Conditional Value at Risk - Articles - Scientific Research Publishing

Modelling Volatility Dynamics of Cryptocurrencies Using GARCH Models (Articles)

Anthony Ngunyi, Simon Mundia, Cyprian Omari

Journal of Mathematical Finance Vol.9 No.4, October 17, 2019

DOI: 10.4236/jmf.2019.94030 1,919 Downloads 5,135 Views Citations
Stop-Loss Reinsurance Threshold for Dependent Risks (Articles)

Agnella Nemuo Mandia, Patrick Guge Oloo Weke, Joseph Kyalo Mung’atu

Journal of Mathematical Finance Vol.13 No.3, August 11, 2023

DOI: 10.4236/jmf.2023.133019 301 Downloads 1,285 Views Citations
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 10,138 Views Citations
This article belongs to the Special Issue on Probability and Its Applications
The Effects of Systemic Risk on the Allocation between Value and Growth Portfolios (Articles)

Gabriel Penagos, Gonzalo Rubio

Journal of Mathematical Finance Vol.3 No.1A, March 29, 2013

DOI: 10.4236/jmf.2013.31A016 5,774 Downloads 9,670 Views Citations
This article belongs to the Special Issue on Forecasting and Portfolio Construction
An Application of Bayesian Inference on the Modeling and Estimation of Operational Risk Using Banking Loss Data (Articles)

Kashfia N. Rahman, Dennis A. Black, Gary C. McDonald

Applied Mathematics Vol.5 No.6, April 2, 2014

DOI: 10.4236/am.2014.56082 5,268 Downloads 8,549 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
Modeling and Quantifying of the Global Wrong Way Risk (Articles)

Badreddine Slime

Journal of Financial Risk Management Vol.6 No.3, August 11, 2017

DOI: 10.4236/jfrm.2017.63017 1,922 Downloads 5,743 Views Citations
Estimation of Conditional Weighted Expected Shortfall under Adjusted Extreme Quantile Autoregression (Articles)

Martin M. Kithinji, Peter N. Mwita, Ananda O. Kube

Journal of Mathematical Finance Vol.11 No.3, July 14, 2021

DOI: 10.4236/jmf.2021.113021 359 Downloads 1,303 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 2,442 Views Citations
This article belongs to the Special Issue on Financial Economics
Value at Risk (VaR) Historical Approach: Could It Be More Historical and Representative of the Real Financial Risk Environment? (Articles)

Evangelos Vasileiou

Theoretical Economics Letters Vol.7 No.4, June 19, 2017

DOI: 10.4236/tel.2017.74065 2,509 Downloads 9,499 Views Citations
The patterns and risks for disease spreading of cattle movement in China (Articles)

Xiangdong Sun, Yongjun Liu, Youming Wang, Peng Li, Aizhen Guo, Zhining Jia, Xiaofeng Wang, Hongjie Zhang, Jian Zhang, Yong Yu, Yanwei Sun, Baoxu Huang

Agricultural Sciences Vol.4 No.12, December 25, 2013

DOI: 10.4236/as.2013.412094 4,433 Downloads 6,439 Views Citations
On Historical Value at Risk under Distribution Uncertainty (Articles)

Atsushi Iizuka, Yumiharu Nakano

Journal of Mathematical Finance Vol.5 No.2, April 10, 2015

DOI: 10.4236/jmf.2015.52010 4,029 Downloads 5,108 Views Citations
Fairness in an Ultimatum Game (Articles)

Mohamed I. Gomaa, Stuart Mestelman, S. M. Khalid Nainar, Mohamed Shehata

Theoretical Economics Letters Vol.6 No.2, April 13, 2016

DOI: 10.4236/tel.2016.62021 2,906 Downloads 4,712 Views Citations
This article belongs to the Special Issue on Behavioral Game Theory and Economics
Does the VaR Measurement Using Monte-Carlo Simulation Work in China?—Evidence from Chinese Listed Banks (Articles)

Dehong Wang, Jianbo Song, Yongzhao Lin

Journal of Financial Risk Management Vol.6 No.1, March 15, 2017

DOI: 10.4236/jfrm.2017.61006 2,081 Downloads 5,024 Views Citations
The Study of WeChat Payment Users Willingness Factor (Articles)

Wei Xu

Journal of Service Science and Management Vol.10 No.3, June 12, 2017

DOI: 10.4236/jssm.2017.103021 2,793 Downloads 7,857 Views Citations
The Impact of Predation Risk on the Marginal Value of Cash Holdings: An Empirical Perspective (Articles)

Xinbao Yang, Jiguang Zheng

Journal of Financial Risk Management Vol.6 No.2, June 19, 2017

DOI: 10.4236/jfrm.2017.62012 1,625 Downloads 3,041 Views Citations
Endogenous versus Exogenous Fairness Indices in Repeated Ultimatum Games (Articles)

Mohamed I. Gomaa, Stuart Mestelman, S. M. Khalid Nainar, Mohamed Shehata

Theoretical Economics Letters Vol.7 No.6, September 8, 2017

DOI: 10.4236/tel.2017.76106 1,138 Downloads 2,309 Views Citations
Measuring Black Swans in Financial Markets (Articles)

J. T. Manhire

Journal of Mathematical Finance Vol.8 No.1, February 28, 2018

DOI: 10.4236/jmf.2018.81016 1,372 Downloads 4,305 Views Citations
This article belongs to the Special Issue on Stock Valuation
Value at Risk Models in Indian Markets: A Predictive Ability Evaluation Study (Articles)

Kushagra Goel, Sunny Oswal

Theoretical Economics Letters Vol.9 No.8, December 9, 2019

DOI: 10.4236/tel.2019.98177 910 Downloads 3,318 Views Citations
Artificial Intelligence and Urban Governance: Risk Conflict and Strategy Choice (Articles)

Wenjing Zhu

Open Journal of Social Sciences Vol.9 No.4, April 25, 2021

DOI: 10.4236/jss.2021.94019 1,429 Downloads 4,068 Views Citations

First <123 ...>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