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Journal articles on the topic 'Risk-shifting'

Author: Grafiati

Published: 4 June 2021

Last updated: 25 July 2025

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1

Sonnenberg, Amnon, and Gennadiy Bakis. "Risk Shifting in Gastroenterology." Gastro Hep Advances 1, no. 4 (2022): 517–19. http://dx.doi.org/10.1016/j.gastha.2022.02.019.

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2

최시열, 안성필, and Gwangheon Hong. "Risk Shifting and Asset Volatility." KOREAN JOURNAL OF FINANCIAL MANAGEMENT 32, no. 4 (2015): 177–202. http://dx.doi.org/10.22510/kjofm.2015.32.4.007.

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3

STAHL, DULCELINA A. "Risk Shifting in Subacute Care." Nursing Management (Springhouse) 27, no. 7 (1996): 20???23. http://dx.doi.org/10.1097/00006247-199607000-00004.

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4

Eisdorfer, Assaf. "Risk-shifting and investment asymmetry." Finance Research Letters 7, no. 4 (2010): 232–37. http://dx.doi.org/10.1016/j.frl.2010.05.005.

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5

Li, Keming, Jimmy Lockwood, and Hong Miao. "Risk-shifting, equity risk, and the distress puzzle." Journal of Corporate Finance 44 (June 2017): 275–88. http://dx.doi.org/10.1016/j.jcorpfin.2017.04.003.

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6

Çizakça, Murat. "Risk sharing and risk shifting: An historical perspective." Borsa Istanbul Review 14, no. 4 (2014): 191–95. http://dx.doi.org/10.1016/j.bir.2014.06.001.

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7

Chan, Su Han, Fang Fang, and Jing Yang. "Presales, Leverage Decisions, and Risk Shifting." Journal of Real Estate Research 36, no. 4 (2014): 475–510. http://dx.doi.org/10.1080/10835547.2014.12091399.

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8

Dunham, Lee M. "Risk Shifting and Mutual Fund Performance." CFA Digest 42, no. 1 (2012): 93–95. http://dx.doi.org/10.2469/dig.v42.n1.8.

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9

Danielova, Anna N., Sudipto Sarkar, and Gwangheon Hong. "Empirical Evidence on Corporate Risk-Shifting." Financial Review 48, no. 3 (2013): 443–60. http://dx.doi.org/10.1111/fire.12010.

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10

Indyk, Debbie, and Sarit A. Golub. "The Shifting Locus of Risk-Reduction." Social Work in Health Care 42, no. 3-4 (2006): 112–32. http://dx.doi.org/10.1300/j010v42n03_08.

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11

Teshima, Nobuyuki. "Management Ownership and Risk-Shifting Investment." Japanese Accounting Review 2, no. 2012 (2012): 75–85. http://dx.doi.org/10.11640/tjar.2.2012_75.

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12

Kane, Edward J. "Making bank risk shifting more transparent." Pacific-Basin Finance Journal 5, no. 2 (1997): 143–56. http://dx.doi.org/10.1016/s0927-538x(97)00004-8.

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13

Chod, Jiri. "Inventory, Risk Shifting, and Trade Credit." Management Science 63, no. 10 (2017): 3207–25. http://dx.doi.org/10.1287/mnsc.2016.2515.

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14

Huang, Jennifer, Clemens Sialm, and Hanjiang Zhang. "Risk Shifting and Mutual Fund Performance." Review of Financial Studies 24, no. 8 (2011): 2575–616. http://dx.doi.org/10.1093/rfs/hhr001.

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15

Eisdorfer, Assaf. "CONVERTIBLE DEBT AND RISK-SHIFTING INCENTIVES." Journal of Financial Research 32, no. 4 (2009): 423–47. http://dx.doi.org/10.1111/j.1475-6803.2009.01256.x.

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16

Elliott, Matthew, Co-Pierre Georg, and Jonathon Hazell. "Systemic risk shifting in financial networks." Journal of Economic Theory 191 (January 2021): 105157. http://dx.doi.org/10.1016/j.jet.2020.105157.

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17

Campello, Murillo, and Rafael Matta. "Credit default swaps and risk-shifting." Economics Letters 117, no. 3 (2012): 639–41. http://dx.doi.org/10.1016/j.econlet.2012.08.013.

