International Journal of Risk Assessment and Management (IJRAM)

International Journal of Risk Assessment and Management

2008 Vol.9 No.1/2

Special Issue on Financial Risk Management

Guest Editor: Dr. Costas Siriopoulos


Pages Title and author(s)
5-14Corporate failure risk assessment of Greek companies
Athanasios Tsagkanos, Antonios Georgopoulos, Dimitrios P. Koumanakos, Evangelos P. Koumanakos
DOI: 10.1504/IJRAM.2008.019309
15-25Demonstration of data mining approaches in credit risk evaluation
Desheng Wu
DOI: 10.1504/IJRAM.2008.019310
26-43Predicting US commercial bank failures via a multicriteria approach
Kyriaki Kosmidou, Constantin Zopounidis
DOI: 10.1504/IJRAM.2008.019311
44-51Value-at-risk: is lacking in sub-additivity just an annoying technicality?
Luisa Tibiletti
DOI: 10.1504/IJRAM.2008.019312
52-60Study of banking sector design from risk perspective to minimise social costs
Sameer Kumar
DOI: 10.1504/IJRAM.2008.019313
61-69The impact of risk factors on stock returns: the case of the National Bank of Greece
Dimitrios Vasiliou, Andreas Papandreou
DOI: 10.1504/IJRAM.2008.026215
70-103A practical approach to market risk analysis and control: empirical test of the Mexican foreign exchange and stock markets
Mazin A.M. Al Janabi
DOI: 10.1504/IJRAM.2008.019314
104-120Loose risk management mechanisms of corporate governance of Greek firms; rewards to board from earnings that are not based on performance incentive plans
Nikolaos Eriotis, Vasileios Zisis
DOI: 10.1504/IJRAM.2008.019315
121-134Hedge ratio estimation and hedging effectiveness: the case of the S&P 500 stock index futures contract
Dimitris Kenourgios, Aristeidis Samitas, Panagiotis Drosos
DOI: 10.1504/IJRAM.2008.019316
135-147An integrated taxonomy of consumers of financial services: the role of perceived risk, effort and involvement
Rodoula Tsiotsou
DOI: 10.1504/IJRAM.2008.019317

Submitted Papers

148-159Multi-factor models for capital asset pricing in a fuzzy environment with empirical studies
Jianhua Zeng, K.K. Lai, Shouyang Wang
DOI: 10.1504/IJRAM.2008.019318
160-177Fuzzy assessment of human-health risks due to air pollution
Vladimir P. Reshetin
DOI: 10.1504/IJRAM.2008.019319
178-196A risk mitigation approach for concurrent engineering projects
Berman Kayis, Ammar Ahmed, Sataporn Amornsawadwatana
DOI: 10.1504/IJRAM.2008.019320