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This book is a collection of feature articles published in Risks in 2020. They were all written by experts in their respective fields. In these articles, they all develop and present new aspects and insights that can help us to understand and cope with the different and ever-changing aspects of risks. In some of the feature articles the probabilistic risk modeling is the central focus, whereas impact and innovation, in the context of financial economics and actuarial science, is somewhat retained and left for future research. In other articles it is the other way around. Ideas and perceptions in financial markets are the driving force of the research but they do not necessarily rely on innovation in the underlying risk models. Together, they are state-of-the-art, expert-led, up-to-date contributions, demonstrating what Risks is and what Risks has to offer: articles that focus on the central aspects of insurance and financial risk management, that detail progress and paths of further development in understanding and dealing with...risks. Asking the same type of questions (which risk allocation and mitigation should be provided, and why?) creates value from three different perspectives: the normative perspective of market regulator; the existential perspective of the financial institution; the phenomenological perspective of the individual consumer or policy holder.

Medicine --- medical services’ consumption --- lifestyle factors --- insurance plan --- structural equation model --- stock–bond correlation --- VIX --- economic policy uncertainty --- monetary policy uncertainty --- fiscal policy uncertainty --- agricultural commodity futures --- price discovery --- market reflexivity --- Hawkes process --- poisson autoregressive models --- contagion --- predictive monitoring --- information-based asset pricing --- Lévy processes --- gamma processes --- variance gamma processes --- Brownian bridges --- gamma bridges --- nonlinear filtering --- house price prediction --- real estate --- machine learning --- random forest --- Lévy process --- subordination --- option pricing --- risk sensitivity --- stochastic volatility --- Greeks --- time-change --- time series --- volatility --- probability-integral transform --- ARMA model --- copula

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

This book is a collection of feature articles published in Risks in 2020. They were all written by experts in their respective fields. In these articles, they all develop and present new aspects and insights that can help us to understand and cope with the different and ever-changing aspects of risks. In some of the feature articles the probabilistic risk modeling is the central focus, whereas impact and innovation, in the context of financial economics and actuarial science, is somewhat retained and left for future research. In other articles it is the other way around. Ideas and perceptions in financial markets are the driving force of the research but they do not necessarily rely on innovation in the underlying risk models. Together, they are state-of-the-art, expert-led, up-to-date contributions, demonstrating what Risks is and what Risks has to offer: articles that focus on the central aspects of insurance and financial risk management, that detail progress and paths of further development in understanding and dealing with...risks. Asking the same type of questions (which risk allocation and mitigation should be provided, and why?) creates value from three different perspectives: the normative perspective of market regulator; the existential perspective of the financial institution; the phenomenological perspective of the individual consumer or policy holder.

Medicine --- medical services’ consumption --- lifestyle factors --- insurance plan --- structural equation model --- stock–bond correlation --- VIX --- economic policy uncertainty --- monetary policy uncertainty --- fiscal policy uncertainty --- agricultural commodity futures --- price discovery --- market reflexivity --- Hawkes process --- poisson autoregressive models --- contagion --- predictive monitoring --- information-based asset pricing --- Lévy processes --- gamma processes --- variance gamma processes --- Brownian bridges --- gamma bridges --- nonlinear filtering --- house price prediction --- real estate --- machine learning --- random forest --- Lévy process --- subordination --- option pricing --- risk sensitivity --- stochastic volatility --- Greeks --- time-change --- time series --- volatility --- probability-integral transform --- ARMA model --- copula --- medical services’ consumption --- lifestyle factors --- insurance plan --- structural equation model --- stock–bond correlation --- VIX --- economic policy uncertainty --- monetary policy uncertainty --- fiscal policy uncertainty --- agricultural commodity futures --- price discovery --- market reflexivity --- Hawkes process --- poisson autoregressive models --- contagion --- predictive monitoring --- information-based asset pricing --- Lévy processes --- gamma processes --- variance gamma processes --- Brownian bridges --- gamma bridges --- nonlinear filtering --- house price prediction --- real estate --- machine learning --- random forest --- Lévy process --- subordination --- option pricing --- risk sensitivity --- stochastic volatility --- Greeks --- time-change --- time series --- volatility --- probability-integral transform --- ARMA model --- copula

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The Efficient Market Hypothesis believes that it is impossible for an investor to outperform the market because all available information is already built into stock prices. However, some anomalies could persist in stock markets while some other anomalies could appear, disappear and re-appear again without any warning. A Special Issue on "Efficiency and Anomalies in Stock Markets" will be devoted to advancements in the theoretical development of market efficiency and anomaly in the Stock Market, as well as applications in Stock Market efficiency and anomalies.

Development economics & emerging economies --- stochastic dominance --- Omega ratio --- risk averters --- risk seekers --- utility maximization --- market efficiency --- anomaly --- emerging markets --- KSE Pakistan --- three-factor model --- size and value premiums --- future economic growth --- liquidity proxy --- emerging market --- transaction cost --- price impact --- efficient market --- economic policy uncertainty --- random walk --- news --- Asian market --- G7 market --- real exchange rate --- volatility --- financial development --- economic growth --- Put–Call Ratio --- volume --- open interest --- frequency-domain roiling causality --- convertible bond --- financial constraints --- stock performance --- Autoregressive Model --- non-Gaussian error --- realized volatility --- Threshold Autoregressive Model --- value premium --- technical analysis --- moving average --- China stock market --- stock market --- finance --- applications --- EMH --- anomalies --- Behavioral Finance --- Winner–Loser Effect --- Momentum Effect --- calendar anomalies --- BM effect --- the size effect --- Disposition Effect --- Equity Premium Puzzle --- herd effect --- ostrich effect --- bubbles --- trading rules --- overconfidence --- utility --- portfolio selection --- portfolio optimization --- risk measures --- performance measures --- indifference curves --- two-moment decision models --- dynamic models --- diversification --- behavioral models --- unit root --- cointegration --- causality --- nonlinearity --- covariance --- copulas --- robust estimation --- anchoring --- stochastic dominance --- Omega ratio --- risk averters --- risk seekers --- utility maximization --- market efficiency --- anomaly --- emerging markets --- KSE Pakistan --- three-factor model --- size and value premiums --- future economic growth --- liquidity proxy --- emerging market --- transaction cost --- price impact --- efficient market --- economic policy uncertainty --- random walk --- news --- Asian market --- G7 market --- real exchange rate --- volatility --- financial development --- economic growth --- Put–Call Ratio --- volume --- open interest --- frequency-domain roiling causality --- convertible bond --- financial constraints --- stock performance --- Autoregressive Model --- non-Gaussian error --- realized volatility --- Threshold Autoregressive Model --- value premium --- technical analysis --- moving average --- China stock market --- stock market --- finance --- applications --- EMH --- anomalies --- Behavioral Finance --- Winner–Loser Effect --- Momentum Effect --- calendar anomalies --- BM effect --- the size effect --- Disposition Effect --- Equity Premium Puzzle --- herd effect --- ostrich effect --- bubbles --- trading rules --- overconfidence --- utility --- portfolio selection --- portfolio optimization --- risk measures --- performance measures --- indifference curves --- two-moment decision models --- dynamic models --- diversification --- behavioral models --- unit root --- cointegration --- causality --- nonlinearity --- covariance --- copulas --- robust estimation --- anchoring