Financial Risk Management Publications

Publications in Financial Risk Management

Explore the most influential research papers and scholarly works that have shaped Financial Risk Management. Use the concept filter below to focus on a specific sub-area of research.

Financial Risk Management

15.8K

Publications

1.1M

Citations

Showing yearly statistics from 2000-2026.

Page 1

	Year	Citations
Common risk factors in the returns on stocks and bonds Eugene F. Fama, Kenneth R. French Journal of Financial Economics EconomicsFinancial EconomicsAsset PricingCommon Risk FactorsFinancial Risk Management	1993	27.2K
Risk, Return, and Equilibrium: Empirical Tests Eugene F. Fama, James D. MacBeth Journal of Political Economy Empirical FinanceInvestment StrategyEconomicsFinancial EconomicsAsset Pricing	1973	14.9K
ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* Robert C. Merton The Journal of Finance Term Structure ModelFinancial Risk ManagementInterest Rate RiskInterest RatesCredit Risk	1974	11K
Coherent Measures of Risk Philippe Artzner, Freddy Delbaen, Jean‐Marc Eber, Mathematical Finance Empirical FinanceFinancial Risk ManagementRisk MetricRisk AnalysisInvestment Risk	1999	8.9K
Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk William F. Sharpe The Journal of Finance EconomicsFinancial EconomicsAsset PricingFinancial Risk ManagementMarket Equilibrium	1964	7.5K
Financial Ratios and the Probabilistic Prediction of Bankruptcy James A. Ohlson Journal of Accounting Research Capital StructureMaximum Likelihood EstimationEmpirical ResultsFinancial Risk ManagementFinancial Management	1980	5.9K
Equilibrium in a Capital Asset Market Jan Mossin Econometrica EconomicsRisky AssetsFinancial EconomicsAsset PricingFinancial Risk Management	1966	4.9K
Risk Aversion in the Small and in the Large John W. Pratt Econometrica Behavioral Decision MakingFinancial Risk ManagementRisk MetricUtility FunctionsAsset Pricing	1976	4.7K
Theory of Point Estimation Eric R. Ziegel, E. L. Lehmann, George Casella Technometrics First Edition.- ListEngineeringLocation EstimationFinancial Risk ManagementLocalization Technique	1999	4.3K
Liquidity Preference as Behavior Towards Risk James Tobin The Review of Economic Studies Empirical FinanceFinancial Risk ManagementConn. U.s.a. SearchLiquidityAsset Pricing	1958	3.9K
Conditional value-at-risk for general loss distributions R. T. Rockafellar, Stan Uryasev Journal of Banking & Finance EngineeringValue-at-riskFinancial Risk ManagementRisk ManagementRisk Metric	2002	3.6K
The Determinants of Firms' Hedging Policies Clifford W. Smith, René M. Stulz Journal of Financial and Quantitative Analysis Hedging PoliciesPositive TheoryCorporate TaxationEconomic ValueFinancial Risk Management	1985	3.3K

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