Risk Management / Palgrave Macmillan
Citation Profile [Updated: 2023-11-03 08:28:08]
5 Years H Index
7
Impact Factor (IF)
0.63
5 Years IF
0.49
Data available in this
report
[Raw
data] [50 most cited papers]
[50 most relevant papers]
[cites used to compute IF]
[Recent
citations ][Frequent citing
series ] [more data in
EconPapers]
[
trace new citations] [Missing
citations? Add them now]
[Incorrect content? Let us
know]
Main indicators
Raw Data
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII |
| IF: | Two years Impact Factor: C2Y / D2Y |
| AIF: | Average Impact Factor for all series in RePEc in year y |
| CIF: | Cumulative impact factor |
| IF5: | Five years Impact Factor: C5Y / D5Y |
| DOC: | Number of documents published in year y |
| CDO: | Cumulative number of documents published until year y |
| CIT: | Number of citations to papers published in year y |
| NCI: | Number of citations in year y |
| CCU: | Cumulative number of citations to papers published until year y |
| D2Y: | Number of articles published in y-1 plus y-2 |
| C2Y: | Cites in y to articles published in y-1 plus y-2 |
| D5Y: | Number of articles published in y-1 until y-5 |
| C5Y: | Cites in y to articles published in y-1 until y-5 |
| SC: | selft citations in y to articles published in y-1 plus y-2 |
| %SC: | Percentage of selft citations in y to articles published in y-1 plus y-2 |
| CiY: | Cites in year y to documents published in year y |
| II: | Immediacy Index: CiY / Documents. |
| AII: | Average Immediacy Index for series in RePEc in year y |
50 most cited documents in this series
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2017 | Kappa ratios and (higher-order) stochastic dominance. (2017). Wong, Wing-Keung ; Xu, Qunfang ; Niu, Cuizhen. In: Risk Management. RePEc:pal:risman:v:19:y:2017:i:3:d:10.1057_s41283-017-0020-1. Full description at Econpapers || Download paper | 31 |
| 2 | 2016 | Bank risk shifting and diversification in an emerging market. (2016). Vo, Xuan Vinh ; Batten, Jonathan. In: Risk Management. RePEc:pal:risman:v:18:y:2016:i:4:d:10.1057_s41283-016-0008-2. Full description at Econpapers || Download paper | 22 |
| 3 | 2019 | Relationship banking and information technology: the role of artificial intelligence and FinTech. (2019). Marin, Matej ; Jaki, Marko. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:1:d:10.1057_s41283-018-0039-y. Full description at Econpapers || Download paper | 20 |
| 4 | 2018 | The two-moment decision model with additive risks. (2018). Wong, Wing-Keung ; Zhu, Lixing ; Wagener, Andreas ; Guo, XU. In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:1:d:10.1057_s41283-017-0028-6. Full description at Econpapers || Download paper | 15 |
| 5 | 2018 | The impact of international factors on Spanish company returns: a quantile regression approach. (2018). Jare̮̱o, Francisco ; Jareo, Francisco ; Sevillano, Caridad M. In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:1:d:10.1057_s41283-017-0027-7. Full description at Econpapers || Download paper | 12 |
| 6 | 2019 | Farinelli and Tibiletti ratio and stochastic dominance. (2019). Wong, Wing-Keung ; Niu, Cuizhen ; Guo, XU. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:3:d:10.1057_s41283-019-00050-2. Full description at Econpapers || Download paper | 11 |
| 7 | 2017 | Risk quantification in turmoil markets. (2017). Mora-Valencia, Andr̮̩s ; Garcia-Donato, Gonzalo ; Diaz, Antonio. In: Risk Management. RePEc:pal:risman:v:19:y:2017:i:3:d:10.1057_s41283-017-0018-8. Full description at Econpapers || Download paper | 8 |
| 8 | 2020 | Measuring the contribution of Chinese financial institutions to systemic risk: an extended asymmetric CoVaR approach. (2020). Zhou, Wei-Xing ; Weng, Kaiyan. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:4:d:10.1057_s41283-020-00064-1. Full description at Econpapers || Download paper | 7 |
| 9 | 2018 | Numerical comparison of multivariate models to forecasting risk measures. (2018). Righi, Marcelo Brutti ; Muller, Fernanda Maria . In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:1:d:10.1057_s41283-017-0026-8. Full description at Econpapers || Download paper | 7 |
| 10 | 2020 | New development on the third-order stochastic dominance for risk-averse and risk-seeking investors with application in risk management. (2020). Wong, Wing-Keung ; Clark, Ephraim ; Guo, XU ; Chan, Raymond H. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:2:d:10.1057_s41283-019-00057-9. Full description at Econpapers || Download paper | 7 |
