Issue Information

• Published date: 01 June 2017
• DOI: http://doi.org/10.1111/irfi.12104
• Date: 01 June 2017

International Review of Finance

Vol. 17 No. 2 June 2017

Weidong Tian

Introduction 173

Azamat Abdymomunov and Ibrahim Ergen

Tail Dependence and Systemic Risk in Operational Losses

of the US Banking Industry 177

Junya Jiang and Weidong Tian

Model Uncertainty Effect on Asset Prices 205

Daisuke Yoshikawa

Analyzing Equilibrium in Incomplete Markets

with Model Uncertainty 235

Murray Carlson, David A. Chapman, Ron Kaniel

and Hong Yan

Specification Error, Estimation Risk, and Conditional

Portfolio Rules 263

Qing Zhou

Asset Pricing Model Uncertainty: A Tradeoff Between Bias

and Variance 289

Contents

Special Issue: Model Risk

Guest Editor: Weidong Tian