Value at Risk VaR - Articles - Scientific Research Publishing

The Stochastic Volatility Model, Regime Switching and Value-at-Risk (VaR) in International Equity Markets (Articles)

Ata Assaf

Journal of Mathematical Finance Vol.7 No.2, May 31, 2017

DOI: 10.4236/jmf.2017.72026 2,321 Downloads 6,095 Views Citations
Forecasting Value-at-Risk (VaR) in the Major Asian Economies (Articles)

Faisal Nazir Zargar, Dilip Kumar

Theoretical Economics Letters Vol.8 No.9, June 12, 2018

DOI: 10.4236/tel.2018.89100 999 Downloads 2,704 Views Citations
This article belongs to the Special Issue on Financial Modeling
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 1,924 Downloads 5,157 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 1,295 Views Citations
General Markowitz Optimization Problems (Articles)

George Stoica

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

DOI: 10.4236/am.2012.312A281 7,085 Downloads 10,143 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 5,779 Downloads 9,681 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 5,273 Downloads 8,564 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 2,119 Downloads 4,725 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 1,925 Downloads 5,765 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 360 Downloads 1,310 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 5,386 Downloads 7,749 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 1,015 Downloads 2,447 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 2,513 Downloads 9,533 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 4,434 Downloads 6,444 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 4,035 Downloads 5,119 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 2,909 Downloads 4,722 Views Citations
This article belongs to the Special Issue on Behavioral Game Theory and Economics
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 7,864 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 1,626 Downloads 3,052 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 1,143 Downloads 2,322 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 1,374 Downloads 4,310 Views Citations
This article belongs to the Special Issue on Stock Valuation

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