Items where Subject is "R > Risk"

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Number of items at this level: 12.

A

Andreou, P C and Cooper, I and Louca, A and Philip, D (2017) Bank loan loss accounting treatments, credit cycles and crash risk. The British Accounting Review, 49 (5). pp. 474-492. ISSN 0890-8389

B

Ban, G-Y and El Karoui, N E and Lim, A E B (2016) Machine learning and portfolio optimization. Management Science. ISSN 0025-1909 (In Press)

Begley, T A and Purnanandam, A and Zheng, K (2017) The strategic under-reporting of bank risk. The Review of Financial Studies, 30 (10). pp. 3376-3415. ISSN 0893-9454 (In Press)

Blyth, W and Bunn, D W and Chronopoulos, M and Munoz, J (2016) Systematic analysis of the evolution of electricity and carbon markets under deep decarbonisation. Journal of Energy Markets, 9 (3). pp. 59-94. ISSN 1756-3607

E

Ehling, P and Heyerdahl-Larsen, C (2016) Correlations. Management Science, 63 (6). pp. 1919-1937. ISSN 0025-1909

F

Feldhutter, P (2015) Can affine models match the moments in bond yields? Quarterly Journal of Finance, 6 (2). ISSN 2010-1392

H

Hagfors, L I and Bunn, D W and Kristoffersen, E and Staver, T T and Westgaard, S (2016) Modeling the UK electricity price distributions using quantile regression. Energy, 102. pp. 231-243. ISSN 0360-5442

Hennessy, C and Chemla, G (2016) Government as a borrower of first resort. Journal of Monetary Economics, 84. pp. 1-16. ISSN 0304-3932

Hesse, M and Lutz, E and Talmor, E (2016) Liquidity runway and horizon of disappointment. Journal of Alternative Investments, 19 (2). pp. 28-37. ISSN 1520-3255

K

Kacperczyk, A (2014) Disentangling risk and change: internal and external social comparison in the mutual fund industry. Administrative Science Quarterly, 60 (2). pp. 228-262. ISSN 0001-8392

M

McInerney, C and Bunn, D W (2016) Optimal over-installation of wind generation facilities. Energy Economics, 61. pp. 87-96. ISSN 0140-9883

O

Ozdenoren, E and Yuan, K (2017) Contractual externalities and systemic risk. The Review Of Economic Studies, 84 (4). pp. 1789-1817. ISSN 1467-937X

This list was generated on Tue Oct 24 01:01:38 2017 BST.