Market Risk - Articles - Scientific Research Publishing

Illiquidity and the Risk of Stock Market Crash (Articles)

Yaping Wang, Zhaohui Wang, Yi Dang

American Journal of Industrial and Business Management Vol.10 No.2，February 25, 2020

DOI: 10.4236/ajibm.2020.102028 661 Downloads 1,643 Views Citations
A Study of Changes in Risk Appetite in the Stock Market and the Housing Market before and after the Global Financial Crisis in 2008 Using the vKOSPI (Articles)

Jin Yong Yang, Sang-Heon Lee

Modern Economy Vol.4 No.11，November 4, 2013

DOI: 10.4236/me.2013.411077 3,963 Downloads 5,997 Views Citations
Value at Risk (VaR) Historical Approach: Could It Be More Historical and Representative of the Real Financial Risk Environment? (Articles)

Evangelos Vasileiou

Theoretical Economics Letters Vol.7 No.4，June 19, 2017

DOI: 10.4236/tel.2017.74065 1,664 Downloads 4,776 Views Citations
A Research on the Risk Measure of Chinese Copper Futures Market Based on VaR (Articles)

Hu’e Zhao

Open Journal of Social Sciences Vol.2 No.9，August 26, 2014

DOI: 10.4236/jss.2014.29007 3,225 Downloads 3,796 Views Citations
Pricing of a Risk Averse Monopoly in the Presence of Stochastic Demand (Articles)

Kolos Csaba Ágoston

Theoretical Economics Letters Vol.5 No.2，March 31, 2015

DOI: 10.4236/tel.2015.52026 2,416 Downloads 3,078 Views Citations
Market Discipline and Bank Risk-Taking: The Interbank Deposit Perspective (Articles)

Rugangira Paul Kato

Journal of Financial Risk Management Vol.10 No.1，March 23, 2021

DOI: 10.4236/jfrm.2021.101004 486 Downloads 1,757 Views Citations
Did You Really Beat the Market? A Practical and Parsimonious Approach to Evaluating Risk-Adjusted Performance (Articles)

David J. Moore

Journal of Mathematical Finance Vol.11 No.3，August 31, 2021

DOI: 10.4236/jmf.2021.113031 302 Downloads 1,506 Views Citations
Interest Rate Risk Management and Dynamic Portfolio Selections (Articles)

Hang Sun, Wan-gui Sun

Modern Economy Vol.2 No.4，September 21, 2011

DOI: 10.4236/me.2011.24075 6,512 Downloads 10,388 Views Citations
Exploiting Market Integration for Pure Alpha Investments via Probabilistic Principal Factors Analysis (Articles)

George Tzagkarakis, Juliana Caicedo-Llano, Thomas Dionysopoulos

Journal of Mathematical Finance Vol.3 No.1A，March 29, 2013

DOI: 10.4236/jmf.2013.31A018 3,437 Downloads 6,138 Views Citations
This article belongs to the Special Issue on Forecasting and Portfolio Construction
The patterns and risks for disease spreading of cattle movement in China (Articles)

Xiangdong Sun, Yongjun Liu, Youming Wang, Peng Li, Aizhen Guo, Zhining Jia, Xiaofeng Wang, Hongjie Zhang, Jian Zhang, Yong Yu, Yanwei Sun, Baoxu Huang

Agricultural Sciences Vol.4 No.12，December 25, 2013

DOI: 10.4236/as.2013.412094 4,040 Downloads 5,503 Views Citations
Financial Market Development, Bank Risk with Key Indicators and Their Impact on Financial Performance: A Study from Pakistan (Articles)

Hafiz Waqas Kamran, Naukhaiz Chaudhry, Muhammad Muzammal Murtaza, Nazish Zafar, Ayesha Yousaf, Huma Nazish

American Journal of Industrial and Business Management Vol.6 No.3，March 31, 2016

DOI: 10.4236/ajibm.2016.63033 3,479 Downloads 5,402 Views Citations
Strategic Market Making and Risk Sharing (Articles)

Hervé Boco, Laurent Germain, Fabrice Rousseau

Journal of Mathematical Finance Vol.7 No.1，February 6, 2017

DOI: 10.4236/jmf.2017.71008 2,174 Downloads 3,703 Views Citations
This article belongs to the Special Issue on Algorithmic Trading, Market Making and Optimal Execution
Market Segmentation of 92 Arab Banks (Articles)

Suzanne Charbaji

Open Journal of Accounting Vol.6 No.3，June 27, 2017

DOI: 10.4236/ojacct.2017.63006 1,298 Downloads 2,409 Views Citations
Strategic Risk Factors for Indian Stock Markets (Articles)

Aman Srivastava, Prashant Gupta, Rakesh Gupta

Theoretical Economics Letters Vol.7 No.6，September 30, 2017

DOI: 10.4236/tel.2017.76114 1,028 Downloads 2,682 Views Citations
The Impact of Credit Risk Management in Financial Market Indicators—Analytical Study in the Iraqi Market for Securities (Articles)

Mahdi Attia Jubouri

Journal of Financial Risk Management Vol.7 No.3，September 27, 2018

DOI: 10.4236/jfrm.2018.73017 2,173 Downloads 5,592 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 476 Downloads 1,260 Views Citations
This article belongs to the Special Issue on Financial Derivatives
Risk-Return in the Stock Market: A Wavelet Approach (Articles)

Rasheed Adegbola Bello

Journal of Mathematical Finance Vol.11 No.4，November 24, 2021

DOI: 10.4236/jmf.2021.114035 197 Downloads 983 Views Citations
Market Discipline of Subordinated Debt: Empirical Evidence from Japanese Commercial Banks (Articles)

Young-Soon Hwang, Hong-Ghi Min

Journal of Financial Risk Management Vol.2 No.2，June 10, 2013

DOI: 10.4236/jfrm.2013.22006 3,792 Downloads 7,641 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 331 Downloads 1,633 Views Citations
On the Insignificant Cross-Sectional Risk-Return Relationship (Articles)

Gerald H. L. Cheang, Joseph C. S. Kang, Michael Z. F. Li

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

DOI: 10.4236/jmf.2012.21004 4,674 Downloads 8,323 Views Citations

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