| 11 | 2020 | An integrated plithogenic MCDM approach for financial performance evaluation of manufacturing industries. (2020). Abdel-Basset, Mohamed ; Metawa, Noura ; Mohamed, Rehab ; Ding, Weiping. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:3:d:10.1057_s41283-020-00061-4. Full description at Econpapers || Download paper | 7 |
| 12 | 2017 | Credit default prediction modeling: an application of support vector machine. (2017). Abedin, Mohammad Zoynul ; Guotai, Chi ; Moula, Fahmida E. In: Risk Management. RePEc:pal:risman:v:19:y:2017:i:2:d:10.1057_s41283-017-0016-x. Full description at Econpapers || Download paper | 6 |
| 13 | 2019 | Equity fund flows, market returns, and market risk: evidence from China. (2019). Qureshi, Saba ; Khan, Habib Hussain ; Kutan, Ali M. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:1:d:10.1057_s41283-018-0042-3. Full description at Econpapers || Download paper | 6 |
| 14 | 2022 | Is the ESG portfolio less turbulent than a market benchmark portfolio?. (2022). Ouchen, Abdessamad. In: Risk Management. RePEc:pal:risman:v:24:y:2022:i:1:d:10.1057_s41283-021-00077-4. Full description at Econpapers || Download paper | 6 |
| 15 | 2021 | Covid-19 and high-yield emerging market bonds: insights for liquidity risk management. (2021). Gubareva, Mariya. In: Risk Management. RePEc:pal:risman:v:23:y:2021:i:3:d:10.1057_s41283-021-00074-7. Full description at Econpapers || Download paper | 5 |
| 16 | 2018 | Managerial hubris detection: the case of Enron. (2018). Sheaffer, Zachary ; Eckhaus, Eyal. In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:4:d:10.1057_s41283-018-0037-0. Full description at Econpapers || Download paper | 5 |
| 17 | 2017 | The Chief Risk Officer: a study of roles and responsibilities. (2017). Rosso, Mark A ; Karanja, Erastus. In: Risk Management. RePEc:pal:risman:v:19:y:2017:i:2:d:10.1057_s41283-017-0014-z. Full description at Econpapers || Download paper | 5 |
| 18 | 2016 | Armed conflict and financial and economic risk: evidence from Colombia. (2016). YAYA, MEHMET ; Kutan, Ali M. In: Risk Management. RePEc:pal:risman:v:18:y:2016:i:2:d:10.1057_s41283-016-0003-7. Full description at Econpapers || Download paper | 5 |
| 19 | 2016 | Managerial risk preference and its influencing factors: analysis of large state-owned enterprises management personnel in China. (2016). Xu, Yingjun ; Shao, Wei ; Luan, Hui ; Zhang, Yingyu. In: Risk Management. RePEc:pal:risman:v:18:y:2016:i:2:d:10.1057_s41283-016-0001-9. Full description at Econpapers || Download paper | 4 |
| 20 | 2017 | The turn-of-the-year effect in mutual fund flows. (2017). Seok, Sangik ; Ryu, Doojin ; Choi, Hyung-Suk. In: Risk Management. RePEc:pal:risman:v:19:y:2017:i:2:d:10.1057_s41283-017-0015-y. Full description at Econpapers || Download paper | 4 |
| 21 | 2018 | Risk and return of a trend-chasing application in financial markets: an empirical test. (2018). Ilomaki, Jukka. In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:3:d:10.1057_s41283-018-0036-1. Full description at Econpapers || Download paper | 4 |
| 22 | 2022 | Three-factor model of Enterprise Risk Management implementation: exploratory study of non-financial companies. (2022). Spri, Danijela Milo ; Kurnoga, Nataa ; Lackovi, Ivana Dvorski. In: Risk Management. RePEc:pal:risman:v:24:y:2022:i:2:d:10.1057_s41283-021-00086-3. Full description at Econpapers || Download paper | 3 |
| 23 | 2020 | Cybersecurity hazards and financial system vulnerability: a synthesis of literature. (2020). Hassan, Mohammad Kabir ; Ali, Md Hakim ; Uddin, Md Hamid. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:4:d:10.1057_s41283-020-00063-2. Full description at Econpapers || Download paper | 3 |
| 24 | 2021 | Achieving financial stability during a liquidity crisis: a multi-objective approach. (2021). Lucio, Gobbi ; Edoardo, Gaffeo . In: Risk Management. RePEc:pal:risman:v:23:y:2021:i:1:d:10.1057_s41283-021-00067-6. Full description at Econpapers || Download paper | 3 |
| 25 | 2016 | A comparative cross-regime analysis on the performance of GARCH-based value-at-risk models: Evidence from the Johannesburg stock exchange. (2016). Huang, Chun-Sung ; Panulo, Barry ; Mwangi, Patrick ; Elenjical, Timmy. In: Risk Management. RePEc:pal:risman:v:18:y:2016:i:2:d:10.1057_rm.2016.4. Full description at Econpapers || Download paper | 3 |
