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Optimal consumption and investment strategies with stochastic interest rates

JOURNAL ARTICLE published August 2004 in Journal of Banking & Finance

Authors: Claus Munk | Carsten Sørensen

A new approach to statistical arbitrage: Strategies based on dynamic factor models of prices and their performance

JOURNAL ARTICLE published April 2016 in Journal of Banking & Finance

Authors: Sergio M. Focardi | Frank J. Fabozzi | Ivan K. Mitov

A comparative study of the probability of default for global financial firms

JOURNAL ARTICLE published March 2012 in Journal of Banking & Finance

Authors: António Câmara | Ivilina Popova | Betty Simkins

Regime switching based portfolio selection for pension funds

JOURNAL ARTICLE published August 2007 in Journal of Banking & Finance

Authors: Karl Frauendorfer | Ulrich Jacoby | Alvin Schwendener

The PBGC's flat fee schedule, moral hazard, and promised pension benefits

JOURNAL ARTICLE published March 1990 in Journal of Banking & Finance

Authors: Gregory R. Niehaus

Do banks price production process failures? Evidence from product recalls

JOURNAL ARTICLE published February 2022 in Journal of Banking & Finance

Authors: Shafu Zhang | Michel Magnan | Yetaotao Qiu | Cheng Colin Zeng

The impact of credit rating announcements on credit default swap spreads

JOURNAL ARTICLE published June 2013 in Journal of Banking & Finance

Authors: John D. Finnerty | Cameron D. Miller | Ren-Raw Chen

Capital structure and political patronage: The case of Malaysia

JOURNAL ARTICLE published April 2006 in Journal of Banking & Finance

Authors: Donald R. Fraser | Hao Zhang | Chek Derashid

Default, market microstructure, and changing trade patterns in forward markets: A case study of North-Sea oil

JOURNAL ARTICLE published October 1994 in Journal of Banking & Finance

Authors: Robert J. Weiner

Coherent risk measures alone are ineffective in constraining portfolio losses

JOURNAL ARTICLE published July 2022 in Journal of Banking & Finance

Authors: John Armstrong | Damiano Brigo

Risk-taking behavior of banks under regulation

JOURNAL ARTICLE published April 1997 in Journal of Banking & Finance

Authors: Sangkyun Park

The effect of organizational structure on efficiency: Evidence from the Spanish insurance industry

JOURNAL ARTICLE published December 2004 in Journal of Banking & Finance

Authors: J.David Cummins | Maria Rubio-Misas | Hongmin Zi

Obstacles to a global banking system: “Old Europe” versus “New Europe”

JOURNAL ARTICLE published July 2007 in Journal of Banking & Finance

Authors: Allen N. Berger

Risk allocation under liquidity constraints

JOURNAL ARTICLE published December 2014 in Journal of Banking & Finance

Authors: Péter Csóka | P. Jean-Jacques Herings

IPO underpricing as tax-efficient compensation

JOURNAL ARTICLE published March 1997 in Journal of Banking & Finance

Authors: Kristian Rydqvist

Guarantees, transparency and the interdependency between sovereign and bank default risk

JOURNAL ARTICLE published August 2014 in Journal of Banking & Finance

Authors: Philipp König | Kartik Anand | Frank Heinemann

Brothers from different mothers how distribution fees change investment behavior

JOURNAL ARTICLE published February 2015 in Journal of Banking & Finance

Authors: Marco Navone | Marco Pagani

Forecasting portfolio-Value-at-Risk with nonparametric lower tail dependence estimates

JOURNAL ARTICLE published May 2015 in Journal of Banking & Finance

Authors: Karl Friedrich Siburg | Pavel Stoimenov | Gregor N.F. Weiß

Do hedge funds dynamically manage systematic risk?

JOURNAL ARTICLE published March 2016 in Journal of Banking & Finance

Authors: Ethan Namvar | Blake Phillips | Kuntara Pukthuanthong | P. Raghavendra Rau

A stochastic frontier approach to modelling financial constraints in firms: An application to India

JOURNAL ARTICLE published May 2012 in Journal of Banking & Finance

Authors: Sumon Kumar Bhaumik | Pranab Kumar Das | Subal C. Kumbhakar