Journal of Risk Finance: Volume 10 Issue 3

Rethinking risk and return: part 2 – some felicitous Fourier frequencies

Michael R. Powers

This editorial, the second of a two‐part series, proposes a new measure of risk for analyzing highly non‐normal (i.e. asymmetric and long‐tailed) random variables in the context…

The effects of advertising media on sales of insurance products: a developing‐country case

S.A. Aduloju, A.O. Odugbesan, S.A. Oke

Characterized by declining goodwill and exemplified sharp drop in gross premium, the Nigerian insurance industry, in recent times, has experienced turbulent economic challenges…

Economic rehabilitation programme and the existence of implicit deposit insurance in North Cyprus

Nil Günsel

The purpose of this paper is to investigate the role of implicit deposit insurance in North Cyprus Banking Sector during the period 1984‐2002.

Universal banks and stock‐market reaction: Some evidence from major announcements

Harilaos F. Harissis, Andreas Merikas, Stanley Mutenga, Sotiris K. Staikouras

The purpose of this paper is to investigate the interface between the banking and insurance sectors. Using capital market data, the paper aims to discover any significant equity…

Effect of 9/11 on the conditional time‐varying equity risk premium: evidence from developed markets

Mahfuzul Haque, Imen Kouki

The purpose of this paper is to examine the volatility effects on the returns for six developed market indices factoring in the unprecedented event of September 11, 2001…

An info‐gap approach to managing portfolios of assets with uncertain returns

Bryan Beresford‐Smith, Colin J. Thompson

The purpose of this paper is to provide a quantitative methodology based on information‐gap decision theory for dealing with (true) Knightian uncertainty in the management of…

Control charts for monitoring observations from a truncated normal distribution

M.A.A. Cox

The majority of quality control charts are employed for normally distributed data. In reality this assumption is not always valid. This paper aims to consider an alternative the…

Confidence accounting: putting essential uncertainty back into auditing and accounting

Michael Mainelli