Regime Switching Jump-Diffusion Models; Value at Risk; Risk Management; Fourier Transform Methods - Articles

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
Literature Review on Building Cyber Resilience Capabilities to Counter Future Cyber Threats: The Role of Enterprise Risk Management (ERM) and Business Continuity (BC) (Articles)

Awini Thomas Assibi

Open Access Library Journal Vol.10 No.4, April 21, 2023

DOI: 10.4236/oalib.1109882 284 Downloads 1,939 Views Citations
On Value Premium, Part I: The Existence (Articles)

Chi Fung Ling, Simon Gar Man Koo

Journal of Mathematical Finance Vol.1 No.3, November 25, 2011

DOI: 10.4236/jmf.2011.13014 5,265 Downloads 10,030 Views Citations
Identifying Risk at the Conceptual Product Design Phase: A Web-Based Software Solution and Its Evaluation (Articles)

Katie Grantham, Cassandra Elrod, Barry Flaschbart, William Kehr

Modern Mechanical Engineering Vol.2 No.2, May 15, 2012

DOI: 10.4236/mme.2012.22004 8,055 Downloads 13,409 Views Citations
Clarifying the Assessment of Risk: VUCA (Volatility, Uncertainty, Complexity, and Ambiguity) (Articles)

Mark S. Rzepczynski

Journal of Financial Risk Management Vol.15 No.1, March 30, 2026

DOI: 10.4236/jfrm.2026.151005 148 Downloads 905 Views Citations
A Review of Risk Management in Construction: Opportunities for Improvement (Articles)

Rogério Cabral de Azevedo, Leonardo Ensslin, Antônio Edésio Jungles

Modern Economy Vol.5 No.4, April 15, 2014

DOI: 10.4236/me.2014.54036 15,748 Downloads 22,707 Views Citations
This article belongs to the Special Issue on Risk Management
Country Risk Management in a Developing Country (Articles)

Adel Al Khattab, Mahmaod Al-Rawad, Sliman Al Soboa, Khamis Al-Khattab

Journal of Service Science and Management Vol.8 No.1, January 26, 2015

DOI: 10.4236/jssm.2015.81003 4,490 Downloads 7,379 Views Citations
Risk Management Practices towards Developments of Sport and Recreational Activities in Malaysia (Articles)

Jaffry Zakaria, Mohd Taib Harun, Norlena Salamuddin, Md. Amin Md. Taff

Open Access Library Journal Vol.3 No.7, July 12, 2016

DOI: 10.4236/oalib.1102681 2,081 Downloads 9,746 Views Citations
Forecasting Volatility of Gold Price Using Markov Regime Switching and Trading Strategy (Articles)

Nop Sopipan, Pairote Sattayatham, Bhusana Premanode

Journal of Mathematical Finance Vol.2 No.1, February 28, 2012

DOI: 10.4236/jmf.2012.21014 10,313 Downloads 23,914 Views Citations
Legacy of the Asian Currency Crisis: The Case of Korea (Articles)

Jangryoul Kim, Gieyoung Lim

Modern Economy Vol.3 No.8, December 31, 2012

DOI: 10.4236/me.2012.38118 4,272 Downloads 6,435 Views Citations
Risk Migration In Supply Chain Inventory Financing Service (Articles)

Zheng Qin, Xiaochao Ding

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

DOI: 10.4236/jssm.2011.42026 8,391 Downloads 14,995 Views Citations
New Approach to Density Estimation and Application to Value-at-Risk (Articles)

Kian-Guan Lim, Hao Cheng, Nelson K. L. Yap

Journal of Mathematical Finance Vol.5 No.5, November 26, 2015

DOI: 10.4236/jmf.2015.55036 4,338 Downloads 5,796 Views Citations
This article belongs to the Special Issue on Density Estimation in Finance
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
Accounting for Derivative Instruments and Hedging Activities (Articles)

Veliota Drakopoulou

Journal of Financial Risk Management Vol.3 No.4, November 13, 2014

DOI: 10.4236/jfrm.2014.34013 5,827 Downloads 9,428 Views Citations
The Predictive Performance of Extreme Value Analysis Based-Models in Forecasting the Volatility of Cryptocurrencies (Articles)

Cyprian Omari, Anthony Ngunyi

Journal of Mathematical Finance Vol.11 No.3, August 5, 2021

DOI: 10.4236/jmf.2021.113025 510 Downloads 2,442 Views Citations
Evaluating the Risk Management on Disabled Athlete Activities in Malaysia (Articles)

Jaffry Zakaria, Zulakbal Abd Karim, Azali Rahmat, Sanmuga Nathan K. Jeganathan

Open Access Library Journal Vol.4 No.11, November 24, 2017

DOI: 10.4236/oalib.1104011 647 Downloads 2,107 Views Citations
The Influence of Integrating ISO and TQM on Project Risk Management (Articles)

Mounir El Khatib, Abdulla Al Zeyoudi, Shaikha Bu Shaqar

American Journal of Industrial and Business Management Vol.10 No.12, December 31, 2020

DOI: 10.4236/ajibm.2020.1012118 1,560 Downloads 4,136 Views Citations
Agile Project Management and Project Risks Improvements: Pros and Cons (Articles)

Mounir Elkhatib, Abdulrahman Al Hosani, Ibrahim Al Hosani, Khalid Albuflasa

Modern Economy Vol.13 No.9, September 13, 2022

DOI: 10.4236/me.2022.139061 1,722 Downloads 9,625 Views Citations

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