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Content
2012, Volume 34
- 51-62 Lehman – A Case of Strategic Risk
by McConnell, Patrick
- 63-75 Explaining Credit Default Swaps Pricing for Large Banks
by Otker-Robe, Inci & Podpiera, Jiri
- 77-81 Investing in Private Equity - Capital Commitment Considerations
by Jain, Sameer
- 89-98 Cultural, Political, and Economic Antecedents of Country Risk in Sixty-Two Countries
by Banai, Moshe
- 105-118 Markets for CCPs and Regulation: Considering Unintended Consequences
by Wibaut, Serge & Wilford, D Sykes
- 119-128 What have we Learned from the 2007-08 Liquidity Crisis? A Survey
by Mohtadi, Hamid & Ruediger, Stefan
- 129-148 Making Sense of Asset Prices: A Guide to Required Yield Theory, Part 1 -- Valuing the Stock Market
by Faugere, Christophe
- 149-153 Our Understanding of Next Generation's Target Operating Models
by Andersen, Andreas & Faulbecker, Nicolas
- 155-164 The First Line of Defense in Operational Risk Management – The Perspective of the Business Line
by Milkau, Udo & Neumann, Frank
- 165-174 Optimal Bank Planning Under Basel III Regulations
by Pokutta, Sebastian & Schmaltz, Christian
- 175-181 A Risk Measure for S-Shaped Assets and Prediction of Investment Performance
by Tang, Qi & Haidar, Haidar & Minsky, Bernard & Thapar, Rishi
- 183-193 ILLIX - A New Index for Quantifying Illiquidity
by Friederich, Tim & Kraus, Carolin & Zagst, Rudi
- 195-210 How Homogeneous Diversification in Balanced Investment Funds Affects Portfolio and Systemic Risk
by Ciciretti, Rocco & Corvino, Raffaele
- 211-218 Breaking Through Risk Management, a Derivative for the Leasing Industry
by Prado, Sylvain Michael & Ananth, Ram
2011, Volume 33
- 1-13 Waking the Sleeping Giant
by Ashby, Dr Simon & Clark, David & Thirlwell, John
- 29-33 Liability Index Fund: The Liability Beta Portfolio
by Ryan, Ronald & Fabozzi , Frank
- 45-60 Systemic Risk and Macroprudential Bank Regulation: A Critical Appraisal
by VanHoose, David
- 69-76 The Failure of Neoclassical Financial Economics: The Capital Asset Pricing Model and its Pillars as an Illustration
by Moosa, Imad
- 99-112 Financial Innovation and Transparency in Turbulent Times
by Delimatsis, Panagiotis
- 121-126 Assessing Hedge Fund Risk in a New Era of Hedge Fund Transparency
by Owyong, David
- 147-155 Cultural fit and post-merger integration in banking M&As
by Carretta, Alessandro & Farina, Vincenzo & Schwizer, Paola
- 157-164 The Pension Risk Management Framework
by Gardner, Robert & Konotey-Ahulu, Dawid & Soto-Wright, Ivan
2011, Volume 32
- 1-17 Systemic Risk, an Empirical Approach
by Cadenas Santiago, Gonzalo & Sanchis Arellano, Alicia
- 23-34 Money Market Funds and Financial Stability: Comparing Sweden to the U.S. and Iceland
by Strömqvist, Maria & Gunnarsdottir, Gudrun
- 35-48 Interest Rates After the Credit Crunch: Markets and Models Evolution
by Bianchetti, Marco & Carlicchi, Mattia
- 59-74 Empirical Analysis and Trading Strategies for Defaulted Debt Securities with Models for Risk and Investment Management
by Jacobs, Jr., Michael
- 99-106 Simulation and Performance Evaluation of Liability Driven Investment (LDI)
by Schwaiger, Katharina & Mitra, Gautam
- 107-111 Behavioral Finance and Technical Analysis
by Dehnad, Kosrow
- 123-132 A General Structural Approach For Credit Modeling Under Stochastic Volatility
by Escobar, Marcos & Friederich, Tim & Seco, Luis & Zagst, Rudi
- 133-141 A Stochastic Programming Model to Minimize Volume Liquidity Risk in Commodity Trading
by Fragniere, Emmanuel & Markov, Iliya
- 143-158 The Organization of Lending and the Use of Credit Scoring Techniques in Italian Banks
by Albareto, Giorgio & Benvenuti, Michele & Mocetti, Sauro & Pagnini, Marcello & Rossi, Paola
- 143-168 The Organization of Lending and the Use of Credit Scoring Techniques in Italian Banks
by Albareto, Giorgio & Benvenuti, Michele & Mocetti, Sauro & Pagnini, Marcello & Rossi, Paola
- 159-168 Measuring the Economic Gains of Mergers and Acquisitions: Is it Time for a Change?