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18

Clark, Brian, and Alireza Ebrahim. "Risk shifting and regulatory arbitrage: Evidence from operational risk." Journal of Financial Stability 58 (February 2022): 100965. http://dx.doi.org/10.1016/j.jfs.2021.100965.

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19

Atay, Iclal, and Paul Komosinsky. "Inherently safer technology implementation- risk reduction and risk shifting." Process Safety Progress 32, no. 1 (2012): 12–16. http://dx.doi.org/10.1002/prs.11547.

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20

Hamzah, Siti Raihana, Norizarina Ishak, and Ahmad Fadly Nurullah Rasedee. "Risk shifting elimination and risk sharing exposure in equity-based financing – a theoretical exposition." Managerial Finance 44, no. 10 (2018): 1210–26. http://dx.doi.org/10.1108/mf-05-2017-0187.

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Purpose The purpose of this paper is to examine incentives for risk shifting in debt- and equity-based contracts based on the critiques of the similarities between sukuk and bonds. Design/methodology/approach This paper uses a theoretical and mathematical model to investigate whether incentives for risk taking exist in: debt contracts; and equity contracts. Findings Based on this theoretical model, it argues that risk shifting behaviour exists in debt contracts only because debt naturally gives rise to risk shifting behaviour when the transaction takes place. In contrast, equity contracts, by

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21

Wijaya, I. Nyoman Agus, Enny Prayogo, Rini Handayani, and Ivan Prihartono. "Corporate Risk, Cost Shifting, and Tax Avoidance." Jurnal Akuntansi 13, no. 2 (2021): 200–213. http://dx.doi.org/10.28932/jam.v13i2.3553.

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 Abstract  This study aims to investigate relationship between corporate risk, cost shifting, and tax avoidance. Using 50 companies of all manufacturing companies listed in Indonesian Stock Exchange, we try to investigate a corporate risk, cost shifting and tax avoidance in annual report audited over long time periods (5 years) sequentially. Then, we test the relationship between corporate risk and cost shifting to tax avoidance that reduced the firm’s income tax payments. This study provides evidence that companies with high risk are more likely to do tax avoidance and companies t

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22

Ozerturk, Saltuk. "Risk sharing, risk shifting and the role of convertible debt." Journal of Mathematical Economics 44, no. 11 (2008): 1257–65. http://dx.doi.org/10.1016/j.jmateco.2008.04.001.

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23

Popescu, Marius, and Zhaojin Xu. "Market states and mutual fund risk shifting." Managerial Finance 43, no. 7 (2017): 828–38. http://dx.doi.org/10.1108/mf-09-2016-0278.

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Purpose The purpose of this paper is to explore the motivation behind mutual funds’ risk shifting behavior by examining its impact on fund performance, while jointly considering fund managers’ compensation incentives and career concerns. Design/methodology/approach The study uses a sample of US actively managed equity funds over the period 1980-2010. A fund’s risk shifting is estimated as the difference between the fund’s intended portfolio risk in the second half of the year and the realized portfolio risk in the first half of the year. Using the state of the market to identify the dominating

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24

Andreu, Laura, José Luis Sarto, and Miguel Serrano. "Risk shifting consequences depending on manager characteristics." International Review of Economics & Finance 62 (July 2019): 131–52. http://dx.doi.org/10.1016/j.iref.2019.03.009.

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25

Kanas, Angelos, and Panagiotis D. Zervopoulos. "Systemic risk-shifting in U.S. commercial banking." Review of Quantitative Finance and Accounting 54, no. 2 (2019): 517–39. http://dx.doi.org/10.1007/s11156-019-00797-5.

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26

Ogden, Lesley Evans. "Biocontrol 2.0: A Shifting -Risk–Benefit Balance." BioScience 70, no. 1 (2019): 17–22. http://dx.doi.org/10.1093/biosci/biz135.

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27

Gardner, Laura B., and Richard M. Scheffler. "Privatization in Health Care: Shifting the Risk." Medical Care Review 45, no. 2 (1988): 215–53. http://dx.doi.org/10.1177/107755878804500203.

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28

Hendi, Hendi, and David Cantona. "Determinan Penghindaran Pajak: Perspektif Teori Risk-Shifting." InFestasi 18, no. 2 (2022): Inpress. http://dx.doi.org/10.21107/infestasi.v18i2.15128.

