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Bayesian Testing for Asset Volatility Persistence on Multivariate Stochastic Volatility Models
(Articles)
Yong Li
,
Fang-Ping Peng
,
Hao-Feng Xu
Journal of Mathematical Finance
Vol.2 No.1
, February 28, 2012
DOI:
10.4236/jmf.2012.21010
5,605
Downloads
10,050
Views
Citations
Risk-Sensitive Asset Management under a Wishart Autoregressive Factor Model
(Articles)
Hiroaki Hata
,
Jun Sekine
Journal of Mathematical Finance
Vol.3 No.1A
, March 29, 2013
DOI:
10.4236/jmf.2013.31A021
4,971
Downloads
8,753
Views
Citations
This article belongs to the Special Issue on
Forecasting and Portfolio Construction
Asset Return Prediction via Machine Learning
(Articles)
Liangliang Zhang
Journal of Mathematical Finance
Vol.9 No.4
, October 30, 2019
DOI:
10.4236/jmf.2019.94035
1,195
Downloads
4,224
Views
Citations
Evaluating Hierarchical Equal Risk Contribution Portfolios in the Chinese Stock Market
(Articles)
Weige Huang
,
Xiang Gao
Journal of Mathematical Finance
Vol.12 No.1
, February 21, 2022
DOI:
10.4236/jmf.2022.121011
330
Downloads
1,988
Views
Citations
Working Capital Management and Performance Metrics of Quoted Brewery Firms in Nigeria
(Articles)
Kolawole Fijabi
,
Adewale E. Ogunlalu
,
Adesemowo Morenike Modupeola
Open Journal of Social Sciences
Vol.11 No.10
, October 26, 2023
DOI:
10.4236/jss.2023.1110025
357
Downloads
1,941
Views
Citations
The Effect of CAMEL Model on Loan Portfolio Quality of the Haitian Banking Sector
(Articles)
Rocheny Sifrain
Journal of Financial Risk Management
Vol.13 No.1
, January 26, 2024
DOI:
10.4236/jfrm.2024.131002
297
Downloads
1,129
Views
Citations
Asset Pricing Models and the Performance of European Energy Indices
(Articles)
Georgios Galyfianakis
Theoretical Economics Letters
Vol.14 No.2
, April 7, 2024
DOI:
10.4236/tel.2024.142022
234
Downloads
990
Views
Citations
The Quantification of Model Risk According to the Principle of Relative Entropy with Case Studies
(Articles)
Michael Jacobs Jr.
Journal of Financial Risk Management
Vol.14 No.2
, April 15, 2025
DOI:
10.4236/jfrm.2025.142007
139
Downloads
1,175
Views
Citations
Soil Fertility Is a Productive Capital Asset
(Articles)
Michael James Platts
,
Yuen Yoong Leong
Agricultural Sciences
Vol.11 No.8
, August 31, 2020
DOI:
10.4236/as.2020.118049
1,033
Downloads
3,328
Views
Citations
The Functional Resonance Analysis Method: A Performance Appraisal Tool for Risk Assessment and Accident Investigation in Complex and Dynamic Socio-Technical Systems
(Articles)
Issa Diop
,
Georges Abdul-Nour
,
Dragan Komljenovic
American Journal of Industrial and Business Management
Vol.12 No.2
, February 28, 2022
DOI:
10.4236/ajibm.2022.122013
1,119
Downloads
4,853
Views
Citations
Optimal Control of Assets Allocation on a Defined Contribution Pension Plan
(Articles)
Oteng Keganneng
,
Othusitse Basimanebotlhe
Open Access Library Journal
Vol.9 No.6
, June 30, 2022
DOI:
10.4236/oalib.1107970
256
Downloads
1,494
Views
Citations
A High-Level Risk Management Framework as Part of an Overall Asset Management Process for the Assessment of Industry 4.0 and Its Corollary Industry 5.0 Related New Emerging Technological Risks in Socio-Technical Systems
(Articles)
Issa Diop
,
Georges Georges Abdul-Nour
,
Dragan Komljenovic
American Journal of Industrial and Business Management
Vol.12 No.7
, July 29, 2022
DOI:
10.4236/ajibm.2022.127071
1,034
Downloads
3,558
Views
Citations
Flow-Accelerated Corrosion in Pipe Wall Downstream of Orifice for Water and Air-Water Bubble Flows
(Articles)
Toshihiko Shakouchi
,
Koichi Kinoshita
,
Koichi Tsujimoto
,
Toshitake Ando
Journal of Flow Control, Measurement & Visualization
Vol.4 No.3
, July 13, 2016
DOI:
10.4236/jfcmv.2016.43009
2,293
Downloads
4,131
Views
Citations
The Impact of Asset Price Bubbles on Credit Risk Measures
(Articles)
Michael Jacobs Jr.
Journal of Financial Risk Management
Vol.4 No.4
, November 30, 2015
DOI:
10.4236/jfrm.2015.44019
5,062
Downloads
7,007
Views
Citations
Timberland Investing and Private Property Rights in the United States of America
(Articles)
Caroline Harris
,
Tom Harris
,
Jacek Siry
Open Journal of Forestry
Vol.10 No.4
, October 12, 2020
DOI:
10.4236/ojf.2020.104027
592
Downloads
2,049
Views
Citations
Small versus Large Caps—Empirical Performance Analyses of Stock Market Indices in Germany, EU & US since Global Financial Crisis
(Articles)
Ernst J. Fahling
,
Mario Ghiani
,
Diethard Simmert
Journal of Financial Risk Management
Vol.9 No.4
, December 8, 2020
DOI:
10.4236/jfrm.2020.94023
1,894
Downloads
5,253
Views
Citations
The Origins of Bosons and Fermions
(Articles)
ShaoXu Ren
Journal of Modern Physics
Vol.5 No.17
, November 17, 2014
DOI:
10.4236/jmp.2014.517181
6,156
Downloads
8,148
Views
Citations
A Deep Dive: Does Big Data Improve Maturity in the Developed Capital Markets?
(Articles)
Rajesh Kumar Singh
,
Subrata Kumar Mitra
Theoretical Economics Letters
Vol.9 No.1
, January 29, 2019
DOI:
10.4236/tel.2019.91006
1,055
Downloads
2,333
Views
Citations
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