| 26 | 2018 | Bankââ¬âinsurerââ¬âfirm tripartite interconnectedness of credit risk exposures in a cross-shareholding network. (2018). Kanno, Masayasu. In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:4:d:10.1057_s41283-018-0033-4. Full description at Econpapers || Download paper | 3 |
| 27 | 2020 | Which interbank net is the safest?. (2020). Sbaraglia, Simone ; Zedda, Stefano. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:1:d:10.1057_s41283-019-00056-w. Full description at Econpapers || Download paper | 3 |
| 28 | 2019 | Systemic risk in financial institutions of BRICS: measurement and identification of firm-specific determinants. (2019). Rashid, Abdul ; Zeb, Shumaila. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:4:d:10.1057_s41283-018-00048-2. Full description at Econpapers || Download paper | 3 |
| 29 | 2017 | Dynamic forecasting of financial distress: the hybrid use of incremental bagging and genetic algorithmââ¬âempirical study of Chinese listed corporations. (2017). Wu, Chong ; Liu, Jiaming. In: Risk Management. RePEc:pal:risman:v:19:y:2017:i:1:d:10.1057_s41283-016-0012-6. Full description at Econpapers || Download paper | 3 |
| 30 | 2016 | Estimation of dynamic VaR using JSU and PIV distributions. (2016). S. V. D. Nageswara Rao, ; Venkataraman, Sree Vinutha. In: Risk Management. RePEc:pal:risman:v:18:y:2016:i:2:d:10.1057_s41283-016-0002-8. Full description at Econpapers || Download paper | 2 |
| 31 | 2021 | Alpha enhancement in global equity markets with ESG overlay on factor-based investment strategies. (2021). Mohanty, Odette ; Ivanof, Mike . In: Risk Management. RePEc:pal:risman:v:23:y:2021:i:3:d:10.1057_s41283-021-00075-6. Full description at Econpapers || Download paper | 2 |
| 32 | 2019 | A fuzzy approach for the estimation of foreign investment risk based on values of rating indices. (2019). Fiala, Petr ; Hakova, Simona . In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:3:d:10.1057_s41283-019-00051-1. Full description at Econpapers || Download paper | 2 |
| 33 | 2017 | Improving the performance of statistical learning methods with a combined meta-heuristic for consumer credit risk assessment. (2017). AKKAYA, Goktug Cenk ; Altinbas, Hazar. In: Risk Management. RePEc:pal:risman:v:19:y:2017:i:4:d:10.1057_s41283-017-0021-0. Full description at Econpapers || Download paper | 2 |
| 34 | 2019 | Corporate risk management practices and firm value in an emerging market: a mixed methods approach. (2019). Demirel, Pelin ; Danisman, Gamze Ozturk. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:1:d:10.1057_s41283-018-0040-5. Full description at Econpapers || Download paper | 2 |
| 35 | 2022 | Business strategy, market power, and stock price crash risk: Evidence from China. (2022). Wahab, Salman ; Qayyum, Abdul ; Chen, Yingying ; Safi, Adnan. In: Risk Management. RePEc:pal:risman:v:24:y:2022:i:1:d:10.1057_s41283-021-00080-9. Full description at Econpapers || Download paper | 2 |
| 36 | 2019 | Dynamic prediction of relative financial distress based on imbalanced data stream: from the view of one industry. (2019). Li, Hui ; Ai, Wenguo ; Zhou, Mengjie ; Sun, Jie. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:4:d:10.1057_s41283-018-0047-y. Full description at Econpapers || Download paper | 2 |
| 37 | 2019 | Testing expected shortfall: an application to emerging market stock indices. (2019). Mora-Valencia, Andr̮̩s ; Velasquez-Gaviria, Daniel ; Cardona, Emilio. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:3:d:10.1057_s41283-018-0046-z. Full description at Econpapers || Download paper | 2 |
| 38 | 2022 | Revisiting the value of a statistical life: an international approach during COVID-19. (2022). Sweis, Nadia J. In: Risk Management. RePEc:pal:risman:v:24:y:2022:i:3:d:10.1057_s41283-022-00094-x. Full description at Econpapers || Download paper | 2 |
| 39 | 2016 | On the modelling of prognosis from delinquency to normal performance on retail consumer loans. (2016). Bravo, Jorge ; Chamboko, Richard. In: Risk Management. RePEc:pal:risman:v:18:y:2016:i:4:d:10.1057_s41283-016-0006-4. Full description at Econpapers || Download paper | 2 |
| 40 | 2017 | Sensemaking and sensegiving as predicting organizational crisis. (2017). Eckhaus, Eyal ; Klein, Galit. In: Risk Management. RePEc:pal:risman:v:19:y:2017:i:3:d:10.1057_s41283-017-0019-7. Full description at Econpapers || Download paper | 2 |