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29

Boyd, John H., and Hendrik Hakenes. "Looting and risk shifting in banking crises." Journal of Economic Theory 149 (January 2014): 43–64. http://dx.doi.org/10.1016/j.jet.2012.10.001.

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30

Grossman, Herschel I., and John B. Van Huyck. "Nominal sovereign debt, risk shifting, and reputation." Journal of Economics and Business 45, no. 3-4 (1993): 341–52. http://dx.doi.org/10.1016/0148-6195(93)90022-g.

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31

Rivera, Alejandro. "Dynamic Moral Hazard and Risk-Shifting Incentives in a Leveraged Firm." Journal of Financial and Quantitative Analysis 55, no. 4 (2019): 1333–67. http://dx.doi.org/10.1017/s0022109019000826.

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I develop an analytically tractable model that integrates the risk-shifting problem between bondholders and shareholders with the moral-hazard problem between shareholders and the manager. An optimal contract binds shareholders and the manager, and this contract’s flexibility allows shareholders to relax the manager’s incentive constraint following a “good” profitability shock. Thus, the optimal contract amplifies the upside and thereby increases shareholder appetite for risk shifting. Whereas some empirical studies find a positive relation between risk shifting and leverage, others find a neg

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32

Khandelwal, Sunil, and Khaled Aljifri. "Risk sharing vs risk shifting: a comparative study of Islamic banks." Journal of Islamic Accounting and Business Research 12, no. 8 (2021): 1105–23. http://dx.doi.org/10.1108/jiabr-08-2018-0121.

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Purpose This study aims to compare the use of risk-sharing and risk-shifting contracts (RSFCs) in Islamic banks using a triple grouping of conservative, moderate and liberal Islamic banks based on the Khaled Khandelwal (KK) model. Six fundamental Islamic contracts are used in this study, namely, Mushãrakah, Mudãrabah, Murãbaha, Salam, Ijãrah, Istisnã. Mushãrakah and Mudãrabah represent profit and loss sharing contracts (i.e., risk-sharing contracts – RSHCs), whereas Murãbaha, Salam, Ijãrah and Istisnã represent RSFCs. This study extends the previous studies by addressing an issue that has been

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33

Kitamura, Tomoki, and Kozo Omori. "Optimal risk-taking in corporate defined benefit plans under risk-shifting." Managerial Finance 45, no. 8 (2019): 1076–91. http://dx.doi.org/10.1108/mf-01-2019-0016.

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Purpose The purpose of this paper is to theoretically examine the risk-taking decision of corporate defined benefits (DB) plans. The equity holders’ investment problem that is represented by the position of a vulnerable option is solved. Design/methodology/approach The simple traditional contingent claim approach is applied, which considers only the distributions of corporate cash flow, without the model expansions, such as market imperfections, needed to explain the firms’ behavior for DB plans in previous studies. Findings The authors find that the optimal solution to the equity holders’ DB

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34

Prasch, Robert E. "Shifting Risk: The Divorce of Risk from Reward in American Capitalism." Journal of Economic Issues 38, no. 2 (2004): 405–12. http://dx.doi.org/10.1080/00213624.2004.11506700.

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35

Rauh, Joshua D. "Risk Shifting versus Risk Management: Investment Policy in Corporate Pension Plans." Review of Financial Studies 22, no. 7 (2008): 2687–733. http://dx.doi.org/10.1093/rfs/hhn068.

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36

Pedersen, David J. "Risk Shifting and Corporate Pension Plans: Evidence from a Natural Experiment." Journal of Financial and Quantitative Analysis 54, no. 2 (2018): 907–23. http://dx.doi.org/10.1017/s0022109018000741.

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Using a natural experiment to identify the causal effect of an increase in default risk on firm actions, I find little evidence managers shift risk to corporate pension plans following an exogenous shock to the firm’s long-term liabilities. The finding is robust to focusing on firms where the incentive to engage in risk shifting is arguably the greatest, such as financially vulnerable firms and firms with fewer agency conflicts. This study casts doubt on the risk-shifting hypothesis and shows managers do not take risk-shifting actions that would increase shareholder value even when those actio

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37

Allen, Franklin, Gadi Barlevy, and Douglas Gale. "Asset Price Booms and Macroeconomic Policy: A Risk-Shifting Approach." American Economic Journal: Macroeconomics 14, no. 2 (2022): 243–80. http://dx.doi.org/10.1257/mac.20200041.

