1 - 6 of 6 articles
Purpose– The purpose of this paper is to provide a systematic literature review of available research evidence on risk management in small and medium-sized enterprises (SMEs). The authors aim to reveal ambiguities, gaps and contradictions in the literature, and to sketch avenues for further...
Purpose– This paper aims to improve decision making in credit portfolio management through analytical data-mining methods, which should be used as data availability and data quality of credit portfolios increase due to (semi-)automated credit decisions, improved data warehouses and heightened...
Purpose– This paper aims to examine the nexus between hedging, which reduces the volatility of corporate assets, and the anomaly of debt overhang, whereby corporate management is motivated to reject positive net present value (NPV) projects. The question of whether hedging ameliorates or...
Purpose– Value-at-risk (VaR) is a risk measure of potential loss on a specific portfolio. The main uses of VaR are in risk management and financial reporting. Researchers are continuously looking for new and efficient ways to evaluate VaR, and the 2008 financial crisis has given further impetus...
Purpose– The purpose of this paper is to empirically test dynamic hedging, using data from the FTSE-100 and Standard & Poor’s (S&P) 500 futures indices. Design/methodology/approach– The authors introduce a dynamic continuous-time hedging model in futures markets. The authors further relax the...
Purpose– The purpose of the paper is to analyze the impact of quantitative easing (QE) performed in the USA on relationship between assets mainly from mining and oil industries. Based on the empirical results, the method of diversified portfolio creation has been proposed....
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