1. Review Papers for Journal of Risk and Financial Management (JRFM).
- Author
-
McAleer, Michael
- Subjects
FINANCIAL risk management ,EFFICIENT market theory ,RISK premiums ,RATE of return ,CAPITAL requirements - Abstract
This paper evaluates an editorial and seven invaluable and interesting review papers for the Journal of Risk and Financial Management (JRFM). The topics covered include the rising complexity of bank regulatory capital requirements from global guidelines to their United States (US) implementation, connections among big data, computational science, economics, finance, marketing, management and psychology, factors, outcome, and the solutions of supply chain finance, with a review and future directions, time-varying price-volume relationship, adaptive market efficiency, and a survey of the empirical literature, improved covariance matrix estimation for portfolio risk measurement, stock investment and excess returns, with a critical review in the light of the efficient market hypothesis, and a cross section analysis of country equity returns, and a review of the empirical literature. [ABSTRACT FROM AUTHOR]
- Published
- 2020
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