Journal of Risk Finance: Volume 22 Issue 2

Structured product investment behavior in low-interest rate environments

Hirotaka Fushiya, Tomoki Kitamura, Munenori Nakasato

This study aims to investigate the impact of interest rates, the underlying asset and investment experience on the investment behavior of Japanese retail investors toward…

Exploring the trade-off between liquidity, risk and return under sectoral diversification across distinct economic settings

Carla Henriques, Elisabete Neves

This paper aims to explore the trade-off between liquidity, risk and return under sectoral diversification across distinct economic settings and investment strategies.

A systematic and bibliometric review on risk culture: a novel theoretical framework

Riccardo Cimini

This paper includes a systematic and bibliometric review of research products that address risk culture published between 1996 and 2019.

How to estimate expected credit losses – ECL – for provisioning under IFRS 9

Mariya Gubareva

This paper provides an objective approach based on available market information capable of reducing subjectivity, inherently present in the process of expected loss provisioning…