Table of contents
Does securitization escalate banks’ sensitivity to systemic risk?
Katerina Ivanov, Julia JiangThe purpose of this paper is to test empirically the impact of asset securitization and sale activities as well as the holdings of sub-prime related securitized products on the US…
595
The term structure of equity factor diversification
Julien Fouquau, Cecile KharoubiRisk factor investing has grown in popularity in recent years and has become a cornerstone of investment portfolios. The goal of factor investing is to generate more returns in…
257
Risk and complexity – on complex risk management
Jan EmblemsvågIndustries lament the current situation of approaches that have resulted in huge losses in the face of complex risks. The purpose of this study is therefore to review complexity…
888
ISSN:
1526-5943e-ISSN:
2331-2947ISSN-L:
1526-5943Online date, start – end:
1999Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridMerged from:
Balance SheetEditor:
- Nawazish Mirza