Expected Shortfall ES - Articles - Scientific Research Publishing

Application of Multifractional Brownian Motion to Modeling Volatility and Risk in Financial Markets (Articles)

Bou Diop

Journal of Applied Mathematics and Physics Vol.13 No.11, November 17, 2025

DOI: 10.4236/jamp.2025.1311216 71 Downloads 519 Views Citations
A Comparison of Minimum Risk Portfolios under the Credit Crunch Crisis (Articles)

Theodoros Mavralexakis, Konstantinos Kiriakopoulos, George Kaimakamis, Alexandros Koulis

Journal of Mathematical Finance Vol.1 No.2, August 25, 2011

DOI: 10.4236/jmf.2011.12005 5,831 Downloads 13,446 Views Citations
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 4,520 Downloads 8,809 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 1,806 Downloads 3,851 Views Citations
This article belongs to the Special Issue on Portfolio Theory and Risk Management
Estimation of Conditional Weighted Expected Shortfall under Adjusted Extreme Quantile Autoregression (Articles)

Martin M. Kithinji, Peter N. Mwita, Ananda O. Kube

Journal of Mathematical Finance Vol.11 No.3, July 14, 2021

DOI: 10.4236/jmf.2021.113021 359 Downloads 1,303 Views Citations
Management of a Complex Portfolio of Assets with Stochastic Drifts and Volatilities (Articles)

Wendkouni Yaméogo, Korotimi Ouédraogo, Diakarya Barro

Open Journal of Statistics Vol.12 No.6, December 30, 2022

DOI: 10.4236/ojs.2022.126047 244 Downloads 1,042 Views Citations
Expected Shortfall Semi-Scale T-Distribution M-Estimator (Articles)

R. Douglas Martin, Shengyu Zhang

Journal of Mathematical Finance Vol.13 No.4, November 30, 2023

DOI: 10.4236/jmf.2023.134029 332 Downloads 1,162 Views Citations
Further Results about Calibration of Longevity Risk for the Insurance Business (Articles)

Mariarosaria Coppola, Valeria D’Amato

Applied Mathematics Vol.5 No.4, March 10, 2014

DOI: 10.4236/am.2014.54061 5,458 Downloads 7,344 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 410 Downloads 2,237 Views Citations
Modeling Bank of Kigali Stock Risks in Rwanda Stock Exchange Using Extreme Value Distribution (Articles)

Katu Daniel Edem, Marcel Ndengo

Journal of Financial Risk Management Vol.10 No.3, August 3, 2021

DOI: 10.4236/jfrm.2021.103013 448 Downloads 1,855 Views Citations
Forecasting Portfolio Market Risk Using Multivariate GARCH-Vine Copula Approach (Articles)

Valentine Wanjiku Mwai, Cyprian Ondieki Omari, Simon Maina Mundia

Journal of Mathematical Finance Vol.15 No.4, November 7, 2025

DOI: 10.4236/jmf.2025.154031 128 Downloads 1,666 Views Citations
Does the Implied Volatility Index Have Signaling Power? Evidence from Mexico (Articles)

Jin Yong Yang, Junyoung Heo, In-Sung Yeo, Sang-Heon Lee

Modern Economy Vol.5 No.8, July 18, 2014

DOI: 10.4236/me.2014.58080 3,678 Downloads 5,735 Views Citations
Distinct functions of Dnmt3a and Dnmt3b de novo DNA methyltransferases in ES cell proliferation and differentiation (Articles)

Yoshie Umehara, Kazunori Hanaoka, Daisuke Watanabe

Stem Cell Discovery Vol.3 No.2, April 23, 2013

DOI: 10.4236/scd.2013.32017 6,453 Downloads 12,224 Views Citations
Phytoecological and phytoedaphological characterization of steppe plant communities in the south of Tlemcen (western Algeria) (Articles)

Bahae-Ddine Ghezlaoui, Noury Benabadji, Nedjwa Benabadji

Open Journal of Ecology Vol.3 No.8, December 11, 2013

DOI: 10.4236/oje.2013.38058 2,831 Downloads 5,496 Views Citations
Emotional State and Psychological Well-Being of Dermatological Patients (Articles)

Kainat Zia

Open Access Library Journal Vol.1 No.3, June 17, 2014

DOI: 10.4236/oalib.1100434 1,475 Downloads 3,005 Views Citations
Quantification of Annual Urban Growth of Dar es Salaam Tanzania from Landsat Time Series Data (Articles)

Kamara Emanuel Gombe, Ichio Asanuma, Jong-Geol Park

Advances in Remote Sensing Vol.6 No.3, September 6, 2017

DOI: 10.4236/ars.2017.63013 1,857 Downloads 4,304 Views Citations
Sedimentological Studies of Alluvium Deposits along Ngovayang-Bipindi of Lokoundje River, Southwestern Cameroon (Articles)

Mioumnde Arthur Paterne, Mboui Felicité Audrey Katia, Kue Petou Rokis Malquaire, Kabir Shola Ahmed, Bessong Moïse, Liqiang Zhang

International Journal of Geosciences Vol.10 No.1, January 31, 2019

DOI: 10.4236/ijg.2019.101008 970 Downloads 2,834 Views Citations
Flooding in Informal Settlements: Potentials and Limits for Household Adaptation in Dar es Salaam City, Tanzania (Articles)

Regina John

American Journal of Climate Change Vol.9 No.2, May 7, 2020

DOI: 10.4236/ajcc.2020.92006 2,362 Downloads 8,453 Views Citations
Knowledge of Healthcare Workers Regarding Dengue and Chikungunya in Some Health Facilities of the City of Yaoundé (Cameroon) and Its Neighbourhood (Articles)

Stella Mariette Nana-Ndjangwo, Ruth Mony, Roland Bamou, Gaël Bekono Ango’o, Daina Paola Wantou Tchangou, Parfait Awono-Ambene, Charles Félix Bilong Bilong, Christophe Antonio-Nkondjio

Open Journal of Clinical Diagnostics Vol.11 No.3, July 19, 2021

DOI: 10.4236/ojcd.2021.113006 452 Downloads 2,199 Views Citations
Factors Constraining Quality Service Provision in the BRT Project in Dar es Salaam, Tanzania (Articles)

Emmanuel January Munishi, Kirumirah Mubarack Hamidu, Frank Shayo

Open Journal of Social Sciences Vol.9 No.11, November 29, 2021

DOI: 10.4236/jss.2021.911021 511 Downloads 2,658 Views Citations

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