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DOI
Author
Journal
Affiliation
ISSN
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General Markowitz Optimization Problems
(Articles)
George Stoica
Applied Mathematics
Vol.3 No.12A
,December 31, 2012
DOI:
10.4236/am.2012.312A281
6,692
Downloads
9,917
Views
Citations
This article belongs to the Special Issue on
Probability and Its Applications
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
1,354
Downloads
2,600
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
1,495
Downloads
2,790
Views
Citations
This article belongs to the Special Issue on
Portfolio Theory and Risk Management
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
778
Downloads
1,676
Views
Citations
This article belongs to the Special Issue on
Financial Economics
Assessing the Risks of Trading Strategies Using Acceptability Indices
(Articles)
Masimba E. Sonono
,
Hopolang P. Mashele
Journal of Mathematical Finance
Vol.3 No.4
,November 27, 2013
DOI:
10.4236/jmf.2013.34049
3,325
Downloads
5,440
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
77
Downloads
462
Views
Citations
Risk Measures and Nonlinear Expectations
(Articles)
Zengjing Chen
,
Kun He
,
Reg Kulperger
Journal of Mathematical Finance
Vol.3 No.3
,August 22, 2013
DOI:
10.4236/jmf.2013.33039
4,157
Downloads
7,291
Views
Citations
The Standalone and the Portfolio Risk of the Rogers Energy Commodity Index
(Articles)
Samih Antoine Azar
Theoretical Economics Letters
Vol.9 No.4
,March 29, 2019
DOI:
10.4236/tel.2019.94045
536
Downloads
1,608
Views
Citations
This article belongs to the Special Issue on
Financial Derivatives
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
189
Downloads
813
Views
Citations
A New Class of Time-Consistent Dynamic Risk Measures and its Application
(Articles)
Rui Gao
,
Zhiping Chen
Technology and Investment
Vol.4 No.1B
,January 17, 2013
DOI:
10.4236/ti.2013.41B008
4,851
Downloads
6,628
Views
Citations
The Effects of Long Memory in Price Volatility of Inventories Pledged on Portfolio Optimization of Supply Chain Finance
(Articles)
Juan He
,
Jian Wang
,
Xianglin Jiang
Journal of Mathematical Finance
Vol.6 No.1
,February 26, 2016
DOI:
10.4236/jmf.2016.61014
4,265
Downloads
5,745
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
389
Downloads
2,149
Views
Citations
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
4,137
Downloads
8,083
Views
Citations
Importance of Generalized Logistic Distribution in Extreme Value Modeling
(Articles)
K. Nidhin
,
C. Chandran
Applied Mathematics
Vol.4 No.3
,March 27, 2013
DOI:
10.4236/am.2013.43080
6,089
Downloads
10,114
Views
Citations
COVID Impact to Equity Margin Loans—A Practical Approach to Measure Risk with the Client Behavior Assumptions
(Articles)
Renlong Miao
Journal of Financial Risk Management
Vol.11 No.1
,March 15, 2022
DOI:
10.4236/jfrm.2022.111007
230
Downloads
1,153
Views
Citations
Averting Disaster: Leverage Limits for Single-Stock Leveraged ETFs
(Articles)
Matthew S. Crouse
Journal of Mathematical Finance
Vol.12 No.4
,October 21, 2022
DOI:
10.4236/jmf.2022.124033
127
Downloads
869
Views
Citations
Extreme Values Approach in Food Risk Modeling
(Articles)
Komla Elom Adedje
,
Diakarya Barro
Open Journal of Statistics
Vol.12 No.5
,October 27, 2022
DOI:
10.4236/ojs.2022.125041
94
Downloads
477
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
3,869
Downloads
7,868
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
4,414
Downloads
5,573
Views
Citations
Strong Consistency of CVaR Optimal Estimator
(Articles)
Xiaolin Li
Open Journal of Statistics
Vol.8 No.3
,May 28, 2018
DOI:
10.4236/ojs.2018.83027
648
Downloads
1,608
Views
Citations
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