February 2021 - 17 articles
Smart beta strategies across economic regimes seek to address inefficiencies created by market-based indices, thereby enhancing portfolio returns above traditional benchmarks. Our goal is to develop a strategy for re-hedging smart beta portfolios tha...
The article aims to show the opportunities for the formation of new FinTech startups in Poland and further development of the sector, as well as to identify the most critical threats. The study offers the descriptive and deductive analysis based on t...
This paper studies efficient market hypothesis in prediction markets and the results are illustrated for the in-play football betting market using the quoted odds for the English Premier League. Our analysis is based on the martingale property, where...
The purpose of this study is to find the most important variables that represent the future projections of the Bank of International Settlements’ (BIS) capital adequacy ratio, which is the index of financial soundness in a bank as a comprehensive and...
Under the impact of both increasing credit pressure and low economic returns characterizing developed countries, investment levels have decreased over recent years. Moreover, the recent turbulence caused by the COVID-19 crisis has accelerated the lat...
This paper aims to compare the accuracy of financial ratios, tax arrears and annual report submission delays for the prediction of bank loan defaults. To achieve this, 12 variables from these three domains are used, while the study applies a longitud...
Peer review is the driving force of journal development, and reviewers are gatekeepers who ensure that Risks maintains its standards for the high quality of its published papers [...]
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