Journal: Journal of risk finance - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Journal Journal of risk finance

1. A Bayesian inference model for the credit rating scale. Issue 4 (15th August 2016)

Authors:: Gmehling, Philipp; La Mura, Pierfrancesco
Journal:: Journal of risk finance
Issue:: Volume 17:Issue 4(2016)
Page Start:: 390
Record Type:: Journal Article
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2. A comparison of minimum variance and maximum Sharpe ratio portfolios for mainstream investors. Issue 1 (10th January 2022)

Authors:: Vinzelberg, Anja; Auer, Benjamin Rainer
Journal:: Journal of risk finance
Issue:: Volume 23:Issue 1(2022)
Page Start:: 55
Record Type:: Journal Article
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3. A deforming time approach to the treatment of risk in projects evaluation. Issue 5 (19th November 2018)

Authors:: Cruz-Rambaud, Salvador; Sanchez-Perez, Ana Maria
Journal:: Journal of risk finance
Issue:: Volume 19:Issue 5(2018)
Page Start:: 548
Record Type:: Journal Article
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4. A dynamic model of an insurer: loss shocks, capacity constraints and underwriting cycles. Issue 1 (21st January 2019)

Authors:: Wang, Ning; Murdock, Maryna
Journal:: Journal of risk finance
Issue:: Volume 20:Issue 1(2019)
Page Start:: 82
Record Type:: Journal Article
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5. A dynamic model of an insurer: loss shocks, capacity constraints and underwriting cycles. Issue 1 (23rd January 2019)

Authors:: Wang, Ning; Murdock, Maryna
Journal:: Journal of risk finance
Issue:: Volume 20:Issue 1(2019)
Page Start:: 82
Record Type:: Journal Article
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6. A longevity basis risk analysis in a joint FDM framework. Issue 1 (16th January 2017)

Authors:: D'Amato, Valeria; Coppola, Mariarosaria; Levantesi, Susanna; Menzietti, Massimiliano; Russolillo, Maria
Journal:: Journal of risk finance
Issue:: Volume 18:Issue 1(2017)
Page Start:: 55
Record Type:: Journal Article
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7. A Monte Carlo evaluation of non-parametric estimators of expected shortfall. Issue 4 (16th October 2020)

Authors:: Mehlitz, Julia S.; Auer, Benjamin R.
Journal:: Journal of risk finance
Issue:: Volume 21:Issue 4(2020)
Page Start:: 355
Record Type:: Journal Article
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8. A Monte Carlo evaluation of non-parametric estimators of expected shortfall. Issue 4 (19th October 2020)

Authors:: Mehlitz, Julia S.; Auer, Benjamin R.
Journal:: Journal of risk finance
Issue:: Volume 21:Issue 4(2020)
Page Start:: 355
Record Type:: Journal Article
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9. A multi-factor HJM and PCA approach to risk management of VIX futures. Issue 5 (19th November 2018)

Authors:: Bélanger, Philippe; Picard, Marc-André
Journal:: Journal of risk finance
Issue:: Volume 19:Issue 5(2018)
Page Start:: 524
Record Type:: Journal Article
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10. A multi-factor HJM and PCA approach to risk management of VIX futures. Issue 5 (31st October 2018)

Authors:: Bélanger, Philippe; Picard, Marc-André
Journal:: Journal of risk finance
Issue:: Volume 19:Issue 5(2018)
Page Start:: 524
Record Type:: Journal Article
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