Conditional Value-at-Risk - Articles - Scientific Research Publishing

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 255 Downloads 969 Views Citations
The Predictive Performance of Extreme Value Analysis Based-Models in Forecasting the Volatility of Cryptocurrencies (Articles)

Cyprian Omari, Anthony Ngunyi

Journal of Mathematical Finance Vol.11 No.3，August 5, 2021

DOI: 10.4236/jmf.2021.113025 363 Downloads 1,674 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 174 Downloads 690 Views Citations
An Analysis of Conditional Survival Rates for Ewing Sarcoma Patients (Articles)

Benjamin F. Hankey

Journal of Cancer Therapy Vol.14 No.5，May 31, 2023

DOI: 10.4236/jct.2023.145020 118 Downloads 763 Views Citations
Likelihood and Quadratic Distance Methods for the Generalized Asymmetric Laplace Distribution for Financial Data (Articles)

Andrew Luong

Open Journal of Statistics Vol.7 No.2，April 30, 2017

DOI: 10.4236/ojs.2017.72025 1,521 Downloads 2,965 Views Citations
VaR-Optimal Risk Management in Regime-Switching Jump-Diffusion Models (Articles)

Alessandro Ramponi

Journal of Mathematical Finance Vol.3 No.1，February 28, 2013

DOI: 10.4236/jmf.2013.31009 5,706 Downloads 9,965 Views Citations
Optimal Investment and Proportional Reinsurance with Risk Constraint (Articles)

Jingzhen Liu, Ka Fai Cedric Yiu, Ryan C. Loxton, Kok Lay Teo

Journal of Mathematical Finance Vol.3 No.4，October 17, 2013

DOI: 10.4236/jmf.2013.34046 4,300 Downloads 7,854 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 2,113 Downloads 7,717 Views Citations
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 873 Downloads 2,002 Views Citations
This article belongs to the Special Issue on Financial Economics
Currency Portfolio Risk Measurement with Generalized Autoregressive Conditional Heteroscedastic-Extreme Value Theory-Copula Model (Articles)

Cyprian O. Omari, Peter N. Mwita, Antony W. Gichuhi

Journal of Mathematical Finance Vol.8 No.2，May 31, 2018

DOI: 10.4236/jmf.2018.82029 1,284 Downloads 2,863 Views Citations
Forecasting and Backtesting of VaR in International Dry Bulk Shipping Market under Skewed Distributions (Articles)

Qiannan Du

American Journal of Industrial and Business Management Vol.9 No.5，May 22, 2019

DOI: 10.4236/ajibm.2019.95079 589 Downloads 1,608 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 559 Downloads 2,379 Views Citations
Modelling and Forecasting of Crude Oil Price Volatility Comparative Analysis of Volatility Models (Articles)

Faith Wacuka Ng’ang’a, Meleah Oleche

Journal of Financial Risk Management Vol.11 No.1，March 15, 2022

DOI: 10.4236/jfrm.2022.111008 603 Downloads 5,533 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 276 Downloads 1,529 Views Citations
Clarifying the Language of Chance Using Basic Conditional Probability Reasoning: The Monty Hall Problem (Articles)

Pejmon Sadri

Open Journal of Discrete Mathematics Vol.2 No.4，November 1, 2012

DOI: 10.4236/ojdm.2012.24033 3,969 Downloads 6,472 Views Citations
An Upper Bound for Conditional Second Moment of the Solution of a SDE (Articles)

Andriy Yurachkivsky

Applied Mathematics Vol.4 No.1，January 28, 2013

DOI: 10.4236/am.2013.41023 2,966 Downloads 4,856 Views Citations
Accounting Conservatism: Evidence from Indian Markets (Articles)

Sushma Vishnani, Dheeraj Misra

Theoretical Economics Letters Vol.6 No.5，September 21, 2016

DOI: 10.4236/tel.2016.65100 2,333 Downloads 5,226 Views Citations
Conditional CAPM Using Expected Returns of Brazilian Sustainability Companies (Articles)

Elmo Tambosi Filho

Theoretical Economics Letters Vol.8 No.3，February 12, 2018

DOI: 10.4236/tel.2018.83026 27,450 Downloads 29,702 Views Citations
This article belongs to the Special Issue on Corporate Finance
Efficient Density Estimation and Value at Risk Using Fejér-Type Kernel Functions (Articles)

Olga Kosta, Natalia Stepanova

Journal of Mathematical Finance Vol.5 No.5，November 30, 2015

DOI: 10.4236/jmf.2015.55040 5,109 Downloads 6,688 Views Citations
This article belongs to the Special Issue on Density Estimation in Finance
Using Conditional Extreme Value Theory to Estimate Value-at-Risk for Daily Currency Exchange Rates (Articles)

Cyprian O. Omari, Peter N. Mwita, Antony G. Waititu

Journal of Mathematical Finance Vol.7 No.4，November 2, 2017

DOI: 10.4236/jmf.2017.74045 1,857 Downloads 6,807 Views Citations

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