Expected Shortfall - Articles - Scientific Research Publishing

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 5,776 Downloads 13,339 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 4,448 Downloads 8,668 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 1,739 Downloads 3,651 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 328 Downloads 1,210 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 231 Downloads 954 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 299 Downloads 1,040 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 5,392 Downloads 7,207 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 373 Downloads 2,085 Views Citations
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 404 Downloads 1,745 Views Citations
Forecasting Portfolio Market Risk Using Multivariate GARCH-Vine Copula Approach (Articles)

Valentine Wanjiku Mwai, Cyprian Ondieki Omari, Simon Maina Mundia

Journal of Mathematical Finance Vol.15 No.4, November 7, 2025

DOI: 10.4236/jmf.2025.154031 113 Downloads 1,478 Views Citations
Application of Multifractional Brownian Motion to Modeling Volatility and Risk in Financial Markets (Articles)

Bou Diop

Journal of Applied Mathematics and Physics Vol.13 No.11, November 17, 2025

DOI: 10.4236/jamp.2025.1311216 52 Downloads 337 Views Citations
Does the Implied Volatility Index Have Signaling Power? Evidence from Mexico (Articles)

Jin Yong Yang, Junyoung Heo, In-Sung Yeo, Sang-Heon Lee

Modern Economy Vol.5 No.8, July 18, 2014

DOI: 10.4236/me.2014.58080 3,618 Downloads 5,591 Views Citations
Hypothesis testing by simulation of a medical study model using the expected net benefits criteria (Articles)

Ismail Abbas, Joan Rovira, Josep Casanovas

Health Vol.5 No.3, March 7, 2013

DOI: 10.4236/health.2013.53049 5,218 Downloads 8,676 Views Citations
Factors Associated with Teachers’ Recruitment and Continuous Engagement of External Coaches in School-Based Extracurricular Sports Activities: A Qualitative Study (Articles)

Kenryu Aoyagi, Kaori Ishii, Ai Shibata, Hirokazu Arai, Chisato Hibi, Koichiro Oka

Advances in Physical Education Vol.3 No.2, May 9, 2013

DOI: 10.4236/ape.2013.32010 4,263 Downloads 8,072 Views Citations
Action-Independent Subjective Expected Utility without States of the World (Articles)

Andreas Duus Pape

Theoretical Economics Letters Vol.3 No.5B, September 24, 2013

DOI: 10.4236/tel.2013.35A2004 4,594 Downloads 6,552 Views Citations
This article belongs to the Special Issue on Game Theory and Economic Behavior
Analysis of Variance in an Unbalanced Two-Way Mixed Effect Interactive Model (Articles)

F. C. Eze, E. U. Nwankwo

Open Journal of Statistics Vol.6 No.2, April 26, 2016

DOI: 10.4236/ojs.2016.62027 3,243 Downloads 5,528 Views Citations
A Simple Model of Currency Notes Withdrawal (Articles)

Siddhartha Chattopadhyay, Sohini Sahu

Theoretical Economics Letters Vol.8 No.14, October 26, 2018

DOI: 10.4236/tel.2018.814198 844 Downloads 2,122 Views Citations
Quantifying the Influence of Road Geometric Parameters on Road Safety (Case Study: Hawassa-Shashemene-Bulbula Rural Two-Lane Highway, Ethiopia) (Articles)

Mandefro Terefe Abebe

Journal of Transportation Technologies Vol.9 No.3, July 23, 2019

DOI: 10.4236/jtts.2019.93023 1,795 Downloads 4,628 Views Citations
Estimation of Unobserved Inflation Expectations in India Using State-Space Model (Articles)

Siddhartha Chattopadhyay, Sohini Sahu, Saakshi

Theoretical Economics Letters Vol.9 No.5, June 19, 2019

DOI: 10.4236/tel.2019.95095 678 Downloads 1,912 Views Citations
An Algorithm for Estimating the Expected Number of Customers for a Class of Markovian Queueing Systems (Articles)

Hung-Yuan Tu, Hillel Kumin

American Journal of Operations Research Vol.10 No.4, July 24, 2020

DOI: 10.4236/ajor.2020.104009 459 Downloads 1,138 Views Citations

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