Portfolio Market Risk - Articles - Scientific Research Publishing

Interest Rate Risk Management and Dynamic Portfolio Selections (Articles)

Hang Sun, Wan-gui Sun

Modern Economy Vol.2 No.4, September 21, 2011

DOI: 10.4236/me.2011.24075 6,809 Downloads 11,293 Views Citations
Performance of Quantitative Investment Strategies in Different Market Cycles: A Comparative Analysis (Articles)

Jiaxu Li

Open Journal of Social Sciences Vol.12 No.12, December 27, 2024

DOI: 10.4236/jss.2024.1212033 178 Downloads 1,963 Views Citations
ESG Performance as a Buffer against Market Volatility: Quantitative Evidence from Global Equity Markets (Articles)

Shankar Subramanian Iyer, Brinitha Raji

Voice of the Publisher Vol.12 No.2, June 23, 2026

DOI: 10.4236/vp.2026.122022 18 Downloads 134 Views Citations
On the Insignificant Cross-Sectional Risk-Return Relationship (Articles)

Gerald H. L. Cheang, Joseph C. S. Kang, Michael Z. F. Li

Journal of Mathematical Finance Vol.2 No.1, February 28, 2012

DOI: 10.4236/jmf.2012.21004 5,012 Downloads 9,125 Views Citations
Analytical Framework for Market-oriented DSR Flexibility Integration and Management (Articles)

Shi You, Junjie Hu, Kai Heussen, Chunyu Zhang

Energy and Power Engineering Vol.5 No.4B, November 20, 2013

DOI: 10.4236/epe.2013.54B259 4,457 Downloads 5,933 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 130 Downloads 1,690 Views Citations
Bank Portfolio Management under Credit Market Imperfections (Articles)

Indrajit Mallick

Journal of Mathematical Finance Vol.9 No.3, June 28, 2019

DOI: 10.4236/jmf.2019.93013 1,020 Downloads 2,746 Views Citations
Modern Portfolio Theory, Digital Portfolio Theory and Intertemporal Portfolio Choice (Articles)

C. Kenneth Jones

American Journal of Industrial and Business Management Vol.7 No.7, July 6, 2017

DOI: 10.4236/ajibm.2017.77059 2,541 Downloads 7,513 Views Citations
This article belongs to the Special Issue on Modern Portfolio Theory and Application
Equivalent Risky Allocation: The New ERA of Risk Measurement for Heterogeneous Investors (Articles)

Séverine Plunus, Roland Gillet, Georges Hübner

American Journal of Industrial and Business Management Vol.5 No.6, June 9, 2015

DOI: 10.4236/ajibm.2015.56035 4,439 Downloads 5,940 Views Citations
The Policy Role in the Stock Markets (Articles)

Moawia Alghalith, Esha Ramlogan, Martin Franklin

Theoretical Economics Letters Vol.2 No.2, May 24, 2012

DOI: 10.4236/tel.2012.22042 4,933 Downloads 9,276 Views Citations
Extending Multi-Period Pluto and Tasche PD Calibration Model Using Mode LRDF Approach (Articles)

Denis Surzhko

Journal of Mathematical Finance Vol.4 No.4, August 28, 2014

DOI: 10.4236/jmf.2014.44026 6,813 Downloads 9,559 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 381 Downloads 2,344 Views Citations
Brief Review on Asset Selection and Portfolio Construction: Diversification, Risk and Return (Articles)

Jean Cedric Napon

American Journal of Industrial and Business Management Vol.13 No.11, November 30, 2023

DOI: 10.4236/ajibm.2023.1311074 345 Downloads 1,471 Views Citations
Illiquidity and the Risk of Stock Market Crash (Articles)

Yaping Wang, Zhaohui Wang, Yi Dang

American Journal of Industrial and Business Management Vol.10 No.2, February 25, 2020

DOI: 10.4236/ajibm.2020.102028 1,165 Downloads 3,100 Views Citations
The Impact of Home Equity and Housing Provident Fund on the Household’s Stock Investment (Articles)

Hanjuan Zhu

Open Journal of Social Sciences Vol.7 No.8, August 20, 2019

DOI: 10.4236/jss.2019.78016 796 Downloads 1,936 Views Citations
Stock Selection Using Skewness to Construct a Portfolio and the Effects of Variables on Portfolio Return (Articles)

Adler Haymans Manurung, Nera Marinda Machdar, John Edward Harly Jacob Foeh, Jhonni Sinaga

Open Journal of Business and Management Vol.11 No.3, May 18, 2023

DOI: 10.4236/ojbm.2023.113055 341 Downloads 1,821 Views Citations
Portfolio Diversification of Global Stock Indices and the Predictive Power of Macro-Economic Signals on the SPX Index (Articles)

Chenming Yan

Open Journal of Business and Management Vol.12 No.5, September 4, 2024

DOI: 10.4236/ojbm.2024.125158 110 Downloads 802 Views Citations
An Analytical Portfolio Credit Risk Model Based on the Extended Binomial Distribution (Articles)

Sven Fischer

Journal of Financial Risk Management Vol.8 No.3, September 26, 2019

DOI: 10.4236/jfrm.2019.83012 1,179 Downloads 4,296 Views Citations
Clarifying the Assessment of Risk: VUCA (Volatility, Uncertainty, Complexity, and Ambiguity) (Articles)

Mark S. Rzepczynski

Journal of Financial Risk Management Vol.15 No.1, March 30, 2026

DOI: 10.4236/jfrm.2026.151005 148 Downloads 905 Views Citations
On Some Class of Distance Functions for Measuring Portfolio Efficiency (Articles)

Carlos Barros, Walter Briec, Hermann Ratsimbanierana

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

DOI: 10.4236/jmf.2011.12003 5,241 Downloads 36,767 Views Citations

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