CEO social capital, risk-taking and corporate policies
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Intermediary asset pricing: New evidence from many asset classes
Capital utilization, market power, and the pricing of investment shocks
Under-insurance in human capital models with limited enforcement
Organizational structure, risk-based capital requirements, and the sales of downgraded bonds
Cross-country evidence on the relation between capital gains taxes, risk, and expected returns
Accounting for banks, capital regulation and risk-taking
Market risk-based capital requirements, trading activity, and bank risk
The impact of loan loss provisioning on bank capital requirements
Gini-type measures of risk and variability: Gini shortfall, capital allocations, and heavy-tailed risks
Capital and resolution policies: The US interbank market
Real effects of bank capital regulations: Global evidence
Capital requirements, the cost of financial intermediation and bank risk-taking: Empirical evidence from Bangladesh
Insurance valuation: A computable multi-period cost-of-capital approach
Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures
Measurement of the displaced commercial risk in Islamic Banks
Bank capital regulation: Are local or central regulators better?
On risk measures and capital allocation for distributions depending on parameters with interval or fuzzy uncertainty
Capital intensity, natural resources, and institutional risk preferences in Chinese Outward Foreign Direct Investment
An approximation method for risk aggregations and capital allocation rules based on additive risk factor models
Bank capital buffer, franchise value, and risk heterogeneity in China
Optimal real estate capital durability and localized climate change disaster risk
On the cost of capital in inventory models with deterministic demand
How attractive is central Eastern Europe for risk capital investors?
Weighted risk capital allocations in the presence of systematic risk
A method to utilize facility siting techniques in the early phases of capital projects to reduce risks and safety spending
Does the cutoff of red capital raise a red flag? Political connections and stock price crash risk
The role of financing cost and de-risking strategies for clean energy investment
Basel’s value-at-risk capital requirement regulation: An efficiency analysis ☆
Default risk, sectoral reallocation, and persistent recessions
Alpha or beta in the eye of the beholder: What drives hedge fund flows?
Insurance demand and welfare-maximizing risk capital—Some hints for the regulator in the case of exponential preferences and exponential claims
Using seismic isolation to reduce risk and capital cost of safety-related nuclear structures
Cyclical behavior of the financial stability of eurozone commercial banks
Risk capital allocation and cooperative pricing of insurance liabilities
Impact of International capital flows on emerging markets sovereign risk premium demand vs. vulnerability effect
Asymptotics for risk capital allocations based on Conditional Tail Expectation
Resources, capabilities, risk capital and the creation of university spin-out companies
Risk capital decomposition for a multivariate dependent gamma portfolio
Entrepreneurial orientation and social ties in transitional economies
Real and financial shocks, exchange rate regimes and the probability of a currency crisis
Risk, competition and efficiency in banking: Evidence from China
An integrated macro-financial risk-based approach to the stressed capital requirement
Market discipline in the Latin American banking system: Testing depositor discipline, borrower discipline, and the internal capital market hypothesis
Calculating systemic risk capital: A factor model approach
Risk, capital and financial crisis: Evidence for GCC banks ☆
A comprehensive view on risk reporting: Evidence from supervisory data
Capital allocation for portfolios with non-linear risk aggregation
Risk-based analysis and policy implications for renewable energy investments in Greece
Natures of risk: Capital, rule, and production of difference
Risk capital allocation by coherent risk measures based on one-sided moments ☆
Reserve modelling and the aggregation of risks using time varying copula models
Risk communication for new and emerging communities: The contingent role of social capital
Underground dreams. Uncertainty, risk and anticipation in the gold production network