Volatility Risk Premium - Articles - Scientific Research Publishing

Implied Idiosyncratic Volatility and Stock Return Predictability (Articles)

Cesario Mateus, Worawuth Konsilp

Journal of Mathematical Finance Vol.4 No.5, November 26, 2014

DOI: 10.4236/jmf.2014.45032 5,165 Downloads 7,683 Views Citations
Volatility Forecasting and Volatility Risk Premium (Articles)

Jingfei Cheng

Journal of Applied Mathematics and Physics Vol.3 No.1, January 28, 2015

DOI: 10.4236/jamp.2015.31014 6,944 Downloads 9,349 Views Citations
Agricultural Risk Pricing in Senegal (Articles)

Allé Nar Diop

Journal of Mathematical Finance Vol.9 No.2, May 15, 2019

DOI: 10.4236/jmf.2019.92010 1,315 Downloads 2,769 Views Citations
Dairy Business Sustainability, Market Risk Management Resilience and Stability Strategies (Articles)

Kheiry Hassan M. Ishag

Journal of Mathematical Finance Vol.15 No.4, November 5, 2025

DOI: 10.4236/jmf.2025.154030 90 Downloads 604 Views Citations
An Empirical Study on the Overreaction of Shanghai Stock Market (Articles)

Hu Lin, Sha Zi-Jun, Liu Xiu-Yi, Chen Wen-Jun

Chinese Studies Vol.2 No.1, February 28, 2013

DOI: 10.4236/chnstd.2013.21004 4,810 Downloads 9,270 Views Citations
A Proposal for an African Investment Guarantee Agency (AIGA) and the Valuation of Associated Instruments (Articles)

Joseph Atta-Mensah

Theoretical Economics Letters Vol.9 No.7, September 30, 2019

DOI: 10.4236/tel.2019.97154 592 Downloads 1,745 Views Citations
The Hidden Risk Factor (Articles)

J. H. Witte, D. Ples, J. Corominas

Journal of Mathematical Finance Vol.3 No.3A, October 8, 2013

DOI: 10.4236/jmf.2013.33A003 7,749 Downloads 11,452 Views Citations
This article belongs to the Special Issue on Corporate Finance
Lower and Upper Bounds Estimators for a Real Yield Curve Based on Another Real Yield Curve and Its Break-Even Inflation Rate (Articles)

Rogério F. Porto, Daniel T. Araújo

Journal of Mathematical Finance Vol.16 No.1, February 24, 2026

DOI: 10.4236/jmf.2026.161002 88 Downloads 364 Views Citations
Leverage, Default Risk, and the Cross-Section of Equity and Firm Returns (Articles)

Frederick M. Hood III

Modern Economy Vol.7 No.14, December 14, 2016

DOI: 10.4236/me.2016.714143 2,116 Downloads 4,711 Views Citations
This article belongs to the Special Issue on Credit
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 398 Downloads 1,426 Views Citations
The Role of Collateral in Credit Markets (Articles)

Joseph Atta-Mensah

Journal of Mathematical Finance Vol.5 No.4, November 5, 2015

DOI: 10.4236/jmf.2015.54027 4,508 Downloads 8,479 Views Citations
Equilibrium Equity Premium in a Semi Martingale Market When Jump Amplitudes Follow a Binomial Distribution (Articles)

George M. Mukupa, Elias R. Offen

Journal of Mathematical Finance Vol.8 No.3, August 20, 2018

DOI: 10.4236/jmf.2018.83038 1,164 Downloads 2,277 Views Citations
Claim Sizes-Based Perturbed Risk Model with the Dependence Structure (Articles)

Ying Shen

Applied Mathematics Vol.9 No.11, November 27, 2018

DOI: 10.4236/am.2018.911084 999 Downloads 2,054 Views Citations
Cost of Capital for Private Firms (Articles)

Federico Beltrame, Luca Grassetti, Gianni Zorzi

Theoretical Economics Letters Vol.13 No.3, June 30, 2023

DOI: 10.4236/tel.2023.133034 309 Downloads 1,444 Views Citations
Could China’s Proactive Carbon Reduction Actions Bring New Investment Opportunities to the Stock Markets? (Articles)

Zhongwei Yu

Open Journal of Business and Management Vol.11 No.6, November 23, 2023

DOI: 10.4236/ojbm.2023.116175 240 Downloads 828 Views Citations
Pricing and Hedging in Stochastic Volatility Regime Switching Models (Articles)

Stéphane Goutte

Journal of Mathematical Finance Vol.3 No.1, February 26, 2013

DOI: 10.4236/jmf.2013.31006 5,303 Downloads 9,667 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 348 Downloads 2,133 Views Citations
Application of Volatility in Portfolio Construction (Articles)

Michael Ha, George Z. Liu, Lihui Zheng

Journal of Applied Mathematics and Physics Vol.3 No.7, June 30, 2015

DOI: 10.4236/jamp.2015.37099 3,597 Downloads 4,979 Views Citations
Study on the Extreme Risk Spillover between China and World Stock Market after China’s Share Structure Reform (Articles)

Liangyu Wang

Journal of Financial Risk Management Vol.3 No.2, June 12, 2014

DOI: 10.4236/jfrm.2014.32006 3,367 Downloads 5,844 Views Citations
The Stochastic Volatility Model, Regime Switching and Value-at-Risk (VaR) in International Equity Markets (Articles)

Ata Assaf

Journal of Mathematical Finance Vol.7 No.2, May 31, 2017

DOI: 10.4236/jmf.2017.72026 2,317 Downloads 6,080 Views Citations

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