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This paper uses a risk-shifting model to analyze policy responses to asset price booms. We show risk shifting leads to inefficient asset and credit booms in which asset prices can exceed fundamentals. However, the inefficiencies associated with risk shifting arise independently of whether the asset is a bubble. Given evidence of risk shifting, policymakers may not need to determine if assets are bubbles to justify intervention. We then show that some of the main candidate interventions against asset booms have ambiguous welfare implications: tighter monetary policy can mitigate some inefficien

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38

François, Pascal, Georges Hübner, and Nicolas Papageorgiou. "Strategic Analysis of Risk-Shifting Incentives with Convertible Debt." Quarterly Journal of Finance 01, no. 02 (2011): 293–321. http://dx.doi.org/10.1142/s2010139211000079.

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Convertible debt eliminates asset substitution in a one-period setting (Green, 1984). But convertible debt terms are usually set before the asset substitution opportunity. This allows shareholders and convertible debtholders to play a strategic noncooperative game. Two risk-shifting Nash equilibria are attainable: pure asset substitution when, despite no conversion, shareholders benefit from shifting risk, and strategic conversion when, despite early conversion, convertible debtholders expropriate wealth from straight debtholders. Even when initial convertible debt is designed to minimize the

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39

McKee, Eric. "Risk-shifting: Evidence from the 2007 credit crisis." North American Journal of Economics and Finance 62 (November 2022): 101762. http://dx.doi.org/10.1016/j.najef.2022.101762.

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40

Goto, Shingo, and Noriyoshi Yanase. "Pension return assumptions and shareholder-employee risk-shifting." Journal of Corporate Finance 70 (October 2021): 102047. http://dx.doi.org/10.1016/j.jcorpfin.2021.102047.

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41

Myers, Nicole M. "Shifting Risk: Bail and the Use of Sureties." Current Issues in Criminal Justice 21, no. 1 (2009): 127–47. http://dx.doi.org/10.1080/10345329.2009.12035836.

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42

Ravichandran, R., and J. Michael Pinegar. "Risk Shifting in International Licensing Agreements: A Note." Journal of International Financial Management & Accounting 2, no. 2-3 (1990): 181–95. http://dx.doi.org/10.1111/j.1467-646x.1990.tb00086.x.

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43

Sappideen, C. "The Electricity Supply Industry: Shifting Risk by Outsourcing." Australian Journal of Electrical and Electronics Engineering 6, no. 1 (2009): 81–92. http://dx.doi.org/10.1080/1448837x.2009.11464228.

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44

Krapl, Alain A., and Reilly S. White. "Executive pensions, risk-shifting, and foreign exchange exposure." Research in International Business and Finance 38 (September 2016): 376–92. http://dx.doi.org/10.1016/j.ribaf.2016.05.001.

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45

Gelter, Martin. "Risk-shifting Through Issuer Liability and Corporate Monitoring." European Business Organization Law Review 14, no. 4 (2013): 497–533. http://dx.doi.org/10.1017/s1566752912001280.

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46

Deedwania, Prakash C., and Vivian A. Fonseca. "Diabetes, prediabetes, and cardiovascular risk: Shifting the paradigm." American Journal of Medicine 118, no. 9 (2005): 939–47. http://dx.doi.org/10.1016/j.amjmed.2005.05.018.

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47

Gropp, Reint, Hendrik Hakenes, and Isabel Schnabel. "Competition, Risk-shifting, and Public Bail-out Policies." Review of Financial Studies 24, no. 6 (2010): 2084–120. http://dx.doi.org/10.1093/rfs/hhq114.

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48

Gilje, Erik P. "Do Firms Engage in Risk-Shifting? Empirical Evidence." Review of Financial Studies 29, no. 11 (2016): 2925–54. http://dx.doi.org/10.1093/rfs/hhw059.

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49

Fittje, Jens. "Risk-Shifting, Concentration Risk and Heterogeneous Borrowers." SSRN Electronic Journal, 2019. http://dx.doi.org/10.2139/ssrn.3438257.

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50

Han, Xiao, Nikolai L. Roussanov, and Hongxun Ruan. "Mutual Fund Risk Shifting and Risk Anomalies." SSRN Electronic Journal, 2021. http://dx.doi.org/10.2139/ssrn.3931449.

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