Value at Risk - Articles - Scientific Research Publishing

Currency Portfolio Risk Measurement with Generalized Autoregressive Conditional Heteroscedastic-Extreme Value Theory-Copula Model (Articles)

Cyprian O. Omari, Peter N. Mwita, Antony W. Gichuhi

Journal of Mathematical Finance Vol.8 No.2, May 31, 2018

DOI: 10.4236/jmf.2018.82029 1,440 Downloads 3,566 Views Citations
Correlation Risk in the Context of Market Turbulences during the COVID-19 Pandemic and BCBS Stress Testing Principles (Articles)

Fidelio Tata

Journal of Mathematical Finance Vol.10 No.4, November 4, 2020

DOI: 10.4236/jmf.2020.104036 673 Downloads 2,866 Views Citations
Analysis of Risk Measures in Portfolio Optimization for the Uganda Securities Exchange (Articles)

Criscent Birungi, Lucy Muthoni

Journal of Financial Risk Management Vol.10 No.2, June 7, 2021

DOI: 10.4236/jfrm.2021.102008 654 Downloads 2,939 Views Citations
Risk Budgeting: A Tactical Asset Allocation Approach for Retirement Reserve Funds in Morocco (Articles)

Moulay Slimane Kabiri, Cherif El Msiyah, Otheman Nouisser

Journal of Financial Risk Management Vol.12 No.2, June 29, 2023

DOI: 10.4236/jfrm.2023.122011 412 Downloads 2,251 Views Citations
Term Structure of Defaultable Bonds with Recovery of Market Value (Articles)

Ruidong Wang, Xiyue Tan, Jianping Fu

Journal of Mathematical Finance Vol.15 No.3, August 8, 2025

DOI: 10.4236/jmf.2025.153022 113 Downloads 532 Views Citations
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 1,619 Downloads 3,099 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 182 Downloads 1,268 Views Citations
Likelihood and Quadratic Distance Methods for the Generalized Asymmetric Laplace Distribution for Financial Data (Articles)

Andrew Luong

Open Journal of Statistics Vol.7 No.2, April 30, 2017

DOI: 10.4236/ojs.2017.72025 1,649 Downloads 3,452 Views Citations
On the Risks and Costs Methodologies Applied for the Improvement of the Warranty Management (Articles)

Vicente González Díaz, François Pérès, Adolfo Crespo Márquez

Journal of Service Science and Management Vol.4 No.2, June 16, 2011

DOI: 10.4236/jssm.2011.42023 6,297 Downloads 11,495 Views Citations
Optimal Investment and Proportional Reinsurance with Risk Constraint (Articles)

Jingzhen Liu, Ka Fai Cedric Yiu, Ryan C. Loxton, Kok Lay Teo

Journal of Mathematical Finance Vol.3 No.4, October 17, 2013

DOI: 10.4236/jmf.2013.34046 4,452 Downloads 8,283 Views Citations
Effects of Deposit Insurance on Self-Discipline of Bank Franchise Value (Articles)

Yaozong Zhao

American Journal of Industrial and Business Management Vol.7 No.3, March 29, 2017

DOI: 10.4236/ajibm.2017.73014 1,532 Downloads 2,839 Views Citations
Forecasting and Backtesting of VaR in International Dry Bulk Shipping Market under Skewed Distributions (Articles)

Qiannan Du

American Journal of Industrial and Business Management Vol.9 No.5, May 22, 2019

DOI: 10.4236/ajibm.2019.95079 665 Downloads 2,098 Views Citations
Perceived Risk versus Perceived Value for Money: Assessing Online Retail Shopping Behavior among Ghanaians (Articles)

Gideon Buernartey Boyetey, Samuel Antwi

iBusiness Vol.13 No.3, August 9, 2021

DOI: 10.4236/ib.2021.133008 1,005 Downloads 4,673 Views Citations
Pareto-Optimal Reinsurance Policies under TrTVaR Risk Measure (Articles)

Yadong Li, Ying Fang

Journal of Financial Risk Management Vol.10 No.3, August 30, 2021

DOI: 10.4236/jfrm.2021.103015 398 Downloads 1,431 Views Citations
Modelling and Forecasting of Crude Oil Price Volatility Comparative Analysis of Volatility Models (Articles)

Faith Wacuka Ng’ang’a, Meleah Oleche

Journal of Financial Risk Management Vol.11 No.1, March 15, 2022

DOI: 10.4236/jfrm.2022.111008 794 Downloads 6,745 Views Citations
Innovations in Nursing-Driven Bed Resource Optimization for Thoracic Oncology Patients: An Evidence-Based Practice Review (Articles)

Baowen Huang

Open Journal of Nursing Vol.15 No.7, July 29, 2025

DOI: 10.4236/ojn.2025.157040 87 Downloads 506 Views Citations
Risk Measure Contextuality by Quantum Weak Value in Quantum Decision Theory (Articles)

Miwaka Yamashita

Journal of Mathematical Finance Vol.16 No.2, April 30, 2026

DOI: 10.4236/jmf.2026.162006 35 Downloads 217 Views Citations
Simultaneous Confidence Bands for Conditional Risk Measurement and Conditional Expected Loss Based on Generalized Estimators (Articles)

Jiale Diao

Journal of Applied Mathematics and Physics Vol.14 No.6, June 22, 2026

DOI: 10.4236/jamp.2026.146110 27 Downloads 113 Views Citations
Common Management Process Model of New TQM Based on the Situation Analysis (Articles)

Kazuhiro Esaki

Intelligent Information Management Vol.8 No.6, November 23, 2016

DOI: 10.4236/iim.2016.86013 2,114 Downloads 5,037 Views Citations
Animal Feed Business Risk Assessment Quantification COVID-19 and Supply Chains Disruptions Losses (Articles)

Kheiry Hassan M. Ishag

Journal of Mathematical Finance Vol.14 No.3, August 14, 2024

DOI: 10.4236/jmf.2024.143019 217 Downloads 1,074 Views Citations

First <...234 ...>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