Table of contents
The nature of randomness: Part 2 – Cognitive constraints
Michael R. PowersThe purpose of the paper, in this two‐part series, is to consider certain intriguing aspects of randomness, the basic mathematical concept used to model financial risk and other…
A practical approach to blend insurance in the banking network
Panayiotis G. Artikis, Stanley Mutenga, Sotiris K. StaikourasThe purpose of this paper is to look at the main empirical findings related to the bank‐insurance model and to outline the market practices across the world. The market dynamics…
Reputation entrenchment or risk minimization?: Early stop and investor‐manager agency conflict in fund management
Xun Li, Zhenyu WuOne of the agency conflicts between investors and managers in fund management is reflected by risk‐taking behaviors led by their different goals. The investors may stop their…
On loss‐avoiding payoff distribution in a dynamic portfolio management problem
Jacek B. KrawczykThe aim of this paper is to propose and analyse policies capable of generating left‐skewed pension distributions. Such policies can deliver large pension values with high…
Moments of the time of ruin in a renewal risk model with discounted penalty
K.K. Thampi, M.J. JacobThis paper considers a Sparre Andersen risk process for which the claims inter‐arrival distribution is Generalized Exponential. The purpose of this paper is to find explicit…
Asian options versus vanilla options: a boundary analysis
George L. YeThe purpose of the paper is to correct a commonly mistaken notion that an Asian option is always cheaper than its plain vanilla European counterpart in a general setting.
Simultaneous output and input hedging: a decision analysis
Moawia AlghalithThe purpose of this paper is to present a realistic hedging model.
Work in progress?: How the credit crunch has its roots in the lack of integrated governance and control systems
Chris GentleThis paper aims to focus on recent developments within the financial markets.
Liquidity=Diversity
Michael MainelliThis paper aims to offer a commentary on recent failures in financial markets.
ISSN:
1526-5943Online date, start – end:
1999Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridMerged from:
Balance SheetEditor:
- Nawazish Mirza