by Antoniou, Antonios & Arbour, Philippe & Zhao, Huainan
- 169-182 Mobile Payments Go Viral: M-PESA in Kenya
by Mas, Ignacio & Radcliffe, Daniel
2011, Volume 31
- 9-17 Economists’ Hubris – The Case of Award Winning Finance Literature
by Shojai, Shahin & Feiger, George
- 19-29 Tracking Problems, Hedge Fund Replication, and Alternative Beta
by Roncalli, Thierry & Weisang, Guillaume
- 31-43 Empirical Implementation of a 2-Factor Structural Model for Loss-Given-Default
by Jacobs, Jr., Michael
- 53-61 The Map and the Territory: The Shifting Landscape of Banking Risk
by Scandizzo, Sergio
- 73-81 Systemic Risk Seen from the Perspective of Physics
by Milkau, Udo
- 83-97 International Supply Chains as Real Transmission Channels of Financial Shocks
by Escaith, Hubert & Gonguet, Fabien
- 101-113 Chinese Exchange Rates and Reserves from a Basic Monetary Approach Perspective
by Putnam, Bluford & Silver, Stephen & Wilford, D Sykes
- 115-121 Asset Allocation: Mass Production or Mass Customization?
by Jacobsen, Brian
- 133-139 Hedge Funds Performance Ratios Adjusted to Market Liquidity Risk
by Clauss, Pierre
- 141-150 Regulating credit ratings agencies: where to now?
by Sy, Amadou N. R.
- 158-163 Revisiting the labor hoarding employment demand model: an economic order quantity approach
by Platt, Harlan & Platt, Marjorie B. Platt
- 165-172 The Mixed Accounting Model under IAS 39: Current Impact on Bank Balance Sheets and Future Developments
by Bischof, Jannis & Ebert, Michael
- 173-183 Indexation as Primary Target for Pension Funds: Implication for Portfolio Management
by Gallo, Angela
2010, Volume 30
- 9-21 A critique of Alan Greenspan’s retrospective on the crisis
by Stein, Jerome
- 33-42 How Might Cell Phone Money Change the Financial System?
by Turnbull, Shann
- 49-56 Compliance Function in Banks, Investment and Insurance Companies after MiFID
by Musile Tanzi, Paola & Gabbi, Giampaolo & Previati, Daniele & Schwizer, Paola
- 57-65 Investor Irrationality and Closed-end Hedge Funds
by Dietiker, Oliver
- 83-88 Unwrapping Fund Expenses: What are You Paying For?
by Jacobsen, Brian
- 89-91 Securitization of Financial Asset/Liability Products with Longevity Risk
by Ortiz, Carlos & Stone, Charles & Zissu, Anne
- 95-104 Preventing the Next Great Meltdown
by Levine, David
- 121-125 Constraints to Improving Financial Sector Regulation
by Ciuriak, Dan
- 133-139 Regulation Effects on Stock Returns in Shanghai and Shenzhen Exchanges
by Kedar-Levy, Haim & Yu, Xiaoyan & Kamesaka, Akiko & Ben-Zion, Uri
- 141-153 Operational Risk Management Using a Fuzzy Logic Inference System
by Reveiz, Alejandro & Carlos, Leon
- 155-161 Bringing Islamic Banking into the Mainstream is not an Alternative to Conventional Finance
by Karwowski, Ewa
- 155-161 Bringing Islamic Banking into the Mainstream is not an Alternative to Conventional Finance
by Karwowski, Ewa
- 169-177 The Emergent Evolution of Human Risks in Service Companies Due to Control Industrialization: An Empirical Research
by Fragniere, Emmanuel & Junod, Nathalie
2010, Volume 29
- 9-16 Economists’ hubris — the case of equity asset management
by Shojai, Shahin & Feiger, George & Kumar, Rajesh
- 17-25 The future of financial risk management
by Tapiero, Charles
- 57-69 Reframing Financial Regulation
by Whitehead, Charles
- 79-93 Uncertainty and the financial crisis
by Pacces, Alessio M.
