Bank capital buffer and portfolio risk: The influence of business cycle and revenue diversification J Shim Journal of banking & finance 37 (3), 761-772, 2013 | 421 | 2013 |
Loan portfolio diversification, market structure and bank stability J Shim Journal of Banking & Finance 104, 103-115, 2019 | 193 | 2019 |
Capital-based regulation, portfolio risk and capital determination: Empirical evidence from the US property–liability insurers J Shim Journal of Banking & Finance 34 (10), 2450-2461, 2010 | 140 | 2010 |
Mergers & acquisitions, diversification and performance in the US property-liability insurance industry J Shim Journal of Financial Services Research 39, 119-144, 2011 | 133 | 2011 |
An investigation of market concentration and financial stability in property–liability insurance industry J Shim Journal of risk and insurance 84 (2), 567-597, 2017 | 101 | 2017 |
CEO inside debt and risk taking: Evidence from property–liability insurance firms A Milidonis, T Nishikawa, J Shim Journal of Risk and insurance 86 (2), 451-477, 2019 | 36 | 2019 |
Unraveling heterogeneity in cyber risks using quantile regressions M Eling, K Jung, J Shim Insurance: Mathematics and Economics 104, 222-242, 2022 | 20 | 2022 |
Measuring economic capital: value at risk, expected tail loss and copula approach J Shim, SH Lee, R MacMinn Working Paper presented at the 36 th Seminar of the European Group of Risk …, 2009 | 13* | 2009 |
Dependency between risks and the insurer’s economic capital: A Copula-based GARCH Model J Shim, SH Lee Asia-Pacific Journal of Risk and Insurance 11 (1), 20160021, 2017 | 9 | 2017 |
Efficiency Changes Around Mergers in the US Property-Liability Insurance Industry: A Data Envelopment Analysis. J Shim Journal of Business & Economic Studies 17 (2), 2011 | 9 | 2011 |
Does diversification drive down risk-adjusted returns? A quantile regression approach J Shim Asia-Pacific Journal of Risk and Insurance 11 (2), 20160015, 2017 | 8 | 2017 |
Capital Allocation and the Price of Insurance: Evidence from the Merger and Acquisition Activity in the US Property-Liability Insurance Industry J Shim preuzeto 7, 2011, 2007 | 5 | 2007 |
Effects of mergers and acquisitions on the price of insurance and firm performance: Evidence from the United States property-liability insurance industry JB Shim ProQuest, 2007 | 5* | 2007 |
A new test procedure for the choice of dependence structure in risk measurement: application to the US and UK stock market indices J Shim, EJ Lee, SH Lee Applied Economics 48 (15), 1382-1389, 2016 | 2 | 2016 |
Are mergers and acquisitions beneficial to consumers? Evidence from the property‐liability insurance industry J Shim Financial Review, 2023 | 1 | 2023 |
A Versatile Copula and Its Application to Risk Measures J Shim, EJ Lee, SH Lee International Journal of Business and Economics 9 (3), 213, 2010 | 1 | 2010 |
CEO compensation for luck and skill and corporate governance in US property-liability insurance firms S Han, GD Kim, J Shim Applied Economics, 1-13, 2025 | | 2025 |