Risk Measures - Articles - Scientific Research Publishing

Endogenous Risk Measures (Articles)

Moawia Alghalith

Advances in Pure Mathematics Vol.1 No.2，March 30, 2011

DOI: 10.4236/apm.2011.12007 4,048 Downloads 9,360 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 713 Downloads 1,671 Views Citations
Analysis on Financial Risk Control of Network Financing Platform — Based on the Case of Honglingchuangtou (Articles)

Lixian Zhang, Wenjuan Mao

Open Access Library Journal Vol.5 No.7，July 24, 2018

DOI: 10.4236/oalib.1104690 1,078 Downloads 1,890 Views Citations
Combining Upside and Downside Volatility in Investment Decision (Articles)

Riccardo Bramante, Silvia Facchinetti

Journal of Mathematical Finance Vol.12 No.1，February 9, 2022

DOI: 10.4236/jmf.2022.121006 217 Downloads 1,708 Views Citations
A Game Theoretic Approach on an Optimal Investment-Consumption-Insurance Strategy (Articles)

Gaoganwe Sophie Moagi, Obonye Doctor

Journal of Mathematical Finance Vol.12 No.4，November 21, 2022

DOI: 10.4236/jmf.2022.124038 193 Downloads 1,050 Views Citations
Measuring Risk-Adjusted Performance and Product Attractiveness of a Life Annuity Portfolio (Articles)

Emilia Di Lorenzo, Albina Orlando, Marilena Sibillo

Journal of Mathematical Finance Vol.7 No.1，January 26, 2017

DOI: 10.4236/jmf.2017.71005 1,911 Downloads 3,269 Views Citations
This article belongs to the Special Issue on Actuarial Science and Quantitative Finance
A Brief Discussion on Legal Risks of Beijing Winter Olympics (Articles)

Zhihao Zhang

Open Journal of Social Sciences Vol.6 No.12，December 29, 2018

DOI: 10.4236/jss.2018.612024 725 Downloads 1,584 Views Citations
COVID-19 Vaccine, Asymptomatic Cases, Risk Communication and Community Engagement in Sub-Saharan Africa (Articles)

David Houéto, Ferdinand Daga, Alexandre Timé, Romulus Honhonou, Maurice Agonnoudé

Open Journal of Preventive Medicine Vol.11 No.3，March 17, 2021

DOI: 10.4236/ojpm.2021.113007 423 Downloads 1,092 Views Citations
Diarrhea Disease among Children under 5 Years of Age: A Global Systematic Review (Articles)

Winfred Mbinya Manetu, Stephen M’masi, Charles W. Recha

Open Journal of Epidemiology Vol.11 No.3，June 28, 2021

DOI: 10.4236/ojepi.2021.113018 2,215 Downloads 22,067 Views Citations
Value at Risk and Expected Shortfall for Normal Weighted Inverse Gaussian Distributions (Articles)

Calvin B. Maina, Patrick G. O. Weke, Carolyne A. Ogutu, Joseph A. M. Ottieno

Journal of Mathematical Finance Vol.12 No.1，January 11, 2022

DOI: 10.4236/jmf.2022.121002 243 Downloads 1,162 Views Citations
Value at Risk and Expected Shortfall for Normal Variance Mean Mixtures of Finite Weighted Inverse Gaussian Distributions (Articles)

Calvin B. Maina, Patrick G. O. Weke, Carolyne A. Ogutu, Joseph A. M. Ottieno

Journal of Mathematical Finance Vol.12 No.1，February 16, 2022

DOI: 10.4236/jmf.2022.121010 215 Downloads 1,044 Views Citations
Laws of Large Numbers for Dynamic Coherent Risk Measures (Articles)

Zengjing Chen, Yiwei Lin, Zhijie Xiao, Guodong Zhang

Journal of Mathematical Finance Vol.12 No.1，February 28, 2022

DOI: 10.4236/jmf.2022.121017 208 Downloads 996 Views Citations
Research on Tax Risks and Administration Arising from the Phenomenon of Tax Evasion by Celebrities (Articles)

Yuhang Sun

Open Journal of Social Sciences Vol.10 No.7，July 29, 2022

DOI: 10.4236/jss.2022.107029 205 Downloads 1,199 Views Citations
Risk Aggregation by Using Copulas in Internal Models (Articles)

Tristan Nguyen, Robert Danilo Molinari

Journal of Mathematical Finance Vol.1 No.3，November 8, 2011

DOI: 10.4236/jmf.2011.13007 8,468 Downloads 17,951 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 1,982 Downloads 7,078 Views Citations
Asymptotic Analysis for Spectral Risk Measures Parameterized by Confidence Level (Articles)

Takashi Kato

Journal of Mathematical Finance Vol.8 No.1，February 28, 2018

DOI: 10.4236/jmf.2018.81015 957 Downloads 1,829 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 463 Downloads 2,245 Views Citations
Performance of Risk Measures in Portfolio Construction on Central and South-East European Emerging Markets (Articles)

Jelena Vidovic

American Journal of Operations Research Vol.1 No.4，December 5, 2011

DOI: 10.4236/ajor.2011.14027 4,073 Downloads 7,817 Views Citations
Functional Weak Laws for the Weighted Mean Losses or Gains and Applications (Articles)

Gane Samb Lo, Serigne Touba Sall, Pape Djiby Mergane

Applied Mathematics Vol.6 No.5，May 27, 2015

DOI: 10.4236/am.2015.65079 2,794 Downloads 3,512 Views Citations
Systemic Risk of Conventional and Islamic Banks: Comparison with Graphical Network Models (Articles)

Shatha Qamhieh Hashem, Paolo Giudici

Applied Mathematics Vol.7 No.17，November 14, 2016

DOI: 10.4236/am.2016.717166 1,798 Downloads 3,842 Views Citations

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