- 95-98 A Model Of Formation Of Asset Beubbles
by Dehnad, Kosrow
- 115-121 The Contagion between Corporate and Personal Bankruptcy
by Platt, Harlan & Demirkan, Sebhattan
- 115-122 The contagion between corporate and personal bankruptcy
by Platt, Harlan & Demirkan, Sebahattin
- 123-129 Development of SRI funds and markets
by Strong, Simon
- 131-136 From Fruits to Financial Services: What Can Supermarket Behaviour Tell Us About the Future of Banking?
by Ellis, Colin
- 137-148 The Financial Crisis and the Future of European Financial Supervision Structures
by Mertzanis, Harilaos
- 149-154 Options, futures, and other derivatives in Russia: an overview
by Rotfuß, Waldemar
- 163-172 Trust network sclerosis: the hazard of trust in innovation investment communities
by Babcock-Lumish, Terry
2010, Volume 28
- 1-19 Risk Management after the Great Crash
by Blommestein, Hans
- 8-11 A partial defense of the giant squid
by Jaggia, Sanjiv & Thosar, Satish
- 12-14 Thou shalt buy ‘simple’ structured products only
by Vanduffel, Steven
- 27-35 Economists’ hubris – the case of risk management
by Shojai, Shahin & Feiger, George
- 37-43 Best practices for investment risk management
by Bender, Jennifer & nielsen, frank
- 45-54 Lessons from the Global Financial Meltdown of 2008
by Friedman, Hershey & Friedman, Linda
- 61-75 Financial stability, fair value accounting, and procyclicality
by Sole, Juan & Scarlata, Jodi & Novoa, Alicia
- 79-85 Can ARMs' mortgage servicing portfolios be delta-hedged under gamma constraints?
by Ortiz, Carlos & Stone, Charles & Zissu, Anne
- 87-93 The time-varying risk of listed private equity
by Kaserer, Christoph & Lahr, Henry & Liebhart, Valentin & Mettler, Alfred
- 103-107 Interest rate risk hedging demand under a Gaussian framework
by Attaoui, Sami & Six, Pierre
- 109-116 Non-parametric liquidity-adjusted VaR model: a stochastic programming approach
by Fragnière, Emmanuel & Gondzio, Jacek & Tuchschmid, Nils & Zhang, Qun
- 117-122 Optimization in financial engineering - an essay on 'good' solutions and misplaced exactitude
by Gilli, Manfred & Schumann, Enrico
- 123-129 A VaR too far? The pricing of operational risk
by Coleman, Rodney
2009, Volume 27
- 3-8 The financial crisis as a symbol of the failure of academic finance? (A methodological digression)
by Blommestein, Hans
- 9-13 Economists’ hubris – the case of asset pricing
by Shojai, Shahin & Feiger, George
- 14-18 The equity premium in 150 textbooks
by Fernandez, Pablo
- 29-34 U.S. executive-branch transgressions in the depth of the 2007-09 financial crisis
by von Furstenberg, George
- 37-41 In the wake of the financial crisis: rebuilding the image of the finance industry through trust
by James, Erika Hayes
- 45-48 Anatomy of the 2008 financial crisis: an economic analysis postmortem
by Hunter, Greg
- 49-52 Regulating private financial institutions: how to kill the goose that laid the golden eggs
by Lhabitant, Francois-Serge
- 53-57 Smarter sourcing in a post-crisis environment
by Gupta, Suresh & Venditti, Carmina
- 58-62 What executives should know about structural credit risk models and their limitations: a primer with examples
by Malone, Samuel & Rodriguez, Abel & ter Horst, Enrique
- 63-68 From crunch to crisis in the interbank lending market
by Stinespring, John Robert & Kench, Brian
- 76-81 Quantifying reputational effects for publicly traded financial institutions
by Cannas, Giuseppina & Masala, Giovanni & Micocci, Marco
- 82-87 Can risk modeling work?
