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Failures in risk management
10 references·3 citing·47 second hop
Failures in risk management (2000)Failures in risk managementThe Econometrics of Financial Markets (2012)The Econometrics of Financial…Risk Mitigation in Large-Scale Systems: Lessons from High Reliability Organizations (1997)Risk Mitigation in Large-Scal…An Overview of Value at Risk (1997)An Overview of Value at RiskWho Manages Risk? An Empirical Examination of Risk Management Practices in the Gold Mining Industry (1996)Who Manages Risk? An Empirica…RETHINKING RISK MANAGEMENT (1996)RETHINKING RISK MANAGEMENTMETALLGESELLSCHAFT AND THE ECONOMICS OF SYNTHETIC STORAGE (1995)METALLGESELLSCHAFT AND THE EC…MATURITY STRUCTURE OF A HEDGE MATTERS: LESSONS FROM THE METALLGESELLSCHAFT DEBACLE (1995)MATURITY STRUCTURE OF A HEDGE…Is the correlation in international equity returns constant: 1960–1990? (1995)Is the correlation in interna…Big bets gone bad : derivatives and bankruptcy in Orange County (1995)Big bets gone bad : derivativ…The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …Risk management standards and the active management of malicious intent in artificial superintelligence (2019)Risk management standards and…Trading Risk Management: Practical Applications to Emerging Markets (2005)Trading Risk Management: Prac…Crecimiento, inestabilidad y crisis de la convertibilidad en Argentina (2002)Crecimiento, inestabilidad y …Multivariate GARCH models: a surveyConditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Emerging equity market volatility (1997)International Asset Allocation With Regime Shifts (2002)The Determinants of Firms' Hedging Policies (1985)Risk Management: Coordinating Corporate Investment and Financing Policies (1993)The Relationship Between Corporate Philanthropy And Shareholder Wealth: A Risk Management Perspective (2005)A framework of sustainable supply chain management: moving toward new theory (2008)Environmental risk management and the cost of capital (2008)The Organizational and Interorganizational Development of Disasters (1976)The Vulnerable System: An Analysis of the Tenerife Air Disaster (1990)Collective Mind in Organizations: Heedful Interrelating on Flight Decks (1993)Perspective (2012)COVID‐19, ethics of care and feminist crisis management (2020)Resilience in the face of uncertainty: early lessons from the COVID-19 pandemic (2020)Business Cycles and the Behavior of Metals Prices (1988)Stochastic Convenience Yield and the Pricing of Oil Contingent Claims (1990)Systemic Aspects of Risk Management in Banking and Finance (1995)Hedging Long-Term Exposures with Multiple Short-Term Futures Contracts (1999)Dynamic risk management: Theory and evidence (2005)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Portfolio Selection: Efficient Diversification of Investments (1959)Dividend Policy, Growth, and the Valuation of Shares (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage (1987)Backwardation in Oil Futures Markets: Theory and Empirical Evidence (1995)An introduction to market risk measurement (2002)Limited-dependent and qualitative variables in econometrics (1983)Managerial discretion and optimal financing policies (1990)Agency Costs, Risk Management, and Capital Structure (1998)The sensitivity of CEO wealth to equity risk: an analysis of the magnitude and determinants (1999)Founding family ownership and the agency cost of debt (2003)The Pricing of Options and Corporate Liabilities (1973)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Modeling and Forecasting Realized Volatility (2001)Portfolio optimization with conditional value-at-risk objective and constraints (2001)Value-at-Risk-Based Risk Management: Optimal Policies and Asset Prices (2001)Marketing derivatives: a question of trust (1997)The economic benefits and risks of derivative securities (1997)Orange County Bankruptcy: Financial Contagion in the Municipal Bond and Bank Equity Markets (2004)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Market Liquidity and Funding Liquidity (2008)
this work references cited by second hop

References

  • 1965The Behavior of Stock-Market Prices8,707 cited
  • 2012The Econometrics of Financial Markets5,875 cited
  • 1995Is the correlation in international equity returns constant: 1960–1990?1,805 cited
  • 1996Who Manages Risk? An Empirical Examination of Risk Management Practices in the Gold Mining Industry1,432 cited
  • 1997An Overview of Value at Risk1,320 cited
  • 1996RETHINKING RISK MANAGEMENT1,205 cited
  • 1995METALLGESELLSCHAFT AND THE ECONOMICS OF SYNTHETIC STORAGE138 cited
  • 1997Risk Mitigation in Large-Scale Systems: Lessons from High Reliability Organizations122 cited
  • 1995MATURITY STRUCTURE OF A HEDGE MATTERS: LESSONS FROM THE METALLGESELLSCHAFT DEBACLE99 cited
  • 1995Big bets gone bad : derivatives and bankruptcy in Orange County56 cited

Cited by

  • 2002Crecimiento, inestabilidad y crisis de la convertibilidad en Argentina25 cited
  • 2019Risk management standards and the active management of malicious intent in artificial superintelligence23 cited
  • 2005Trading Risk Management: Practical Applications to Emerging Markets21 cited

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