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Proactive risk management in emerging and Islamic financial markets
8 references·4 citing·36 second hop
Proactive risk management in emerging and Islamic financial markets (2008)Proactive risk management in emerging and…Trading Risk Management: Practical Applications to Emerging Markets (2005)Trading Risk Management: Prac…Value at risk: the new benchmark for controlling market risk (1996)Value at risk: the new benchm…The Management of Foreign Exchange Risk in UK Multinationals: An Empirical Investigation (1990)The Management of Foreign Exc…Management of Foreign Exchange Risk: A Review Article (1981)Management of Foreign Exchang…PORTFOLIO THEORY AND THE PROBLEM OF FOREIGN EXCHANGE RISK (1978)PORTFOLIO THEORY AND THE PROB…A Simplified Model for Portfolio Analysis (1963)A Simplified Model for Portfo…Portfolio Selection: Efficient Diversification of Investments. (1962)Portfolio Selection: Efficien…Portfolio Selection: Efficient Diversification of Investments (1959)Portfolio Selection: Efficien…Risk management with a duration gap approach (2020)Risk management with a durati…Examining the Relationship between Efficiency and Capital Adequacy Ratio: Islamic versus Conventional Banks --- An Empirical Evidence on Egyptian Banks (2018)Examining the Relationship be…Risk Management in Islamic Banking: An Emerging Market Imperative (2016)Risk Management in Islamic Ba…Risk management practices and attitude of Pakistani Islamic banking system employees (2013)Risk management practices and…Multinational Financial Management. (1983)On the Measurement of Operating Exposure to Exchange Rates: A Conceptual Approach (1986)The choice of hedging techniques and the characteristics of UK industrial firms (2000)THE DETERMINANTS OF SELECTIVE EXCHANGE RISK MANAGEMENT–EVIDENCE FROM GERMAN NON‐FINANCIAL CORPORATIONS (2002)Credit risk management: a survey of practices (2006)Essays in Positive Economics (1954)Portfolio Theory and Capital Markets. (1972)An equilibrium model of the international capital market (1974)The Theory of the Multinational Firm under Exchange Rate Uncertainty (1981)Cross-hedging foreign currency risk (1987)Hotel brand portfolio strategy (2015)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)International Diversification of Investment Portfolios (1970)The Hedging of an Uncertain Future Foreign Currency Cash Flow (1991)Foreign direct investment in high-risk environments: an historical perspective (2013)Multinational enterprises’ risk mitigation strategies in emerging markets: A political coalition perspective (2019)The Pricing of Options and Corporate Liabilities (1973)Foreign‐exchange trading risk management with value at risk (2006)On the inception of sound derivative products in emerging markets (2006)Internal regulations and procedures for financial trading units (2008)Commercial bank net interest margins, default risk, interest-rate risk, and off-balance sheet banking (1997)The determinants of bank interest rate margins: an international study (2000)Risk in Islamic Banking (2013)Formulation and estimation of stochastic frontier production function models (1977)The Economic Theory of Index Numbers and the Measurement of Input, Output, and Productivity (1982)Stochastic Frontier Analysis (2000)Prediction of Banks Efficiency Using Feature Selection Method: Comparison between Selected Machine Learning Models (2022)Portfolio optimization with conditional value-at-risk objective and constraints (2001)Testing Density Forecasts, With Applications to Risk Management (2001)Value-at-Risk-Based Risk Management: Optimal Policies and Asset Prices (2001)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Multifactor Explanations of Asset Pricing Anomalies (1996)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)The Adjustment of Stock Prices to New Information (2003)
this work references cited by second hop

References

  • 1959Portfolio Selection: Efficient Diversification of Investments5,535 cited
  • 1962Portfolio Selection: Efficient Diversification of Investments.3,621 cited
  • 1963A Simplified Model for Portfolio Analysis2,740 cited
  • 1996Value at risk: the new benchmark for controlling market risk1,018 cited
  • 1990The Management of Foreign Exchange Risk in UK Multinationals: An Empirical Investigation77 cited
  • 1981Management of Foreign Exchange Risk: A Review Article67 cited
  • 1978PORTFOLIO THEORY AND THE PROBLEM OF FOREIGN EXCHANGE RISK65 cited
  • 2005Trading Risk Management: Practical Applications to Emerging Markets21 cited

Cited by

  • 2018Examining the Relationship between Efficiency and Capital Adequacy Ratio: Islamic versus Conventional Banks --- An Empirical Evidence on Egyptian Banks15 cited
  • 2016Risk Management in Islamic Banking: An Emerging Market Imperative14 cited
  • 2013Risk management practices and attitude of Pakistani Islamic banking system employees13 cited
  • 2020Risk management with a duration gap approach12 cited

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