Jeungbo Shim

发表

Bank capital buffer and portfolio risk: The influence of business cycle and revenue diversification

Jeungbo Shim, Jeungbo Shim, 2013 .

Capital-based regulation, portfolio risk and capital determination: Empirical evidence from the US property-liability insurers

Jeungbo Shim, Jeungbo Shim, 2010 .

CEO Inside Debt and Risk Taking: Evidence from Property–Liability Insurance Firms

Jeungbo Shim, Andreas Milidonis, Takeshi Nishikawa, 2019 .

Mergers & Acquisitions, Diversification and Performance in the U.S. Property-Liability Insurance Industry

Jeungbo Shim, Jeungbo Shim, 2011 .

Measuring Economic Capital: Value-at-Risk, Expected Shortfall and Copula Approach

Seung-Hwan Lee, R. MacMinn, Jeungbo Shim, 2011 .

A Versatile Copula and Its Application to Risk Measures

Seung-Hwan Lee, Jeungbo Shim, Eun-Joo Lee, 2010 .

The Effects of Merger and Acquisition on the Price of Insurance and Firm Performance in the U.S. Property-Liability Insurance Industry

Jeungbo Shim, 2007 .

Unraveling heterogeneity in cyber risks using quantile regressions

M. Eling, Jeungbo Shim, Kwangmin Jung, 2022, Insurance: Mathematics and Economics.

Loan portfolio diversification, market structure and bank stability

Jeungbo Shim, 2019, Journal of Banking & Finance.

An Investigation of Market Concentration and Financial Stability in Property–Liability Insurance Industry

Jeungbo Shim, 2017 .

Does Diversification Drive Down Risk-adjusted Returns? A Quantile Regression Approach

Jeungbo Shim, 2017 .

Are mergers and acquisitions beneficial to consumers? Evidence from the property‐liability insurance industry

Jeungbo Shim, 2023, Financial Review.

A new test procedure for the choice of dependence structure in risk measurement: application to the US and UK stock market indices

Seung-Hwan Lee, Jeungbo Shim, Eun-Joo Lee, 2016 .

RISK TAKING: EVIDENCE FROM PROPERTY–LIABILITY INSURANCE FIRMS

Jeungbo Shim, Andreas Milidonis, Takeshi Nishikawa, 2019 .