Items where Subject is "Risk"

Article

Amir, E, Kallunki, J P and Nilsson, H (2014) Criminal convictions and risk taking. Australian Journal of Management, 39 (4). pp. 497-523. ISSN 0312-8962

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

Atmaz, A, Basak, S and Ruan, F (2024) Dynamic equilibrium with costly short-selling and lending market. Review of Financial Studies, 37 (2). pp. 444-506. ISSN 0893-9454

Ban, G-Y, El Karoui, N and Lim, A E B (2018) Machine Learning and Portfolio Optimization. Management Science, 64 (3). pp. 1136-1154. ISSN 0025-1909

Begley, T A, Purnanandam, A and Zheng, K (2017) The strategic under-reporting of bank risk. 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

Brealey, R A, Cooper, I A and Habib, M A (2020) Cost of capital and valuation in the public and private sectors: tax, risk, and debt capacity. Journal of Business Finance and Accounting, 47 (1-2). pp. 163-187. ISSN 0306-686X

Bretscher, L, Schmid, L and Vedolin, A (2018) Interest Rate Risk Management in Uncertain Times. Review of Financial Studies, 31 (8). pp. 3019-3060. ISSN 0893-9454

Coimbra, N, Kim, D and Rey, H (2022) Central Bank Policy and the Concentration of Risk: Empirical Estimates. Journal of Monetary Economics, 125. ISSN 0304-3932

Ehling, P, Graniero, A and Heyerdahl-Larsen, C (2018) Asset prices and portfolio choice with learning from experience. 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

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

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

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: Business Model of Venture Lending. Journal of Alternative Investments, 19 (2). pp. 28-37. ISSN 1520-3255

Kacperczyk, O, Beckman, C M and Moliterno, T P (2015) 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

Lassance, N, DeMiguel, V and Vrins, F (2022) Optimal portfolio diversification via independent component analysis. Operations Research, 70 (1). pp. 55-72. ISSN 0030-364X

Laur, A, Nieto-Martin, J, Bunn, D W and Vicente-Pastor, A (2020) Optimal procurement of flexibility services within electricity distribution networks. European Journal of Operational Research, 285 (1). pp. 34-47. ISSN 0377-2217

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

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

Ozdenoren, E and Yuan, K (2017) Contractual Externalities and Systemic Risk. Review of Economic Studies, 84 (4). pp. 1789-1817. ISSN 0034-6527

Sivanathan, N and Kakkar, H (2019) How Drug Company Ads Downplay Risks. Scientific American. ISSN 0036-8733

Sull, D, Turconi, S, Sull, C and Yoder, J (2017) Four logics of corporate strategy. MIT Sloan Management Review. ISSN 1532-9194

Yang, S A, Bakshi, N and Chen, C J (2021) Trade Credit Insurance: Operational Value and Contract Choice. Management Science, 67 (2). pp. 875-891. ISSN 0025-1909

Zacharakis, A, Alemany, L and Scarlata, M G (2021) A Gendered View of Risk Taking in Venture Philanthropy. Journal of Social Entrepreneurship. pp. 1-19. ISSN 1942-0676

Thesis

Luo, Xuan (2019) On the probabilistic risk attitude. Doctoral thesis, University of London: London Business School.

Mohan, Shyam (2018) Disruption cascades in supply chain networks. Doctoral thesis, University of London: London Business School.