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  Journal of Financial Risk Management Vol.9 No.1,  March 10, 2020
  DOI: 10.4236/jfrm.2020.91003  1,805 Downloads   12,521 Views   Citations
  This article belongs to the Special Issue on

• Quantitative Stock Selection Strategies Based on Kernel Principal Component Analysis ()
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  Journal of Financial Risk Management Vol.9 No.1,  March 10, 2020
  DOI: 10.4236/jfrm.2020.91002  1,716 Downloads   4,802 Views   Citations
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• The Influence of Financial Culture on SME’s Financial Performance ()
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  Journal of Financial Risk Management Vol.9 No.1,  February 20, 2020
  DOI: 10.4236/jfrm.2020.91001  3,518 Downloads   10,614 Views   Citations
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• Contributory Pension Fund Administrations in Nigeria: Stochastic Frontier Analysis of Its Efficiency and Implications for Policy Designs ()
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  Journal of Financial Risk Management Vol.8 No.4,  December 31, 2019
  DOI: 10.4236/jfrm.2019.84023  999 Downloads   3,508 Views   Citations
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• Empirical Analysis of VDAX and VSTOXX as Major Volatility Indices in the EU Including Forecasting Tools ()
  Ernst J. Fahling, Elmar Steurer, Manuel Ulbig, Burkhard Bamberger
  Journal of Financial Risk Management Vol.8 No.4,  December 31, 2019
  DOI: 10.4236/jfrm.2019.84022  1,071 Downloads   2,839 Views   Citations
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• Risk and Rationality ()
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  Journal of Financial Risk Management Vol.8 No.4,  December 30, 2019
  DOI: 10.4236/jfrm.2019.84021  1,029 Downloads   3,218 Views   Citations
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• Adaptive Financial Fraud Detection in Imbalanced Data with Time-Varying Poisson Processes ()
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  Journal of Financial Risk Management Vol.8 No.4,  December 30, 2019
  DOI: 10.4236/jfrm.2019.84020  1,039 Downloads   3,045 Views   Citations
  This article belongs to the Special Issue on