| 41 | 2016 | Does enterprise risk management influence market value ââ¬â A long-term perspective. (2016). Marc, Mojca ; Evi, Eljko ; Agar, Marina Mein ; Spri, Danijela Milo . In: Risk Management. RePEc:pal:risman:v:18:y:2016:i:2:d:10.1057_rm.2016.3. Full description at Econpapers || Download paper | 2 |
| 42 | 2021 | Determinants of corporate exposure at default under distressed economic and financial conditions in a developing economy: the case of Zimbabwe. (2021). Gumbo, Victor ; Chikodza, Eriyoti ; Sibanda, Mabutho ; Matenda, Frank Ranganai. In: Risk Management. RePEc:pal:risman:v:23:y:2021:i:1:d:10.1057_s41283-021-00071-w. Full description at Econpapers || Download paper | 2 |
| 43 | 2019 | Correction to: A fuzzy approach for the estimation of foreign investment risk based on values of rating indices. (2019). Fiala, Petr ; Hakova, Simona . In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:3:d:10.1057_s41283-019-00053-z. Full description at Econpapers || Download paper | 2 |
| 44 | 2017 | Exchange rate exposure and financial crises: evidence from emerging Asian markets. (2017). Jeon, Bang ; Zheng, Dazhi ; Zhu, Lei. In: Risk Management. RePEc:pal:risman:v:19:y:2017:i:1:d:10.1057_s41283-016-0011-7. Full description at Econpapers || Download paper | 2 |
| 45 | 2019 | Meanââ¬âvariance, meanââ¬âVaR, and meanââ¬âCVaR models for portfolio selection with background risk. (2019). Wong, Wing-Keung ; Zhu, Lixing ; Chan, Raymond H ; Guo, XU. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:2:d:10.1057_s41283-018-0043-2. Full description at Econpapers || Download paper | 1 |
| 46 | 2022 | Sparsity and stability for minimum-variance portfolios. (2022). Steinert, Rick ; Shivarova, Antoniya ; Husmann, Sven. In: Risk Management. RePEc:pal:risman:v:24:y:2022:i:3:d:10.1057_s41283-022-00091-0. Full description at Econpapers || Download paper | 1 |
| 47 | 2020 | Risk governance, banks affiliated to business groups, and foreign ownership. (2020). ChavarÃÆÃÂn, RubÃÆén ; Chavarin, Ruben. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:1:d:10.1057_s41283-019-00049-9. Full description at Econpapers || Download paper | 1 |
| 48 | 2018 | Is intraday data useful for forecasting VaR? The evidence from EUR/PLN exchange rate. (2018). BÃâ¢dowska-Sójka, Barbara ; Bdowska-Sojka, Barbara. In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:4:d:10.1057_s41283-018-0038-z. Full description at Econpapers || Download paper | 1 |
| 49 | 2016 | The role of expertise in dynamic risk assessment: A reflection of the problem-solving strategies used by experienced fireground commanders. (2016). , William ; Weller, Gordon ; Watt, John ; Okoli, Justin. In: Risk Management. RePEc:pal:risman:v:18:y:2016:i:1:d:10.1057_rm.2015.20. Full description at Econpapers || Download paper | 1 |
| 50 | An integrated plithogenic MCDM approach for financial performance evaluation of manufacturing industries. (). Metawa, Noura ; Mohamed, Rehab ; Ding, Weiping ; Abdel-Basset, Mohamed. In: Risk Management. RePEc:pal:risman:v::y::i::d:10.1057_s41283-020-00061-4. Full description at Econpapers || Download paper | 1 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2019 | Relationship banking and information technology: the role of artificial intelligence and FinTech. (2019). Marin, Matej ; Jaki, Marko. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:1:d:10.1057_s41283-018-0039-y. Full description at Econpapers || Download paper | 17 |
| 2 | 2016 | Bank risk shifting and diversification in an emerging market. (2016). Vo, Xuan Vinh ; Batten, Jonathan. In: Risk Management. RePEc:pal:risman:v:18:y:2016:i:4:d:10.1057_s41283-016-0008-2. Full description at Econpapers || Download paper | 8 |
| 3 | 2020 | An integrated plithogenic MCDM approach for financial performance evaluation of manufacturing industries. (2020). Abdel-Basset, Mohamed ; Metawa, Noura ; Mohamed, Rehab ; Ding, Weiping. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:3:d:10.1057_s41283-020-00061-4. Full description at Econpapers || Download paper | 7 |
| 4 | 2020 | Measuring the contribution of Chinese financial institutions to systemic risk: an extended asymmetric CoVaR approach. (2020). Zhou, Wei-Xing ; Weng, Kaiyan. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:4:d:10.1057_s41283-020-00064-1. Full description at Econpapers || Download paper | 7 |
