Table of contents
Enhancing reinsurance efficiency using index‐based instruments
Lixin ZengDemonstrates the feasibility of, and introduces a practical approach to enhancing, reinsurance efficiency using index‐based instruments.
Betting on country alphas to hedge against Asian crisis risk
Stephen MillerCountry alpha swaps are proposed to facilitate emerging market risk‐sharing, even during global financial crises. Country alphas measure risk‐adjusted performance by subtracting…
Theory of portfolio and risk based on incremental entropy
Jianshe OuTo develop a new theory of portfolio and risk based on incremental entropy and Markowitz's theory.
Developing and implementing a stochastic decision‐support model within an organizational context: The experience
Kjetil Høyland, Erik Ranberg, Stein W. WallaceDiscusses why it is necessary to align a mathematical model with the organization in order to achieve the desired results. The structure of a model's input must fit with the…
Forecasts from biased experts: a “meta‐credibility” problem
Michael R. PowersIn forecasting unknown quantities, risk and finance decision makers often rely on one or more biased experts, statistical specialists representing parties with an interest in the…
Determinant factors of leverage: An empirical analysis of Spanish corporations
Yaiza García Padrón, Rosa María Cáceres Apolinario, Octavio Maroto Santana, María Concepción Verona Martel, Lourdes Jordán SalesTo contrast the different factors that can determine the level of debt of firms by means of panel data methodology.
ISSN:
1526-5943Online date, start – end:
1999Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridMerged from:
Balance SheetEditor:
- Nawazish Mirza