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Risk Management and Derivatives
0 references·16 citing·50 second hopsampled
Risk Management and Derivatives (2006)Risk Management and DerivativesCEO risk-taking incentives and corporate social responsibility (2020)CEO risk-taking incentives an…How Does Corporate Social Responsibility Change Capital Structure? (2016)How Does Corporate Social Res…The Role of Risk Management in Corporate Governance (2015)The Role of Risk Management i…A theory of risk capital (2014)A theory of risk capitalManaging and Harnessing Volatile Oil Windfalls (2013)Managing and Harnessing Volat…Financial Risk Measurement for Financial Risk Management (2013)Financial Risk Measurement fo…CEO Entrenchment and Corporate Hedging: Evidence from the Oil and Gas Industry (2013)CEO Entrenchment and Corporat…Dynamic Hedging in Incomplete Markets: A Simple Solution (2012)Dynamic Hedging in Incomplete…Risk Management and Firm Value: Evidence from Weather Derivatives (2009)Risk Management and Firm Valu…Optimal capital allocation using RAROC™ and EVA® (2007)Optimal capital allocation us…Corporate Financial and Investment Policies when Future Financing is Not Frictionless (2006)Corporate Financial and Inves…The Risks of Financial Institutions (2005)The Risks of Financial Instit…The Risks of Financial Institutions (2005)The Risks of Financial Instit…How Much Do Banks Use Credit Derivatives to Reduce Risk? (2005)How Much Do Banks Use Credit …Dynamic risk management: Theory and evidence (2005)Dynamic risk management: Theo…International Evidence on Financial Derivatives Usage (2003)International Evidence on Fin…Financial Intermediation and Delegated Monitoring (1984)The Determinants of Firms' Hedging Policies (1985)What's different about banks? (1985)Liquidity and Credit Default Swap Spreads (2007)Counterparty Risk in Financial Contracts: Should the Insured Worry about the Insurer?* (2010)Too Interconnected To Fail: Financial Contagion and Systemic Risk in Network Model of CDS and Other Credit Enhancement Obligations of US Banks (2010)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)CEO entrenchment and corporate liquidity management (2015)CEO Age, Risk Incentives, and Hedging Strategy (2016)Uncertainty, Capital Investment, and Risk Management (2017)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)A Dynamic Model of Optimal Capital Structure (2002)Analyzing the financial distress of Chinese public companies using probabilistic neural networks and multivariate discriminate analysis (2007)Limits to Arbitrage and Hedging: Evidence from Commodity Markets (2008)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Law and Finance (1998)Cash Holdings, Firm Size and Access to External Finance - Evidence for the Euro Area (2010)Corporate Liquidity Management: A Conceptual Framework and Survey (2013)Why Do Some Firms Go Debt Free? (2013)Determinants of corporate borrowing (1977)Bank Runs, Deposit Insurance, and Liquidity (1983)Corporate financing and investment decisions when firms have information that investors do not have (1984)Additivity properties for Value-at-Risk under Archimedean dependence and heavy-tailedness (2008)Infinite-dimensional VARs and factor models (2010)Measuring Systemic Risk in the Finance and Insurance Sectors (2010)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Modeling Realized Covariances and Returns (2012)Do High-Frequency Data Improve High-Dimensional Portfolio Allocations? (2013)Tail Risk Dynamics in Stock Returns: Links to the Macroeconomy and Global Markets Connectedness (2016)The Pricing of Options and Corporate Liabilities (1973)Strategic management a stakeholder approach (2010)Diversify or concentrate: The impact of customer concentration on corporate social responsibility (2021)Multi-dimensional corporate social responsibilities and stock price crash risk: Evidence from China (2021)ESG disclosure, CEO power and incentives and corporate risk‐taking (2023)Job Market Signaling (1973)Corporate Financing and Investment Decisions When Firms Have InformationThat Investors Do Not Have (1984)Do dealer firms manage inventory on a stock-by-stock or a portfolio basis? (2003)The Determinants of Bank Performance in China (2008)Economic value, competition and financial distress in the European banking system (2012)What Do We Know about Capital Structure? Some Evidence from International Data (1995)Do Peer Firms Affect Firm Corporate Social Responsibility? (2017)Corporate social responsibility, market reaction and accounting conservatism (2020)Does corporate social responsibility affect dividend policy? Empirical evidence in the French context (2022)Credit risk securitization and bank soundness in Europe (2012)Liquidity Creation and Bank Capital (2018)The Information View of Financial Crises (2020)
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  • 2020CEO risk-taking incentives and corporate social responsibility139 cited
  • 2007Optimal capital allocation using RAROC™ and EVA®133 cited
  • 2013CEO Entrenchment and Corporate Hedging: Evidence from the Oil and Gas Industry110 cited
  • 2006Corporate Financial and Investment Policies when Future Financing is Not Frictionless108 cited
  • 2005The Risks of Financial Institutions107 cited
  • 2013Financial Risk Measurement for Financial Risk Management105 cited
  • 2005The Risks of Financial Institutions95 cited
  • 2005Dynamic risk management: Theory and evidence87 cited
  • 2005How Much Do Banks Use Credit Derivatives to Reduce Risk?82 cited
  • 2016How Does Corporate Social Responsibility Change Capital Structure?79 cited
  • 2009Risk Management and Firm Value: Evidence from Weather Derivatives53 cited
  • 2003International Evidence on Financial Derivatives Usage47 cited
  • 2012Dynamic Hedging in Incomplete Markets: A Simple Solution47 cited
  • 2014A theory of risk capital46 cited
  • 2015The Role of Risk Management in Corporate Governance

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45 cited
  • 2013Managing and Harnessing Volatile Oil Windfalls42 cited