| 5 | 2022 | Is the ESG portfolio less turbulent than a market benchmark portfolio?. (2022). Ouchen, Abdessamad. In: Risk Management. RePEc:pal:risman:v:24:y:2022:i:1:d:10.1057_s41283-021-00077-4. Full description at Econpapers || Download paper | 6 |
| 6 | 2018 | The impact of international factors on Spanish company returns: a quantile regression approach. (2018). Jare̮̱o, Francisco ; Jareo, Francisco ; Sevillano, Caridad M. In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:1:d:10.1057_s41283-017-0027-7. Full description at Econpapers || Download paper | 5 |
| 7 | 2021 | Covid-19 and high-yield emerging market bonds: insights for liquidity risk management. (2021). Gubareva, Mariya. In: Risk Management. RePEc:pal:risman:v:23:y:2021:i:3:d:10.1057_s41283-021-00074-7. Full description at Econpapers || Download paper | 5 |
| 8 | 2020 | New development on the third-order stochastic dominance for risk-averse and risk-seeking investors with application in risk management. (2020). Wong, Wing-Keung ; Clark, Ephraim ; Guo, XU ; Chan, Raymond H. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:2:d:10.1057_s41283-019-00057-9. Full description at Econpapers || Download paper | 5 |
| 9 | 2017 | Risk quantification in turmoil markets. (2017). Mora-Valencia, Andr̮̩s ; Garcia-Donato, Gonzalo ; Diaz, Antonio. In: Risk Management. RePEc:pal:risman:v:19:y:2017:i:3:d:10.1057_s41283-017-0018-8. Full description at Econpapers || Download paper | 5 |
| 10 | 2018 | Numerical comparison of multivariate models to forecasting risk measures. (2018). Righi, Marcelo Brutti ; Muller, Fernanda Maria . In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:1:d:10.1057_s41283-017-0026-8. Full description at Econpapers || Download paper | 4 |
| 11 | 2021 | Achieving financial stability during a liquidity crisis: a multi-objective approach. (2021). Lucio, Gobbi ; Edoardo, Gaffeo . In: Risk Management. RePEc:pal:risman:v:23:y:2021:i:1:d:10.1057_s41283-021-00067-6. Full description at Econpapers || Download paper | 3 |
| 12 | 2019 | Systemic risk in financial institutions of BRICS: measurement and identification of firm-specific determinants. (2019). Rashid, Abdul ; Zeb, Shumaila. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:4:d:10.1057_s41283-018-00048-2. Full description at Econpapers || Download paper | 3 |
| 13 | 2020 | Cybersecurity hazards and financial system vulnerability: a synthesis of literature. (2020). Hassan, Mohammad Kabir ; Ali, Md Hakim ; Uddin, Md Hamid. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:4:d:10.1057_s41283-020-00063-2. Full description at Econpapers || Download paper | 3 |
| 14 | 2022 | Three-factor model of Enterprise Risk Management implementation: exploratory study of non-financial companies. (2022). Spri, Danijela Milo ; Kurnoga, Nataa ; Lackovi, Ivana Dvorski. In: Risk Management. RePEc:pal:risman:v:24:y:2022:i:2:d:10.1057_s41283-021-00086-3. Full description at Econpapers || Download paper | 3 |
| 15 | 2019 | Farinelli and Tibiletti ratio and stochastic dominance. (2019). Wong, Wing-Keung ; Niu, Cuizhen ; Guo, XU. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:3:d:10.1057_s41283-019-00050-2. Full description at Econpapers || Download paper | 3 |
| 16 | 2020 | Which interbank net is the safest?. (2020). Sbaraglia, Simone ; Zedda, Stefano. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:1:d:10.1057_s41283-019-00056-w. Full description at Econpapers || Download paper | 3 |
| 17 | 2016 | Armed conflict and financial and economic risk: evidence from Colombia. (2016). YAYA, MEHMET ; Kutan, Ali M. In: Risk Management. RePEc:pal:risman:v:18:y:2016:i:2:d:10.1057_s41283-016-0003-7. Full description at Econpapers || Download paper | 3 |
| 18 | 2019 | Equity fund flows, market returns, and market risk: evidence from China. (2019). Qureshi, Saba ; Khan, Habib Hussain ; Kutan, Ali M. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:1:d:10.1057_s41283-018-0042-3. Full description at Econpapers || Download paper | 3 |
| 19 | 2017 | The turn-of-the-year effect in mutual fund flows. (2017). Seok, Sangik ; Ryu, Doojin ; Choi, Hyung-Suk. In: Risk Management. RePEc:pal:risman:v:19:y:2017:i:2:d:10.1057_s41283-017-0015-y. Full description at Econpapers || Download paper | 2 |
| 20 | 2018 | Managerial hubris detection: the case of Enron. (2018). Sheaffer, Zachary ; Eckhaus, Eyal. In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:4:d:10.1057_s41283-018-0037-0. Full description at Econpapers || Download paper | 2 |
