优质论文集：Risk Analysis and Portfolio Modelling

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Contents
About the Special Issue Editors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . vii
David Edmund Allen and Elisa Luciano
Risk Analysis and Portfolio Modelling
Reprinted from: J. Risk Financial Manag. 2019, 12, 154, doi:10.3390/jrfm12040154 . . . . . . . . . . 1
Stuart M. Turnbull
Capital Allocation in Decentralized Businesses
Reprinted from: J. Risk Financial Manag. 2018, 11, 82, doi:10.3390/jrfm11040082 . . . . . . . . . . 5
Ching-Chih Wu and Tung-Hsiao Yang
Insider Trading and Institutional Holdings in Seasoned Equity Offerings
Reprinted from: J. Risk Financial Manag. 2018, 11, 53, doi:10.3390/jrfm11030053 . . . . . . . . . . 16
Gabriel Frahm and Ferdinand Huber
The Outperformance Probability of Mutual Funds
Reprinted from: J. Risk Financial Manag. 2019, 12, 108, doi:10.3390/jrfm12030108 . . . . . . . . . . 30
Andrea Bedin, Monica Billio, Michele Costola and Loriana Pelizzon
Credit Scoring in SME Asset-Backed Securities: An Italian Case Study
Reprinted from: J. Risk Financial Manag. 2019, 12, 89, doi:10.3390/jrfm12020089 . . . . . . . . . . 59
A. Ford Ramsey and Barry K. Goodwin
Value-at-Risk and Models of Dependence in the U.S. Federal Crop Insurance Program
Reprinted from: J. Risk Financial Manag. 2019, 12, 65, doi:10.3390/jrfm12020065 . . . . . . . . . . 87
Eduard Krkoska and Klaus Reiner Schenk-Hopp′e
Herding in Smart-Beta Investment Products
Reprinted from: J. Risk Financial Manag. 2019, 12, 47, doi:10.3390/jrfm12010047 . . . . . . . . . . 108
Jane Mpapalika and Christopher Malikane
The Determinants of Sovereign Risk Premium in African Countries
Reprinted from: J. Risk Financial Manag. 2019, 12, 29, doi:10.3390/jrfm12010029 . . . . . . . . . . 122
Kim Hiang Liow, Xiaoxia Zhou, Qiang Li and Yuting Huang
Time–Scale Relationship between Securitized Real Estate and Local Stock Markets: Some
Wavelet Evidence
Reprinted from: J. Risk Financial Manag. 2019, 12, 16, doi:10.3390/jrfm12010016 . . . . . . . . . . 142
Giorgio Arici, Marco Dalai, Riccardo Leonardi and Arnaldo Spalvieri
A Communication Theoretic Interpretation of Modern Portfolio Theory Including Short Sales,
Leverage and Transaction Costs
Reprinted from: J. Risk Financial Manag. 2019, 12, 4, doi:10.3390/jrfm12010004 . . . . . . . . . . . 165
Mats Wilhelmsson and Jianyu Zhao
Risk Assessment of Housing Market Segments: The Lender’s Perspective
Reprinted from: J. Risk Financial Manag. 2018, 11, 69, doi:10.3390/jrfm11040069 . . . . . . . . . . 176
Faiza Sajjad and Muhammad Zakaria
Credit Ratings and Liquidity Risk for the Optimization of Debt Maturity Structure
Reprinted from: J. Risk Financial Manag. 2018, 11, 24, doi:10.3390/jrfm11020024 . . . . . . . . . . 198


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