Table of contents
On the nature and financial performance of bitcoin
Elise Alfieri, Radu Burlacu, Geoffroy EnjolrasThe 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…
From the Fermi–Dirac distribution to PD curves
Vivien BrunelIn 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 GharsalliThe 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 GatzertFinancial 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 PoddigThe purpose of this paper is to analyze the implications of the risk versus characteristic debate from the perspective of a mean-variance investor.
ISSN:
1526-5943Online date, start – end:
1999Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridMerged from:
Balance SheetEditor:
- Nawazish Mirza