| 21 | 2019 | Correction to: A fuzzy approach for the estimation of foreign investment risk based on values of rating indices. (2019). Fiala, Petr ; Hakova, Simona . In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:3:d:10.1057_s41283-019-00053-z. Full description at Econpapers || Download paper | 2 |
| 22 | 2018 | The two-moment decision model with additive risks. (2018). Wong, Wing-Keung ; Zhu, Lixing ; Wagener, Andreas ; Guo, XU. In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:1:d:10.1057_s41283-017-0028-6. Full description at Econpapers || Download paper | 2 |
| 23 | 2021 | Determinants of corporate exposure at default under distressed economic and financial conditions in a developing economy: the case of Zimbabwe. (2021). Gumbo, Victor ; Chikodza, Eriyoti ; Sibanda, Mabutho ; Matenda, Frank Ranganai. In: Risk Management. RePEc:pal:risman:v:23:y:2021:i:1:d:10.1057_s41283-021-00071-w. Full description at Econpapers || Download paper | 2 |
| 24 | 2017 | The Chief Risk Officer: a study of roles and responsibilities. (2017). Rosso, Mark A ; Karanja, Erastus. In: Risk Management. RePEc:pal:risman:v:19:y:2017:i:2:d:10.1057_s41283-017-0014-z. Full description at Econpapers || Download paper | 2 |
| 25 | 2022 | Business strategy, market power, and stock price crash risk: Evidence from China. (2022). Wahab, Salman ; Qayyum, Abdul ; Chen, Yingying ; Safi, Adnan. In: Risk Management. RePEc:pal:risman:v:24:y:2022:i:1:d:10.1057_s41283-021-00080-9. Full description at Econpapers || Download paper | 2 |
| 26 | 2022 | Revisiting the value of a statistical life: an international approach during COVID-19. (2022). Sweis, Nadia J. In: Risk Management. RePEc:pal:risman:v:24:y:2022:i:3:d:10.1057_s41283-022-00094-x. Full description at Econpapers || Download paper | 2 |
| 27 | 2021 | Alpha enhancement in global equity markets with ESG overlay on factor-based investment strategies. (2021). Mohanty, Odette ; Ivanof, Mike . In: Risk Management. RePEc:pal:risman:v:23:y:2021:i:3:d:10.1057_s41283-021-00075-6. Full description at Econpapers || Download paper | 2 |
| 28 | 2019 | A fuzzy approach for the estimation of foreign investment risk based on values of rating indices. (2019). Fiala, Petr ; Hakova, Simona . In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:3:d:10.1057_s41283-019-00051-1. Full description at Econpapers || Download paper | 2 |
| 29 | 2016 | A comparative cross-regime analysis on the performance of GARCH-based value-at-risk models: Evidence from the Johannesburg stock exchange. (2016). Huang, Chun-Sung ; Panulo, Barry ; Mwangi, Patrick ; Elenjical, Timmy. In: Risk Management. RePEc:pal:risman:v:18:y:2016:i:2:d:10.1057_rm.2016.4. Full description at Econpapers || Download paper | 2 |
| 30 | 2016 | Managerial risk preference and its influencing factors: analysis of large state-owned enterprises management personnel in China. (2016). Xu, Yingjun ; Shao, Wei ; Luan, Hui ; Zhang, Yingyu. In: Risk Management. RePEc:pal:risman:v:18:y:2016:i:2:d:10.1057_s41283-016-0001-9. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor: 17
| Year | Title | |
|---|---|---|
| 2022 | Central moments, stochastic dominance, moment rule, and diversification with an application. (2022). Wong, Wing-Keung ; Guo, XU ; Chow, Sheung-Chi ; Chan, Raymond H. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:161:y:2022:i:c:s0960077922004611. Full description at Econpapers || Download paper | |
| 2022 | . Full description at Econpapers || Download paper | |
| 2022 | Automated text mining process for corporate risk analysis and management. (2022). Zeng, Jhihhong ; Chang, Chingho ; Hsu, Ming-Fu. In: Risk Management. RePEc:pal:risman:v:24:y:2022:i:4:d:10.1057_s41283-022-00099-6. Full description at Econpapers || Download paper | |
| 2022 | Best proxy to determine firm performance using financial ratios: A CHAID approach. (2022). Kumar, Dey Sandeep ; Muhammad, Yousaf . In: Review of Economic Perspectives. RePEc:vrs:reoecp:v:22:y:2022:i:3:p:219-239:n:3. Full description at Econpapers || Download paper | |
| 2022 | FINANCIAL PERFORMANCE ANALYSIS FROM A SOCIAL WELFARE PERSPECTIVE - A COMPARATIVE STUDY ROMANIA-MOLDOVA. (2022). Grosu, Veronica ; Mihaila, Svetlana ; Zlati, Monica-Laura. In: Eastern European Journal for Regional Studies (EEJRS). RePEc:aem:journl:v:8:y:2022:i:1:p:63-76. Full description at Econpapers || Download paper | |