by Sheedy, Elizabeth
- 103-107 Estimating expected loss given default in an emerging market: the case of Czech Republic
by Seidler, Jakub & Horvath, Roman & Jakubík, Petr
2009, Volume 26
- 4-12 Economists' Hubris - The Case of Mergers and Acquisitions
by Shojai, Shahin
- 13-17 Justifying adverse actions with new scorecard technologies
by Hand, David & Yu, Keming
- 18-23 Four demons
by Kneafsey, Kevin
- 24-30 Lending technology, bank organization and competition
by Degryse, Hans & Ongena, Steven & Tümer-Alkan, Günseli
- 31-36 Paving the Way to M&A Success: Legal Restructuring at the Core of Post Merger Integration
by Michelin, Etienne & Patel, Kunal
- 37-41 The new financial factory for innovation economic development
by Vass, Thomas
- 42-50 Differences in the measurement and structure of wealth using alternative data sources: the case of the UK
by Oldfield, Zoe & Sierminska, Eva
- 51-54 Speculative Bubbles and Overreaction to Technological Innovation
by Lansing, Kevin
- 55-58 Analyzing and hedging structured products with Interactive Deformable Computer Graphics
by Mahlknecht, Michael & Oppl, Konstantin
- 60-68 Modeling and pricing of credit derivatives using macroeconomic information
by Schmid, Bernd & Zagst, Rudi & Antes, Stefan & El Moufatich, Fayssal
- 69-78 Bank cash flows – a source of new insight?
by Klumpes, Paul & Welch, Peter & Reibel, Andres
- 79-84 Determinants of the Yield Curve - a Model for the Relationship Between Risk and Yield
by Carr, Douglas
- 85-96 Banking Capital and Operational Risks: Comparative analysis of regulatory approaches for a bank
by Medova, Elena A & Ber-Yuen, Pia E.K.
- 96-103 Quality, innovation, differentiation (QID) management and competitiveness in the financial sector: a tool for overcoming financial and banking crises
by Zineldin, Mosad
- 104-107 The extreme downside risk of the S&P 500 stock index
by Aboura, Sofiane
- 108-115 Effective parameters for stochastic volatility models
by Wang, Zaizhi
- 116-130 Who benefits from market integration? A comparative study of Yankee IPOs from high and low integrated markets
by Pukthuanthong, Kuntara
2009, Volume 25
- 12-14 Reducing the Poor's Investment Risk: Introducing Bearer Money Market Mutual Shares
by Wright, Robert
- 15-18 Financial risk and political risk in mature and emerging financial markets
by Jiang, Wenjiang & Wu, Zhenyu
- 31-39 Enhanced credit default models for heterogeneous SME segments
by Fantazzini, Dean & DeGiuli, Maria Elena & Figini, Silvia & Giudici, Paolo
- 41-50 The impact of demographics on economic policy: a huge risk often ignored
by Keogh, Timothy & Silver, Steven & Wilford, D. Sykes
- 51-54 Risk and Return Measures for a Non-Gaussian World
by Powers, Michael R. & Powers, Thomas Y.
- 55-64 Medium-term macroeconomic determinants of exchange rate volatility
by Morana, Claudio
- 95-106 Does individual performance affect entrepreneurial mobility Empirical evidence from the financial analysis market
by Groysberg, Boris & Nanda, Ashish & Prats, M Julia
- 131-143 Public sector support of the banking industry
by Milne, Alistair
- 155-160 A loss distribution model for operational risk derived from pooled bank losses
by Sodhi, ManMohan & Holland, Wayne
- 161-168 Global financial structure and climate change
by Whalley, John & Yuan, Yufei
2008, Volume 24
- 43-52 An Alternative Approach to Alternative Beta
by Roncalli, Thierry & Teiletche, Jérôme
- 53-61 How to explain the foreign expansion of Russian firms
by Kalotay, Kalman
- 63-71 Evaluating art as an alternative investment aset
by Mamarbachi, Raya & Day, Marc & Favato, Giampiero
- 91-100 Gutenberg and the social media revolution: an investigation of the world where it costs nothing to distribute information
by Stacy, Richard
- 105-107 Understanding the cost difference between intraday and overnight liquidity
by Bhattacharya, Joydeep & Haslag, Joseph & Martin, Antoine
- 113-121 Mutual Fund Investors: Sharp Enough?
