Items where Subject is "R > Risk"

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Number of items at this level: 15.

A

Andreou, P C, Cooper, I, 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, El Karoui, N E and Lim, A E B (2018) Machine learning and portfolio optimization. Management Science, 64 (3). pp. 1136-1154. ISSN 0025-1909 OPEN ACCESS

Begley, T A, 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

Blyth, W, Bunn, D W, 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 OPEN ACCESS

E

Ehling, P, Graniero, A and Heyerdahl-Larsen, C (2018) Asset prices and portfolio choice with learning from experience. The Review Of Economic Studies, 85 (3). pp. 1752-1780. ISSN 0034-6527

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

F

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

G

Gianfreda, A and Bunn, D W (2018) A stochastic latent moment model for electricity price formation. Operations Research, 66 (5). pp. 1189-1203. ISSN 0030-364X

H

Hagfors, L I, Bunn, D W, Kristoffersen, E, 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, 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

L

Lawrence, A, Minutti-Meza, M and Vyas, D (2018) Is operational control risk informative of financial reporting deficiencies? Auditing: A Journal of Practice and Theory, 37 (1). pp. 139-165. ISSN 0278-0380

M

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

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 OPEN ACCESS

This list was generated on Sun Dec 16 01:01:49 2018 GMT.