| 2022 | Heterogeneity in cyber loss severity and its impact on cyber risk measurement. (2022). Jung, Kwangmin ; Eling, Martin. In: Risk Management. RePEc:pal:risman:v:24:y:2022:i:4:d:10.1057_s41283-022-00095-w. Full description at Econpapers || Download paper | |
| 2022 | Idiosyncratic volatility and stock price crash risk: Evidence from china. (2022). Zhang, Yun ; Yin, Zhujia ; Wen, Fenghua ; Cao, Jiahui. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001768. Full description at Econpapers || Download paper | |
| 2022 | High-dimensional CoVaR network connectedness for measuring conditional financial contagion and risk spillovers from oil markets to the G20 stock system. (2022). Hussain, Nazim ; Ji, Qiang ; Fan, Ying ; Liu, Bing-Yue. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005946. Full description at Econpapers || Download paper | |
| 2022 | Extreme risk spillover of the oil, exchange rate to Chinese stock market: Evidence from implied volatility indexes. (2022). Zhao, Lili ; Yin, Hua ; Li, Wanyang ; Wen, Fenghua ; Chen, Lin. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000421. Full description at Econpapers || Download paper | |
| 2022 | Dynamic Risk Spillover Effect between the Carbon and Stock Markets under the Shocks from Exogenous Events. (2022). Wang, Piao ; Chen, Zhang-Hangjian ; Xia, Mengli. In: Energies. RePEc:gam:jeners:v:16:y:2022:i:1:p:97-:d:1010795. Full description at Econpapers || Download paper | |
| 2022 | Business strategy, market power, and stock price crash risk: Evidence from China. (2022). Wahab, Salman ; Qayyum, Abdul ; Chen, Yingying ; Safi, Adnan. In: Risk Management. RePEc:pal:risman:v:24:y:2022:i:1:d:10.1057_s41283-021-00080-9. Full description at Econpapers || Download paper | |
| 2022 | Inventory Replenishment Policies for Two Successive Generations of Technology Products Under Permissible Delay in Payments. (2022). Ruparel, Namita ; Seth, Himanshu ; Chanda, Udayan ; Nagpal, Gaurav. In: International Journal of Information Systems and Supply Chain Management (IJISSCM). RePEc:igg:jisscm:v:15:y:2022:i:1:p:1-29. Full description at Econpapers || Download paper | |
| 2022 | Efficiency-stability Trade-off in Financial Systems: a multi-objective optimization approach. (2022). Alexandre, Michel ; Michalak, Krzystof ; Silva, Thiago Christiano ; Rodrigues, Francisco A. In: Working Papers Series. RePEc:bcb:wpaper:568. Full description at Econpapers || Download paper | |
| 2022 | Endogenous clearinghouse formation in payment networks. (2022). Gobbi, Lucio ; Gaffeo, Edoardo ; Gallegati, Mauro. In: Review of Evolutionary Political Economy. RePEc:spr:revepe:v:3:y:2022:i:1:d:10.1007_s43253-021-00054-3. Full description at Econpapers || Download paper | |
| 2022 | Corporate Loan Recovery Rates under Downturn Conditions in a Developing Economy: Evidence from Zimbabwe. (2022). Gumbo, Victor ; Chikodza, Eriyoti ; Sibanda, Mabutho ; Matenda, Frank Ranganai. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:10:p:198-:d:944577. Full description at Econpapers || Download paper | |
| 2022 | Determinants of Default Probability for Audited and Unaudited SMEs Under Stressed Conditions in Zimbabwe. (2022). Sibanda, Mabutho ; Matenda, Frank Ranganai. In: Economies. RePEc:gam:jecomi:v:10:y:2022:i:11:p:274-:d:963571. Full description at Econpapers || Download paper | |
| 2022 | Financialization and Fictitious Capital: The Rise of Financial Securities as a Form of Private Property. (2022). Kaldor, Yair. In: EconStor Open Access Articles and Book Chapters. RePEc:zbw:espost:267901. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2022
| Year | Citing document | |
|---|---|---|
| 2022 | World Oil Prices and Exchange Rates on Islamic Banking Risks. (2022). Wildan, Muhammad Alkirom ; Imron, Mochamad Ali ; Hadi, Muhamad Nafik. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-04-43. Full description at Econpapers || Download paper | |
| 2022 | Saudi Green Banks and Stock Return Volatility: GLE Algorithm and Neural Network Models. (2022). Assous, Hamzeh F. In: Economies. RePEc:gam:jecomi:v:10:y:2022:i:10:p:242-:d:933449. Full description at Econpapers || Download paper | |
| 2022 | Evaluating the Liquidity Response of South African Exchange-Traded Funds to Country Risk Effects. (2022). Kunjal, Damien. In: Economies. RePEc:gam:jecomi:v:10:y:2022:i:6:p:130-:d:830998. Full description at Econpapers || Download paper | |
