Dynamic Risk Management
By Adriano A. Rampini, Amir Sufi, S. Viswanathan. 2014
233 citations recorded by the source corpus.
Subfields: Accounting, Statistics and Probability, Strategy and Management
View Paper: https://www.semanticscholar.org/paper/1c5667560aeeba125371d2ed79934c34134d1bd6
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Accounting
In Statistics and Probability
- Y. Tse
- Timothy A. Krause
- Timo Teräsvirta
- Annastiina Silvennoinen
- Michael Mcaleer
- Christian M. Hafner
- Sébastien-Yves Laurent
- Christian Gouriéroux
In Strategy and Management
Citations in the corpus
- Time versus State in Insurance: Experimental Evidence from Contract Farming in Kenya (2018, background): “A recent exception is a largely theoretical literature ( Rampini and Viswanathan 2010; Rampini, Sufi, and Viswanathan 2014 which argues that firms face a trade-off between financing and insurance.”
- Risk management and firm value: recent theory and evidence (2016, methodology): “Rampini et al. (2014) develop a theoretical dynamic model to simulate the tradeoff between financing and RM, showing that financially constrained firms hedge less and use limited RM, consistent with Purnanandam (2008) and Fehle and Tsyplakov (2005).”
- Monetary Policy, Corporate Finance and Investment (2018, unknown): “Rampini and Viswanathan (2010) and Rampini et al. (2014) focus, instead, on how firms of different experience engage in risk management so as to avoid being exposed to future unwanted fluctuations.”
- Convective Risk Flows in Commodity Futures Markets (2015, unknown): “On the other hand, Rampini, Sufi, and Viswanathan (2014) show that commercial hedgers may wish to reduce hedges in times of distress due to collateral constraints.”