-14

Specially in the case of scenarios under uncertainty, the efficient management of risk when matching assets and …

Persistent link: https://www.econbiz.de/10012391566

Towards a more resilient festival industry : an analysis of the adoption of risk management models for sustainability

Lorincz, Katalin; Formadi, Katalin; Ernszt, Ildiko - In: Risks : open access journal 11 (2023) 2, pp. 1-18

festival organizers have faced unprecedented challenges and risks (detect), how they survived in complete uncertainty (protect …. The biggest challenges for the organizers during the times of the pandemic were uncertainty and unpredictability, with … more flexible management decisions to deal with uncertainty have emerged among the festival organizers (restore). The …

Persistent link: https://www.econbiz.de/10014246213

The Dynamic connectedness between risk and return in the fintech market of India : evidence using the GARCH-M approach

Bhatnagar, Mukul; Özen, Ercan; Taneja, Sanjay; Grima, Simon - In: Risks : open access journal 10 (2022) 11, pp. 1-16

Fintech allows investors to explore previously unavailable investment opportunities; it provides new return opportunities while also introducing new risks. The aim of this study is to investigate the relationship between risk and return in the fintech industry in the Indian stock market. This...

Persistent link: https://www.econbiz.de/10014225995

Air pollution and mortality impacts

Dong, Zhe Michelle; Shang, Han Lin; Bruhn, Aaron - In: Risks : open access journal 10 (2022) 6, pp. 1-21

This study quantifies the air quality impact on population mortality from an actuarial perspective, considering implications to the industry through the application of findings. The study focuses on the increase in mortality from air quality changes due to extreme weather impacts. We conduct an...

Persistent link: https://www.econbiz.de/10013363013

A managed volatility investment strategy for pooled annuity products

Li, Shuanglan; Labit Hardy, Héloïse; Sherris, Michael; … - In: Risks : open access journal 10 (2022) 6, pp. 1-30

Pooled annuity products, where the participants share systematic and idiosyncratic mortality risks as well as investment returns and risk, provide an attractive and effective alternative to traditional guaranteed life annuity products. While longevity risk sharing in pooled annuities has...

Persistent link: https://www.econbiz.de/10013363078

Optimal dividends for a two-dimensional risk model with simultaneous ruin of both branches

Strietzel, Philipp Lukas; Heinrich, Henriette Elisabeth - In: Risks : open access journal 10 (2022) 6, pp. 1-23

We consider the optimal dividend problem in the so-called degenerate bivariate risk model under the assumption that the surplus of one branch may become negative. More specific, we solve the stochastic control problem of maximizing discounted dividends until simultaneous ruin of both branches of...

Persistent link: https://www.econbiz.de/10013363123

Using econometric models to manage the price risk of cocoa beans : a case from India

Kumar, Kepulaje Abhaya; Spulbăr, Cristi; Pinto, Prakash; … - In: Risks : open access journal 10 (2022) 6, pp. 1-18

This study aims at developing econometric models to manage the price risk of Dry and Wet Cocoa beans with the help of ARIMA (Autoregressive Integrated Moving Average) and VAR (Vector Auto Regressive). The monthly price of Cocoa beans is collected for the period starting from April 2009 to March...

Persistent link: https://www.econbiz.de/10013363126