| 2022 | Qualitative Analysis of Enterprise Risk Management Systems in the Largest European Electric Power Companies. (2022). Lackovi, Ivana Dvorski ; Spri, Danijela Milo ; Pecina, Ena. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:15:p:5328-:d:869289. Full description at Econpapers || Download paper | |
| 2022 | ESG as a Booster for Logistics Stock ReturnsâEvidence from the US Stock Market. (2022). Kudryavtseva, Tatiana ; Rodionova, Maria ; Skhvediani, Angi. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:19:p:12356-:d:928275. Full description at Econpapers || Download paper |
Recent citations received in 2021
| Year | Citing document | |
|---|---|---|
| 2021 | Linking Covid-19 epidemic and emerging market OAS: Evidence using dynamic copulas and Pareto distributions. (2021). Esposito, Julien ; Dufrenot, Gilles ; Chitou, Imdade. In: AMSE Working Papers. RePEc:aim:wpaimx:2138. Full description at Econpapers || Download paper | |
| 2021 | Return and volatility transmission between emerging markets and US debt throughout the pandemic crisis. (2021). Gubareva, Mariya ; Riaz, Yasir ; Manel, Youssef ; Umar, Zaghum. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000706. Full description at Econpapers || Download paper | |
| 2021 | Does ESG Disclosure Affect Corporate-Bond Credit Spreads? Evidence from China. (2021). Zhang, Zhen ; Du, Zhihui ; Yang, Yuexiang ; Zhou, Rongxi ; Tong, Guanqun. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:15:p:8500-:d:604546. Full description at Econpapers || Download paper | |
| 2021 | Linking Covid-19 epidemic and emerging market OAS: Evidence using dynamic copulas and Pareto distributions. (2021). Esposito, Julien ; Dufrenot, Gilles ; Chitou, Imdade. In: Working Papers. RePEc:hal:wpaper:halshs-03297198. Full description at Econpapers || Download paper |
Recent citations received in 2020
| Year | Citing document | |
|---|---|---|
| 2020 | Review of Matrix Theory with Applications in Education and Decision Sciences. (2020). Wong, Wing-Keung ; Hau, Nguyen Huu ; Tuong, Hoa Anh ; Tinh, Tran Trung. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:24:y:2020:i:1:p:28-69. Full description at Econpapers || Download paper | |
| 2020 | Review of Matrix Theory with Applications in Education and Decision Sciences. (2020). Wong, Wing-Keung ; Tuong, Hoa Anh ; Tinh, Tran Trung ; Hau, Nguyen Huu. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:24:y:2020:i:1:p:28-69. Full description at Econpapers || Download paper |
Recent citations received in 2019
| Year | Citing document | |
|---|---|---|
| 2019 | Optimal Solution Techniques in Decision Sciences A Review. (2019). Wong, Wing-Keung ; Ho, Thi Diem-Chinh ; Tran, Tuan-Kiet ; Pho, Kim-Hung. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:1:p:114-161. Full description at Econpapers || Download paper | |
| 2019 | MOMENT GENERATING FUNCTION, EXPECTATION AND VARIANCE OF UBIQUITOUS DISTRIBUTIONS WITH APPLICATIONS IN DECISION SCIENCES: A REVIEW. (2019). Wong, Wing-Keung ; Tran, Tuan-Kiet ; Ho, Thi Diem-Chinh ; Pho, Kim-Hung. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:2:p:65-150. Full description at Econpapers || Download paper | |
| 2019 | The Impact of Space Weather on Human Health. (2019). Unger, Stephan. In: Biomedical Journal of Scientific & Technical Research. RePEc:abf:journl:v:22:y:2019:i:1:p:16442-16443. Full description at Econpapers || Download paper | |
| 2019 | Dynamics of mutual funds and stock markets in Asian developing economies. (2019). Qureshi, Zeeshan ; Khan, Habib Hussain ; Ghafoor, Abdul ; Kutan, Ali M. In: Journal of Asian Economics. RePEc:eee:asieco:v:65:y:2019:i:c:s1049007818302896. Full description at Econpapers || Download paper | |
| 2019 | Open-End Funds for Sustainable Economic Growth in China: The Relationship between Load Fees, Performance, and Flows. (2019). Xie, Ting ; Qiao, Haishu ; Xiao, Yaping. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:22:p:6514-:d:288501. Full description at Econpapers || Download paper | |
| 2019 | Portfolio Optimization and Diversification in China: Policy Implications for Vietnam and other Emerging Markets. (2019). Vo, Duc. In: MPRA Paper. RePEc:pra:mprapa:103276. Full description at Econpapers || Download paper |
10 most frequent citing series