Volume 262, Issue 2

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March 2018

Risk Management Decisions and Wealth Management in Financial Economics

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18 articles in this issue

Preface: Risk management decisions and wealth management in Financial Economics
Hatem Ben Ameur
Ephraim Clark
Jean-Luc Prigent
Preface 24 January 2018 Pages: 239 - 240
Dynamic analysis of the forecasting bankruptcy under presence of unobserved heterogeneity
Ilyes Abid
Farid Mkaouar
Olfa Kaabia
S.I.: Financial Economics 25 February 2016 Pages: 241 - 256
Ex-ante real estate Value at Risk calculation method
Charles-Olivier Amédée-Manesme
Fabrice Barthélémy
S.I.: Financial Economics 30 October 2015 Pages: 257 - 285
Measurement errors in stock markets
Hachmi Ben Ameur
Fredj Jawadi
Wael Louhichi
S.I.: Financial Economics 02 March 2016 Pages: 287 - 306
Evolutionary-based return forecasting with nonlinear STAR models: evidence from the Eurozone peripheral stock markets
Christos Avdoulas
Stelios Bekiros
Sabri Boubaker
S.I.: Financial Economics 10 December 2015 Pages: 307 - 333
Are employee stock option exercise decisions better explained through the prospect theory?
Hamza Bahaji
S.I.: Financial Economics 12 February 2016 Pages: 335 - 359
On information costs, short sales and the pricing of extendible options, steps and Parisian options
Mondher Bellalah
S.I.: Financial Economics 12 November 2015 Pages: 361 - 387
Pricing derivatives in the presence of shadow costs of incomplete information and short sales
Mondher bellalah
S.I.: Financial Economics 27 September 2016 Pages: 389 - 411
Risk-based strategies: the social responsibility of investment universes does matter
Philippe Bertrand
Vincent Lapointe
S.I.: Financial Economics 09 December 2015 Pages: 413 - 429
Modelling credit spreads with time volatility, skewness, and kurtosis
Ephraim Clark
Selima Baccar
S.I.: Financial Economics Open access 04 September 2015 Pages: 431 - 461
Option implied ambiguity and its information content: Evidence from the subprime crisis
Tarik Driouchi
Lenos Trigeorgis
Raymond H. Y. So
S.I.: Financial Economics 19 December 2015 Pages: 463 - 491
Equilibrium-based volatility models of the market portfolio rate of return (peacock tails or stotting gazelles)
David Feldman
Xin Xu
S.I.: Financial Economics 02 September 2015 Pages: 493 - 518
How do capital structure and economic regime affect fair prices of bank’s equity and liabilities?
Donatien Hainaut
Yang Shen
Yan Zeng
S.I.: Financial Economics 29 April 2016 Pages: 519 - 545
Risk-budgeting multi-portfolio optimization with portfolio and marginal risk constraints
Ran Ji
Miguel A. Lejeune
S.I.: Financial Economics 29 October 2015 Pages: 547 - 578
Systemic risk, financial markets, and performance of financial institutions
Edward M. H. Lin
Edward W. Sun
Min-Teh Yu
S.I.: Financial Economics 09 February 2016 Pages: 579 - 603
Dynamic portfolio insurance strategies: risk management under Johnson distributions
Naceur Naguez
S.I.: Financial Economics 06 February 2016 Pages: 605 - 629
On the robustness of portfolio allocation under copula misspecification
Abdallah Ben Saida
Jean-luc Prigent
S.I.: Financial Economics 16 February 2016 Pages: 631 - 652
Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier
Hanene Ben Salah
Mohamed Chaouch
Abdelwahed Trabelsi
S.I.: Financial Economics 23 June 2016 Pages: 653 - 681

Volume 262, Issue 2

Preface: Risk management decisions and wealth management in Financial Economics

Dynamic analysis of the forecasting bankruptcy under presence of unobserved heterogeneity

Ex-ante real estate Value at Risk calculation method

Measurement errors in stock markets

Evolutionary-based return forecasting with nonlinear STAR models: evidence from the Eurozone peripheral stock markets

Are employee stock option exercise decisions better explained through the prospect theory?

On information costs, short sales and the pricing of extendible options, steps and Parisian options

Pricing derivatives in the presence of shadow costs of incomplete information and short sales

Risk-based strategies: the social responsibility of investment universes does matter

Modelling credit spreads with time volatility, skewness, and kurtosis

Option implied ambiguity and its information content: Evidence from the subprime crisis

Equilibrium-based volatility models of the market portfolio rate of return (peacock tails or stotting gazelles)

How do capital structure and economic regime affect fair prices of bank’s equity and liabilities?

Risk-budgeting multi-portfolio optimization with portfolio and marginal risk constraints

Systemic risk, financial markets, and performance of financial institutions

Dynamic portfolio insurance strategies: risk management under Johnson distributions

On the robustness of portfolio allocation under copula misspecification

Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier

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