Conditional Risk Measures - Articles - Scientific Research Publishing

Strong Consistency of CVaR Optimal Estimator (Articles)

Xiaolin Li

Open Journal of Statistics Vol.8 No.3, May 28, 2018

DOI: 10.4236/ojs.2018.83027 897 Downloads 2,156 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 627 Downloads 2,875 Views Citations
Simultaneous Confidence Bands for Conditional Risk Measurement and Conditional Expected Loss Based on Generalized Estimators (Articles)

Jiale Diao

Journal of Applied Mathematics and Physics Vol.14 No.6, June 22, 2026

DOI: 10.4236/jamp.2026.146110 2 Downloads 36 Views Citations
Endogenous Risk Measures (Articles)

Moawia Alghalith

Advances in Pure Mathematics Vol.1 No.2, March 30, 2011

DOI: 10.4236/apm.2011.12007 4,318 Downloads 9,901 Views Citations
Portfolio Performance Measurement: Review of Literature and Avenues of Future Research (Articles)

Ahmed Marhfor

American Journal of Industrial and Business Management Vol.6 No.4, April 20, 2016

DOI: 10.4236/ajibm.2016.64039 5,662 Downloads 11,795 Views Citations
An Incentive Scheme to Increase Female Access to and Completion of Basic Education in the Democratic Republic of the Congo (Articles)

Noel A. Ihebuzor

Open Access Library Journal Vol.1 No.7, October 31, 2014

DOI: 10.4236/oalib.1101023 1,305 Downloads 2,227 Views Citations
Analysis on Financial Risk Control of Network Financing Platform — Based on the Case of Honglingchuangtou (Articles)

Lixian Zhang, Wenjuan Mao

Open Access Library Journal Vol.5 No.7, July 24, 2018

DOI: 10.4236/oalib.1104690 1,175 Downloads 2,270 Views Citations
Combining Upside and Downside Volatility in Investment Decision (Articles)

Riccardo Bramante, Silvia Facchinetti

Journal of Mathematical Finance Vol.12 No.1, February 9, 2022

DOI: 10.4236/jmf.2022.121006 346 Downloads 2,276 Views Citations
Valuation and Risk Assessment of a Portfolio of Variable Annuities: A Vector Autoregression Approach (Articles)

Albina Orlando, Gary Parker

Journal of Mathematical Finance Vol.8 No.2, May 9, 2018

DOI: 10.4236/jmf.2018.82023 990 Downloads 2,528 Views Citations
A Game Theoretic Approach on an Optimal Investment-Consumption-Insurance Strategy (Articles)

Gaoganwe Sophie Moagi, Obonye Doctor

Journal of Mathematical Finance Vol.12 No.4, November 21, 2022

DOI: 10.4236/jmf.2022.124038 310 Downloads 1,637 Views Citations
Conditional Value-at-Risk for Random Immediate Reward Variables in Markov Decision Processes (Articles)

Masayuki Kageyama, Takayuki Fujii, Koji Kanefuji, Hiroe Tsubaki

American Journal of Computational Mathematics Vol.1 No.3, September 19, 2011

DOI: 10.4236/ajcm.2011.13021 5,034 Downloads 9,920 Views Citations
A Comparative Study of Mean-Variance and Mean Gini Portfolio Selection Using VaR and CVaR (Articles)

Jamal Agouram, Ghizlane Lakhnati

Journal of Financial Risk Management Vol.4 No.2, May 25, 2015

DOI: 10.4236/jfrm.2015.42007 5,365 Downloads 7,690 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 123 Downloads 1,603 Views Citations
Measuring Risk-Adjusted Performance and Product Attractiveness of a Life Annuity Portfolio (Articles)

Emilia Di Lorenzo, Albina Orlando, Marilena Sibillo

Journal of Mathematical Finance Vol.7 No.1, January 26, 2017

DOI: 10.4236/jmf.2017.71005 2,071 Downloads 3,814 Views Citations
This article belongs to the Special Issue on Actuarial Science and Quantitative Finance
A Brief Discussion on Legal Risks of Beijing Winter Olympics (Articles)

Zhihao Zhang

Open Journal of Social Sciences Vol.6 No.12, December 29, 2018

DOI: 10.4236/jss.2018.612024 852 Downloads 2,046 Views Citations
COVID-19 Vaccine, Asymptomatic Cases, Risk Communication and Community Engagement in Sub-Saharan Africa (Articles)

David Houéto, Ferdinand Daga, Alexandre Timé, Romulus Honhonou, Maurice Agonnoudé

Open Journal of Preventive Medicine Vol.11 No.3, March 17, 2021

DOI: 10.4236/ojpm.2021.113007 549 Downloads 1,492 Views Citations
Diarrhea Disease among Children under 5 Years of Age: A Global Systematic Review (Articles)

Winfred Mbinya Manetu, Stephen M’masi, Charles W. Recha

Open Journal of Epidemiology Vol.11 No.3, June 28, 2021

DOI: 10.4236/ojepi.2021.113018 2,997 Downloads 28,613 Views Citations
Value at Risk and Expected Shortfall for Normal Weighted Inverse Gaussian Distributions (Articles)

Calvin B. Maina, Patrick G. O. Weke, Carolyne A. Ogutu, Joseph A. M. Ottieno

Journal of Mathematical Finance Vol.12 No.1, January 11, 2022

DOI: 10.4236/jmf.2022.121002 400 Downloads 1,810 Views Citations
Value at Risk and Expected Shortfall for Normal Variance Mean Mixtures of Finite Weighted Inverse Gaussian Distributions (Articles)

Calvin B. Maina, Patrick G. O. Weke, Carolyne A. Ogutu, Joseph A. M. Ottieno

Journal of Mathematical Finance Vol.12 No.1, February 16, 2022

DOI: 10.4236/jmf.2022.121010 356 Downloads 1,652 Views Citations
Laws of Large Numbers for Dynamic Coherent Risk Measures (Articles)

Zengjing Chen, Yiwei Lin, Zhijie Xiao, Guodong Zhang

Journal of Mathematical Finance Vol.12 No.1, February 28, 2022

DOI: 10.4236/jmf.2022.121017 321 Downloads 1,436 Views Citations

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