Tail Risk - Articles - Scientific Research Publishing

General Markowitz Optimization Problems (Articles)

George Stoica

Applied Mathematics Vol.3 No.12A, December 31, 2012

DOI: 10.4236/am.2012.312A281 7,084 Downloads 10,135 Views Citations
This article belongs to the Special Issue on Probability and Its Applications
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 3,850 Views Citations
This article belongs to the Special Issue on Portfolio Theory and Risk Management
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 1,617 Downloads 3,090 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 526 Downloads 2,071 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 347 Downloads 2,127 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 267 Downloads 987 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 1,014 Downloads 2,441 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 1,025 Downloads 2,253 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 1,526 Downloads 3,126 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 144 Downloads 673 Views Citations
Importance of Generalized Logistic Distribution in Extreme Value Modeling (Articles)

K. Nidhin, C. Chandran

Applied Mathematics Vol.4 No.3, March 27, 2013

DOI: 10.4236/am.2013.43080 6,546 Downloads 10,861 Views Citations
Distributed Estimator of Market Beta under Extreme Conditions (Articles)

Suyu Zhu

Journal of Applied Mathematics and Physics Vol.11 No.11, November 28, 2023

DOI: 10.4236/jamp.2023.1111232 251 Downloads 811 Views Citations
A Case of Ultrasound-Guided Intervention Therapy for a Beaver Tail Liver with Hepatic Abscess (Articles)

Ziwei Zheng, Can Liu

Yangtze Medicine Vol.7 No.4, December 20, 2023

DOI: 10.4236/ym.2023.74020 243 Downloads 1,760 Views Citations
Behavior of Surrounding Soil during Construction and Its Countermeasures Using Pipe Jacking Method in Deep Strata (Articles)

Takashi Senda, Hideki Shimada, Takashi Sasaoka, Kikuo Matsui

Open Journal of Geology Vol.3 No.2, April 24, 2013

DOI: 10.4236/ojg.2013.32007 6,291 Downloads 9,476 Views Citations
Tail Dependence Study of SSE Composite Index and SZSE Component Index Based on the Copula (Articles)

Guohua Sun, Hongliu Su, Guoqiang Tang

Applied Mathematics Vol.4 No.7, July 11, 2013

DOI: 10.4236/am.2013.47145 4,814 Downloads 7,130 Views Citations
Website Quality and Online Shopping of E-Tail Stores in Nigeria (Articles)

N. Gladson Nwokah, Sarah Walter Ntah

Journal of Service Science and Management Vol.10 No.6, December 15, 2017

DOI: 10.4236/jssm.2017.106039 1,804 Downloads 6,221 Views Citations
Successful Application of the Sperm Tail Flexibility Test for Immotile but Viable Sperm from a Cryopreserved Retrograde Ejaculate (Articles)

Khaliq Ahmad, Samuel Prien, Lindsay Penrose, Bo Suh

Advances in Reproductive Sciences Vol.14 No.1, December 9, 2025

DOI: 10.4236/arsci.2026.141001 62 Downloads 358 Views Citations
The Structural Difference of Shanghai Stock Index before and after 2008: A Copula Based Analysis (Articles)

Chuan Wu, Ke Huang, Xue Tian, Weikang Geng, H. J. Cai

Technology and Investment Vol.3 No.4, November 28, 2012

DOI: 10.4236/ti.2012.34035 3,641 Downloads 6,254 Views Citations
Flow Field Investigation around Body Tail Projectile (Articles)

Mahfouz Elnaggar Wessam, Zhihua Chen, Zhengui Huang

Journal of Applied Mathematics and Physics Vol.2 No.6, May 16, 2014

DOI: 10.4236/jamp.2014.26033 3,970 Downloads 5,549 Views Citations
Analgesic and Anti-Arthritic Effect of Enicostemma littorale Blume (Articles)

Mohamed M. Shabi, Subashini Uthrapathy, Chellappan David Raj, Gayathri Krishnamoorthy, Dhevi Ravindhran, Jipnomon Joseph, Victor G. Rajamanickam

Advances in Bioscience and Biotechnology Vol.5 No.13, November 12, 2014

DOI: 10.4236/abb.2014.513116 3,685 Downloads 5,143 Views Citations
This article belongs to the Special Issue on Advances in Inflammation Research

First <12 3 ...>Last

	[email protected]
	+86 18163351462 (WhatsApp)
	1655362766
	SCIRP WeChat

All	Title	Abstract	Keywords
DOI	Author	Journal	Affiliation
ISSN	Subject

	[email protected]
	+86 18163351462(WhatsApp)
	1655362766

	Paper Publishing WeChat

Browse Subjects

Publish with us

Home

About SCIRP

Service

Policies