Deviation Measure; Expectation-Bounded Risk Measure; Expected Shortfall - Articles

Deviation Measures on Banach Spaces and Applications (Articles)

Christos E. Kountzakis

Journal of Financial Risk Management Vol.2 No.1，March 28, 2013

DOI: 10.4236/jfrm.2013.21003 4,253 Downloads 8,191 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 264 Downloads 998 Views Citations
Efficient Estimation of Distributional Tail Shape and the Extremal Index with Applications to Risk Management (Articles)

Travis R. A. Sapp

Journal of Mathematical Finance Vol.6 No.4，November 9, 2016

DOI: 10.4236/jmf.2016.64046 1,580 Downloads 3,007 Views Citations
This article belongs to the Special Issue on Portfolio Theory and Risk Management
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 245 Downloads 919 Views Citations
Management of a Complex Portfolio of Assets with Stochastic Drifts and Volatilities (Articles)

Wendkouni Yaméogo, Korotimi Ouédraogo, Diakarya Barro

Open Journal of Statistics Vol.12 No.6，December 30, 2022

DOI: 10.4236/ojs.2022.126047 164 Downloads 654 Views Citations
Expected Shortfall Semi-Scale T-Distribution M-Estimator (Articles)

R. Douglas Martin, Shengyu Zhang

Journal of Mathematical Finance Vol.13 No.4，November 30, 2023

DOI: 10.4236/jmf.2023.134029 192 Downloads 609 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 258 Downloads 1,438 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 1,422 Downloads 2,487 Views Citations
Gauging Risk Stability: A Simple Test Using Patterns of Workers’ Compensation Claims (Articles)

Richard J. Butler, B. Delworth Gardner, Harold H. Gardner

Journal of Financial Risk Management Vol.1 No.3，September 28, 2012

DOI: 10.4236/jfrm.2012.13005 4,011 Downloads 8,098 Views Citations
On Quantum Risk Modelling (Articles)

Christos E. Kountzakis, Maria P. Koutsouraki

Journal of Mathematical Finance Vol.6 No.1，February 17, 2016

DOI: 10.4236/jmf.2016.61005 4,498 Downloads 5,716 Views Citations
Further Results about Calibration of Longevity Risk for the Insurance Business (Articles)

Mariarosaria Coppola, Valeria D’Amato

Applied Mathematics Vol.5 No.4，March 10, 2014

DOI: 10.4236/am.2014.54061 5,238 Downloads 6,746 Views Citations
General Markowitz Optimization Problems (Articles)

George Stoica

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

DOI: 10.4236/am.2012.312A281 6,896 Downloads 9,469 Views Citations
This article belongs to the Special Issue on Probability and Its Applications
Modeling Bank of Kigali Stock Risks in Rwanda Stock Exchange Using Extreme Value Distribution (Articles)

Katu Daniel Edem, Marcel Ndengo

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

DOI: 10.4236/jfrm.2021.103013 286 Downloads 1,251 Views Citations
A Comparison of Minimum Risk Portfolios under the Credit Crunch Crisis (Articles)

Theodoros Mavralexakis, Konstantinos Kiriakopoulos, George Kaimakamis, Alexandros Koulis

Journal of Mathematical Finance Vol.1 No.2，August 25, 2011

DOI: 10.4236/jmf.2011.12005 5,528 Downloads 12,882 Views Citations
Partial Hedging Using Malliavin Calculus (Articles)

Lan Ma Nygren, Peter Lakner

Journal of Mathematical Finance Vol.2 No.3，August 31, 2012

DOI: 10.4236/jmf.2012.23023 4,214 Downloads 7,707 Views Citations
Introduction and Some Recent Advances in Lp Quantile Regression (Articles)

Ying Sun, Fuming Lin

Journal of Applied Mathematics and Physics Vol.12 No.11，November 22, 2024

DOI: 10.4236/jamp.2024.1211230 58 Downloads 326 Views Citations
An Approach to Calculate a Call Option Value on A Nontraded Underlying Asset Considering Its Risk Measures (Articles)

Rafael A. Rodríguez

Journal of Financial Risk Management Vol.13 No.4，December 27, 2024

DOI: 10.4236/jfrm.2024.134036 37 Downloads 199 Views Citations
An Elementary Proof That Well-Behaved Utility Functions Exist (Articles)

Mark Voorneveld, Jörgen W. Weibull

Theoretical Economics Letters Vol.6 No.3，June 6, 2016

DOI: 10.4236/tel.2016.63051 3,084 Downloads 5,393 Views Citations
This article belongs to the Special Issue on Utility Theory Research
Moral Conscience and Psychological Conflict in Shakespeare’s Character Angelo from the Play Measure for Measure (Articles)

Giuseppe Giordano

Advances in Literary Study Vol.9 No.4，October 29, 2021

DOI: 10.4236/als.2021.94023 290 Downloads 3,019 Views Citations
The Expected Value of a Fuzzy Number (Articles)

Mohamed Shenify, Fokrul Alom Mazarbhuiya

International Journal of Intelligence Science Vol.5 No.1，December 22, 2014

DOI: 10.4236/ijis.2015.51001 4,418 Downloads 5,515 Views Citations

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