by Palmiter, Alan & Taha, Ahmed
- 123-130 Can research committees add value for investors. An analysis of Lehman Brothers Ten Uncommon Values recommendations
by Groysberg, Boris & Healy, Paul & Gui, Yang
- 137-143 Financial instruments to hedge commodity price risk for developing countries
by Lu, Yinqiu & Neftci, Salih
- 145-154 Global excess liquidity does it matter for house and stock prices on a global scale
by Belke, Ansgar & Setzer, Ralph & Orth, Walter
- 175-182 Keeping the bad guys out, risk management and retail payment innovation
by Braun, Michele & Roberds, William & Sullivan, Richard
- 183-191 The role of banking and financial policies in promoting micro, small, and medium enterprises
by Cizkowicz, Piotr & Rybinski, Krzysztof
2008, Volume 23
- 14-18 Global structured products survey: trends and issues in the market
by Mahlknecht, Michael
- 51-59 Zopa.com — innovation in the u.K. financial services industry
by Anderson, Jamie & Kupp, Martin
- 69-76 Strategic innovation in the financial services industry: opportunity or threat?
by Verweire, Kurt & Van den Berghe, Lutgart
- 77-84 Banking at the Checkout:are retailers really a threat to banks?
by welch, peter & worthington, steve
- 95-100 EU retail financial market integration: mirage or reality?
by Lannoo, Karel
- 101-105 Financial services for the unbanked in the U.S. -Why,who and what?
by worthington, steve
- 129-134 Credit scoring in the context of European integration: is there a future for generic models?
by Andreeva, Galina & Ansell, Jake & Crook, Jonathan
- 155-164 Recent trends in the number and size of bank branches: an examination of likely determinants
by Hannan, Timothy & Hanweck, Gerald
- 165-172 Operate a mortgage company like a factory
by Jackson, Tyrone & Yen, Josephine
2008, Volume 22
- 18-22 The Dutch housing market: trends, risks, and outlook
by Cunha, Ricardo & Lambrecht, Bart & Pawlina, Grzegorz
- 41-48 On the lognormality of forward credit default swap spreads
by Jabbour, George & El Masri, Fatena & Young, Stephen
- 131-138 Using Bayesian networks to model the operational risk to information technology infrastructure in financial institutions
by Neil, Martin & Fenton, Norman
- 187-194 A Framework for Integrating Reputation Risk Into the Enterprise Risk Management Process
by Regan, Laureen
- 195-201 Profitability, balance sheet data, real options and the valuation of equity
by Herbert, Ian & Shinozawa, Yoshikatsu & Tippett, Mark
2007, Volume 21
- 32-38 Share of wallet in Australian retail banking an empirical study with implications for practice and research
by Baumann, Chris & Elliott, Gregory & Burton, Suzan
- 55-66 Applied Financial Marketing - Myth Versus Reality
by Shojai, Shahin & Badcock, Julian & De Fursac Gash , Alex
- 67-76 How to design customer-centric processes in the banking industry
by Heckl, Diana & Moormann, Jürgen
- 67-76 How to design customer-centric business processes in the banking industry
by Heckl, Diana & Moormann, Jürgen
2007, Volume 20
- 18-25 Market timing with candlestick technical analysis
by Marshall, Ben & Young, Martin & Rose, Lawrence
- 69-79 Corporate inflation-indexed bonds in emerging market countries: recent trends and prospects
by Kunzel, Peter & Medeiros, Carlos & Papaioannou, Michael & Zanforlin, Luisa
- 88-93 Applications of extreme value theory to collateral valuation
by Garcia, Alejandro & Gencay, Ramazan
- 127-141 Settlement internalization: the production and distribution of services in the (clearing and) settlement industry
by Lo Giudice, Salvatore
- 143-154 Standards and Competition in Post-trade Securities Processing
by Milne, Alistair
- 155-166 European financial integration and MiFID
by Mertzanis, Harilaos
- 168-174 Towards economic and monetary union: changing trends in payment systems for new European members
by Callado Muñoz, Francisco José & Utrero González, Natalia
2007, Volume 19
- 14-19 The role of the euro on the corporate bond markets in the Euro Area
by de Bondt, Gabe
- 20-25 Measuring convergence of the new member countries’ exchange rates to the euro
by Becker, Bettina & Hall, Stephen
- 35-48 The impact of monetary union on trade prices
by Robert, Anderton & Baldwin, Richard & Taglioni, Daria
- 49-64 The Economics of Offshore Financial Services and the Choice of Tax, Currency, and Exchange Rate Regime
by von Furstenberg, George
- 65-79 Financial stability in the Eurozone: where do we stand?
