...Dervis Kirikkaleli; Seyed Alireza Athari; Olanrewaju Victoria Olushola; Hassan Hassan Purpose The present study aims to explore the co-movement between artificial intelligence (AI) investment and financial risk for the case of the USA using the most recently available dataset from 2012 to 2022...

...Salvador Cruz-Rambaud; Ana Maria Sanchez-Perez Purpose The purpose of the paper is to introduce a novel methodology to identify and quantify the difference of financial risks exhibited by listed and unlisted companies in their debt payments from an empirical point of view. Design/methodology...

... The current paper proposes a new analytical approach to scanning and assessing the financial risk of SC members (suppliers or customers). Traditional models are able to predict if but not when a financial failure will occur. Lacking this information, it is impossible for SC managers to prioritize risk...

... probability. By means of the proposed models, the longevity risk is mainly taken into account in a stochastic scenario for the financial risk component, in order to consider their interactions, too. In order to furnish practical details significant in the portfolio risk management, several numerical...

... are thinly traded. According to Dimson (1979) : Ghana Beta factor Financial risk Companies Stock exchanges The capital asset pricing model (CAPM) by Sharpe (1964) explains how the capital market sets share prices and values investments with expected returns, and provides additional...

.... Angelo Corelli can be contacted at: angelocorelli@libero.it © Emerald Group Publishing Limited 2010 Financial modelling Financial risk Securities Credit Pricing The New Basel Accord (International Convergence of Capital Measurement and capital Standard, Basel II, 26 January 2004...

... debt to equity. The paper also finds that corporate managers adjust their capital structure differently in response to different kinds of risk exposures namely business risk or financial risk. Specifically, operating risk, bankruptcy risk, and bankruptcy cost in addition to other firm level...

... at: uryasev@ufl.edu © Emerald Group Publishing Limited 2010 Financial risk Risk assessment New regulations are imposing high standards on internal risk management in financial institutions. In its accord, International Convergence of Capital Measurement and Capital Standards...

...Mahfuzul Haque; Oscar Varela Purpose The purpose of this paper is to apply safety‐first portfolio principles in an environment where financial risk exists because of the probability of terrorist attacks, where the catastrophic events of September 11, 2001 (911) are the focal point of the analysis...

... on the low correlations across international stock markets. Mahfuzul Haque can be contacted at: mhaque@isugw.indstate.edu © Emerald Group Publishing Limited 2009 Uncertainty management Financial markets Financial risk Correlation analysis This paper aims to examine in a generalized...

... value of m should be used? Equation 2 Michael R. Powers can be contacted at: michael.powers@temple.edu © Emerald Group Publishing Limited 2009 Return on investment Normal distribution Portfolio investment Probability theory Financial risk value...

...Hussein A. Abdou Purpose This paper aims to investigate the efficiency and effectiveness of alternative credit‐scoring models for consumer loans in the banking sector. In particular, the focus is upon the financial risks associated with both the efficiency of alternative models in terms of correct...

... securities. Charles C. Yang can be contacted at: cyang1@fau.edu © Emerald Group Publishing Limited 2008 Japan Stock markets Securities Financial risk Disasters Insurance‐linked securities such as catastrophe bonds and life bonds are an alternative risk management technique...

.... There was, however, an alternative. Check‐Teck Foo can be contacted at: mctfoo@ntu.edu.sg © Emerald Group Publishing Limited 2008 Financial risk Return on investment International finance Financial management Artificial intelligence United States of America At that time, even he as Fed...

.... © Emerald Group Publishing Limited 2008 Input/output analysis Hedging Pricing Financial risk Stock options With complete certainty f₁(x)=w₁/p and f_i(x)=w_ip, while...

... Emerald Group Publishing Limited 2008 Banking European directives Risk management Wealth Financial risk Greece Cross‐ownership of commercial chartered banks, investment firms and insurance companies was strictly prohibited. Foreign control of banks and security dealers was also...

... Financial risk After the division of Cyprus in 1974, the North Cyprus Government started to be persistently, economically and financially dependent on Turkey. As the official currency in North Cyprus is Turkish Lira, the monetary policy of the Turkish Cypriots tends to be geared to the economy...

... Foreign exchange Financial risk Portfolio investment The swift transition to a system of more or less freely floating exchange rates among many of the major trading countries provided the thrust for the measurement and management of foreign‐exchange risk. The years since 1973 have witnessed both...

... Financial risk Economic stability Systemic risks are the risks over and above those naturally priced and managed by financial intermediaries themselves. They pose a threat to the effective functioning of the financial system as a whole and to the economy more broadly. As Hoggarth et al...

...‐if” modeling of candidate traders; and measuring and monitoring market risk. Andrey Rogachev can be contacted at: andrey.rogachev@roche.com © Emerald Group Publishing Limited 2007 Value analysis Banks Risk analysis Asset management Financial risk Switzerland Since Value‐at‐Risk...