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Affiliation
ISSN
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VaR-Optimal Risk Management in Regime-Switching Jump-Diffusion Models
(Articles)
Alessandro Ramponi
Journal of Mathematical Finance
Vol.3 No.1
,February 28, 2013
DOI:
10.4236/jmf.2013.31009
5,631
Downloads
9,697
Views
Citations
Asymptotic Analysis for Spectral Risk Measures Parameterized by Confidence Level
(Articles)
Takashi Kato
Journal of Mathematical Finance
Vol.8 No.1
,February 28, 2018
DOI:
10.4236/jmf.2018.81015
930
Downloads
1,698
Views
Citations
Currency Portfolio Risk Measurement with Generalized Autoregressive Conditional Heteroscedastic-Extreme Value Theory-Copula Model
(Articles)
Cyprian O. Omari
,
Peter N. Mwita
,
Antony W. Gichuhi
Journal of Mathematical Finance
Vol.8 No.2
,May 31, 2018
DOI:
10.4236/jmf.2018.82029
1,168
Downloads
2,487
Views
Citations
Correlation Risk in the Context of Market Turbulences during the COVID-19 Pandemic and BCBS Stress Testing Principles
(Articles)
Fidelio Tata
Journal of Mathematical Finance
Vol.10 No.4
,November 4, 2020
DOI:
10.4236/jmf.2020.104036
432
Downloads
1,974
Views
Citations
Analysis of Risk Measures in Portfolio Optimization for the Uganda Securities Exchange
(Articles)
Criscent Birungi
,
Lucy Muthoni
Journal of Financial Risk Management
Vol.10 No.2
,June 7, 2021
DOI:
10.4236/jfrm.2021.102008
401
Downloads
1,980
Views
Citations
Risk Budgeting: A Tactical Asset Allocation Approach for Retirement Reserve Funds in Morocco
(Articles)
Moulay Slimane Kabiri
,
Cherif El Msiyah
,
Otheman Nouisser
Journal of Financial Risk Management
Vol.12 No.2
,June 29, 2023
DOI:
10.4236/jfrm.2023.122011
177
Downloads
973
Views
Citations
New Class of Distortion Risk Measures and Their Tail Asymptotics with Emphasis on VaR
(Articles)
Chuancun Yin
,
Dan Zhu
Journal of Financial Risk Management
Vol.7 No.1
,March 6, 2018
DOI:
10.4236/jfrm.2018.71002
1,360
Downloads
2,228
Views
Citations
Generalized
α
-Entropy Based Medical Image Segmentation
(Articles)
Samy Sadek
,
Sayed Abdel-Khalek
Journal of Software Engineering and Applications
Vol.7 No.1
,January 21, 2014
DOI:
10.4236/jsea.2014.71007
4,959
Downloads
7,147
Views
Citations
An Informational Proof of H-Theorem
(Articles)
Vincenzo Manca
Open Access Library Journal
Vol.4 No.2
,February 21, 2017
DOI:
10.4236/oalib.1103396
1,438
Downloads
3,833
Views
Citations
On the Risks and Costs Methodologies Applied for the Improvement of the Warranty Management
(Articles)
Vicente González Díaz
,
François Pérès
,
Adolfo Crespo Márquez
Journal of Service Science and Management
Vol.4 No.2
,June 16, 2011
DOI:
10.4236/jssm.2011.42023
5,917
Downloads
10,608
Views
Citations
Optimal Investment and Proportional Reinsurance with Risk Constraint
(Articles)
Jingzhen Liu
,
Ka Fai Cedric Yiu
,
Ryan C. Loxton
,
Kok Lay Teo
Journal of Mathematical Finance
Vol.3 No.4
,October 17, 2013
DOI:
10.4236/jmf.2013.34046
4,189
Downloads
7,521
Views
Citations
Effects of Deposit Insurance on Self-Discipline of Bank Franchise Value
(Articles)
Yaozong Zhao
American Journal of Industrial and Business Management
Vol.7 No.3
,March 29, 2017
DOI:
10.4236/ajibm.2017.73014
1,374
Downloads
2,253
Views
Citations
Forecasting and Backtesting of
VaR
in International Dry Bulk Shipping Market under Skewed Distributions
(Articles)
Qiannan Du
American Journal of Industrial and Business Management
Vol.9 No.5
,May 22, 2019
DOI:
10.4236/ajibm.2019.95079
538
Downloads
1,334
Views
Citations
Perceived Risk versus Perceived Value for Money: Assessing Online Retail Shopping Behavior among Ghanaians
(Articles)
Gideon Buernartey Boyetey
,
Samuel Antwi
iBusiness
Vol.13 No.3
,August 9, 2021
DOI:
10.4236/ib.2021.133008
530
Downloads
2,621
Views
Citations
Pareto-Optimal Reinsurance Policies under TrTVaR Risk Measure
(Articles)
Yadong Li
,
Ying Fang
Journal of Financial Risk Management
Vol.10 No.3
,August 30, 2021
DOI:
10.4236/jfrm.2021.103015
194
Downloads
768
Views
Citations
Modelling and Forecasting of Crude Oil Price Volatility Comparative Analysis of Volatility Models
(Articles)
Faith Wacuka Ng’ang’a
,
Meleah Oleche
Journal of Financial Risk Management
Vol.11 No.1
,March 15, 2022
DOI:
10.4236/jfrm.2022.111008
420
Downloads
3,910
Views
Citations
Common Management Process Model of New TQM Based on the Situation Analysis
(Articles)
Kazuhiro Esaki
Intelligent Information Management
Vol.8 No.6
,November 23, 2016
DOI:
10.4236/iim.2016.86013
1,922
Downloads
4,220
Views
Citations
Discussion on IAEA and China Safety Regulation for NPP Coastal Defense Infrastructures against Typhoon/Hurricane Attacks
(Articles)
Guilin Liu
,
Huajun Li
,
Defu Liu
,
Fengqing Wang
,
Tao Zou
World Journal of Nuclear Science and Technology
Vol.2 No.3
,July 23, 2012
DOI:
10.4236/wjnst.2012.23017
4,616
Downloads
8,763
Views
Citations
Accounting for Derivative Instruments and Hedging Activities
(Articles)
Veliota Drakopoulou
Journal of Financial Risk Management
Vol.3 No.4
,November 13, 2014
DOI:
10.4236/jfrm.2014.34013
5,346
Downloads
8,000
Views
Citations
Efficient Density Estimation and Value at Risk Using Fejér-Type Kernel Functions
(Articles)
Olga Kosta
,
Natalia Stepanova
Journal of Mathematical Finance
Vol.5 No.5
,November 30, 2015
DOI:
10.4236/jmf.2015.55040
5,012
Downloads
6,352
Views
Citations
This article belongs to the Special Issue on
Density Estimation in Finance
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