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ISSN
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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
1,361
Downloads
2,618
Views
Citations
General Markowitz Optimization Problems
(Articles)
George Stoica
Applied Mathematics
Vol.3 No.12A
,December 31, 2012
DOI:
10.4236/am.2012.312A281
6,713
Downloads
9,963
Views
Citations
This article belongs to the Special Issue on
Probability and Its Applications
Optimal Reciprocal Reinsurance under GlueVaR Distortion Risk Measures
(Articles)
Yuxia Huang
,
Chuancun Yin
Journal of Mathematical Finance
Vol.9 No.1
,January 17, 2019
DOI:
10.4236/jmf.2019.91002
967
Downloads
1,875
Views
Citations
Efficient Estimation of Distributional Tail Shape and the Extremal Index with Applications to Risk Management
(Articles)
Travis R. A. Sapp
Journal of Mathematical Finance
Vol.6 No.4
,November 9, 2016
DOI:
10.4236/jmf.2016.64046
1,498
Downloads
2,817
Views
Citations
This article belongs to the Special Issue on
Portfolio Theory and Risk Management
Deviation Measures on Banach Spaces and Applications
(Articles)
Christos E. Kountzakis
Journal of Financial Risk Management
Vol.2 No.1
,March 28, 2013
DOI:
10.4236/jfrm.2013.21003
4,146
Downloads
8,101
Views
Citations
COVID Impact to Equity Margin Loans—A Practical Approach to Measure Risk with the Client Behavior Assumptions
(Articles)
Renlong Miao
Journal of Financial Risk Management
Vol.11 No.1
,March 15, 2022
DOI:
10.4236/jfrm.2022.111007
235
Downloads
1,173
Views
Citations
Averting Disaster: Leverage Limits for Single-Stock Leveraged ETFs
(Articles)
Matthew S. Crouse
Journal of Mathematical Finance
Vol.12 No.4
,October 21, 2022
DOI:
10.4236/jmf.2022.124033
130
Downloads
893
Views
Citations
Extreme Values Approach in Food Risk Modeling
(Articles)
Komla Elom Adedje
,
Diakarya Barro
Open Journal of Statistics
Vol.12 No.5
,October 27, 2022
DOI:
10.4236/ojs.2022.125041
95
Downloads
485
Views
Citations
Gauging Risk Stability: A Simple Test Using Patterns of Workers’ Compensation Claims
(Articles)
Richard J. Butler
,
B. Delworth Gardner
,
Harold H. Gardner
Journal of Financial Risk Management
Vol.1 No.3
,September 28, 2012
DOI:
10.4236/jfrm.2012.13005
3,873
Downloads
7,880
Views
Citations
On Quantum Risk Modelling
(Articles)
Christos E. Kountzakis
,
Maria P. Koutsouraki
Journal of Mathematical Finance
Vol.6 No.1
,February 17, 2016
DOI:
10.4236/jmf.2016.61005
4,423
Downloads
5,594
Views
Citations
Value-at-Risk Based on Time-Varying Risk Tolerance Level
(Articles)
Debasish Majumder
Theoretical Economics Letters
Vol.8 No.1
,January 29, 2018
DOI:
10.4236/tel.2018.81007
779
Downloads
1,693
Views
Citations
This article belongs to the Special Issue on
Financial Economics
Study on the Systemic Risk of China’s Stock Markets under Risk-Neutral Conditions
(Articles)
Shibo Dai
,
Handong Li
Journal of Mathematical Finance
Vol.9 No.1
,February 27, 2019
DOI:
10.4236/jmf.2019.91005
755
Downloads
1,630
Views
Citations
Measuring the Intraday Jump Tail Risk of Financial Asset Price with Noisy High Frequency Data
(Articles)
Chao Yu
,
Xujie Zhao
,
Feng Zhang
Open Journal of Statistics
Vol.7 No.1
,February 20, 2017
DOI:
10.4236/ojs.2017.71006
1,306
Downloads
2,443
Views
Citations
Liberal Democracy in Eclipse: The Economy Post-February 2020, Nourished by Four Odds—Disease Phobia, Profanity in the Media, Unethical Profit Seekers and Tail Risk
(Articles)
Debasish Majumder
Theoretical Economics Letters
Vol.14 No.2
,April 25, 2024
DOI:
10.4236/tel.2024.142034
19
Downloads
89
Views
Citations
Partial Hedging Using Malliavin Calculus
(Articles)
Lan Ma Nygren
,
Peter Lakner
Journal of Mathematical Finance
Vol.2 No.3
,August 31, 2012
DOI:
10.4236/jmf.2012.23023
4,099
Downloads
7,580
Views
Citations
Intrinsic Prices of Risk
(Articles)
Truc Le
Journal of Mathematical Finance
Vol.4 No.5
,November 19, 2014
DOI:
10.4236/jmf.2014.45029
4,762
Downloads
6,166
Views
Citations
A New Class of Time-Consistent Dynamic Risk Measures and its Application
(Articles)
Rui Gao
,
Zhiping Chen
Technology and Investment
Vol.4 No.1B
,January 17, 2013
DOI:
10.4236/ti.2013.41B008
4,857
Downloads
6,640
Views
Citations
Assessing the Risks of Trading Strategies Using Acceptability Indices
(Articles)
Masimba E. Sonono
,
Hopolang P. Mashele
Journal of Mathematical Finance
Vol.3 No.4
,November 27, 2013
DOI:
10.4236/jmf.2013.34049
3,334
Downloads
5,462
Views
Citations
Currency Derivatives Pricing for Markov-Modulated Merton Jump-Diffusion Spot Forex Rate
(Articles)
Anatoliy Swishchuk
,
Maksym Tertychnyi
,
Winsor Hoang
Journal of Mathematical Finance
Vol.4 No.4
,August 28, 2014
DOI:
10.4236/jmf.2014.44024
3,417
Downloads
4,658
Views
Citations
The Effects of Long Memory in Price Volatility of Inventories Pledged on Portfolio Optimization of Supply Chain Finance
(Articles)
Juan He
,
Jian Wang
,
Xianglin Jiang
Journal of Mathematical Finance
Vol.6 No.1
,February 26, 2016
DOI:
10.4236/jmf.2016.61014
4,273
Downloads
5,767
Views
Citations
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