Risks, Volume 12, Issue 10

The motivation for this research was the desire to disclose the social nature of the financial risks of global companies: the authors attempted a scientific explanation of the influence of corporate social responsibility, which is manifested through...

Recent trends in portfolio management emphasize the importance of reducing carbon footprints and aligning investments with sustainable practices. This paper introduces Sensitivity Value-at-Risk (SensitivityVaR), an advanced distortion risk measure th...

In this research, we attempted to fit a trading system based on polynomial moving regression bands (MRB) to Nasdaq100 stocks from 2017 till the end of March 2024. Since stocks movement does not follow a linear behavior, we used multiple degree polyno...

The evaluation of crowdfunding campaigns varies from person to person; some investors are more interested in the project’s creativity, and others are more concerned with the profiles of entrepreneurs. The study investigated how entrepreneurs&rs...

The greatest technological transformation the world has ever seen was brought about by artificial intelligence (AI). It presents significant opportunities for the financial sector to enhance risk management, democratize financial services, ensure con...

The cryptocurrency market offers attractive but risky investment opportunities, characterized by rapid growth, extreme volatility, and uncertainty. Traditional risk management models, which rely on probabilistic assumptions and historical data, often...

Panic selling causes long-term losses and hinders investors’ return to the market. It has been explained using prospect theory aspects such as loss and regret aversion. Additionally, overconfidence and overreaction contribute to the disposition...

This study suggests a new measure for a firm’s operating cost flexibility. Flexible firms are less risky and, therefore, require lower stock returns. This analysis of 126,202 firm-year observations from the U.S. cross-section of stock returns f...

This work provides an economic exploration of the multifaceted world of medical malpractice risk. Third party liability insurance plays a central role in protecting healthcare providers and public care institutions from the financial consequences of...

We examine the key drivers behind management decisions on share repurchase from various theoretical perspectives, including the free cash flow theory and the signaling theory/hypothesis. Specifically, we investigate the relationship between share rep...