Latest Journal Papers from Risk.net
Jun 24 2019 10:57
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Risk Journals deliver academically rigorous, practitioner-focused content and resources for the rapidly evolving discipline of financial risk management.
Each quarter Risk Journals contain peer-reviewed research and technical papers, delivered to a global audience in print and online. Now in its twenty-first year, the Risk Journals portfolio serves, broad and international readership communities that bridge academia and industry. The mission of Risk Journals is to equip readers with the tools to fulfill their professional potential.
Risk Journals publishes original and innovative papers, ensuring subscribers are kept up-to-date with the ever-changing complexity behind the science of risk management.
- Volatility forecasting: the role of internet search activity and implied volatilityMon, 27 Jan 2020 10:54:45 GMTJournals - Risk.net
- Risk capital reserve and measurement precision in modeling heavy-tailed single operational lossesMon, 27 Jan 2020 10:30:20 GMTJournals - Risk.net
- Difference between the determinants of operational risk reporting in Islamic and conventional banks: evidence from Saudi ArabiaMon, 27 Jan 2020 10:15:14 GMTJournals - Risk.net
- The impact of end-user market integration and the smart grid on electricity retailers in the Nordic regionFri, 24 Jan 2020 15:37:30 GMTJournals - Risk.net
- Estimating marginal effects of key factors that influence wholesale electricity demand and price distributions in Texas via quantile variable selection methodsFri, 24 Jan 2020 15:06:36 GMTJournals - Risk.net
- A shrinking horizon optimal liquidation framework with lower partial moments criteriaFri, 24 Jan 2020 12:52:14 GMTJournals - Risk.net
- Empirical analysis of oil risk-minimizing portfolios: the DCC–GARCH–MODWT approachFri, 24 Jan 2020 11:51:50 GMTJournals - Risk.net
- Pricing American call options using the Black–Scholes equation with a nonlinear volatility functionFri, 24 Jan 2020 09:02:37 GMTJournals - Risk.net
- Value-at-risk in the European energy market: a comparison of parametric, historical simulation and quantile regression value-at-riskMon, 09 Dec 2019 11:32:59 GMTJournals - Risk.net
- Validation of index and benchmark assignment: adequacy of capturing tail riskMon, 09 Dec 2019 11:31:54 GMTJournals - Risk.net
- A simulation-based model for optimal demand response load shifting: a case study for the Texas power marketMon, 09 Dec 2019 10:22:43 GMTJournals - Risk.net
- The impact of the cross-shareholding network on extreme price movements: evidence from ChinaMon, 09 Dec 2019 09:09:15 GMTJournals - Risk.net
- Currency risk in foreign currency accounts for small and medium-sized businessesMon, 09 Dec 2019 09:07:40 GMTJournals - Risk.net
- The Chebyshev method for the implied volatilityMon, 09 Dec 2019 08:48:07 GMTJournals - Risk.net
- One-dimensional Markov-functional models driven by a non-Gaussian driverMon, 09 Dec 2019 08:23:50 GMTJournals - Risk.net
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