Journal of Risk Finance: Volume 20 Issue 2

Subject:

Table of contents

On the nature and financial performance of bitcoin

Elise Alfieri, Radu Burlacu, Geoffroy Enjolras

The purpose of this article is to provide some insights on the true nature of bitcoin and to study empirically its performance by using robust models, widely used in the academic…

1719

From the Fermi–Dirac distribution to PD curves

Vivien Brunel

In machine learning applications, and in credit risk modeling in particular, model performance is usually measured by using cumulative accuracy profile (CAP) and receiving…

High leverage and variance of SMEs performance

Mazen Gharsalli

The purpose of this paper is to examine the relationship between leverage and firm performance using small business data from France by estimating the effects of leverage on both…

The impact of spillover effects from operational risk events: a model from a portfolio perspective

Christian Eckert, Nadine Gatzert

Financial firms announcing large operational losses have empirically been shown to cause significant negative spillover effects in other non-announcing firms in case of the…

Risk models vs characteristic models from an investor’s perspective: Make use of the best of both worlds

Christian Fieberg, Armin Varmaz, Thorsten Poddig

The purpose of this paper is to analyze the implications of the risk versus characteristic debate from the perspective of a mean-variance investor.

Cover of Journal of Risk Finance

ISSN:

1526-5943

Online date, start – end:

1999

Copyright Holder:

Emerald Publishing Limited

Open Access:

hybrid

Merged from:

Balance Sheet

Editor:

  • Nawazish Mirza