by Arnold, Ivo J. M.
- 81-90 Structural econometric approach to bidding in the main refinancing operations of the Eurosystem
by Cassola, Nuno & Ewerhart, Christian & Morana, Claudio
- 91-103 Financial Integration in the West African Monetary Union
by Sy, Amadou N. R.
- 106-111 Economic and monetary union: the problematic nature of its economic policies
by Arestis, Philip & Sawyer, Malcolm
- 112-120 On the macroeconomics of Euro Area enlargement
by Neck, Reinhard & Haber, Gottfried
- 121-128 Checking out: exits from currency unions
by Rose, Andrew
- 129-140 Was Argentina s financial collapse of 2001 Inevitable: What did we know and when did we know it?
by Hughes Hallet, Andrew
- 141-157 The future of the euro — what happens if a Member State leaves?
by Proctor, Charles
- 159-175 THE SGP and the ECB an exercise in asymmetry
by Mayes, David & Viren , Matti
2006, Volume 18
- 24-28 Why and when financial instruments are created: a learning story
by Fernandes, Ana
- 29-33 Developing sustainable advantage in asset management
by Moles, Peter
- 34-38 Strategic trends and opportunities in banking
by Balthasar, Norm
- 61-69 Private equity: spice for European economies
by Meyer, Thomas
- 71-78 Pricing effects of private seasoned equity issues in New Zealand's laissez-faire regulatory environment
by Anderson, Hamish & Rose, Lawrence
- 90-93 Transformation using Lean Six Sigma measures for service processes
by Stahl, Allison
- 94-100 Applying Lean and Six Sigma for operational excellence in financial services
by Davies, Robin
- 101-104 Achieving competitive advantage through Lean thinking
by Bertels, Thomas & Appiotti, Massimo
- 151-159 Improving liquidity through efficient stock market structure and operational design
by Jain, Pankaj
- 161-169 Using asset management companies to resolve non-performing loans in China
by Ma, Guonan & Fung, Ben S. C.
2006, Volume 17
- 16-19 Access to financial services: a review of the issues and public policy objectives
by Claessens, Stijn
- 28-31 Does capital mobility promote economic growth? The link to education
by Egger, Hartmut & Egger, Peter & Grossmann, Volker
- 32-25 Growth and its measurement
by Subramanian, Bala
- 36-38 The welfare implications of product patent a simple model
by Mukherjee, Arijit & Ray, Achintya
- 112-114 Leveraging hosted middleware services to deploy valuable new services quickly and easily
by Barth, Gailanne & Bayard, Henry
- 123-129 Is competition in the financial sector a good thing?
by Fecht, Falko & Martin, Antoine
- 141-149 Threshold relationships among inflation, financial development, and growth
by Barnes, Michelle L & Duquette, Nicolas
- 151-159 Manufacturing Growth
by Moles, Peter
- 161-168 Corporate hedging and capital structure decisions: towards an integrated framework for value creation
by Hahnenstein, Lutz & Röder, Klaus
2005, Volume 15
2005, Volume 14
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