Journal of Risk and Financial Management, MDPI

Collection's Items (Sorted by Title in Descending order): 1 to 20 of 84
Year of PublicationTitleAuthor(s)
2017 An empirical study on the impact of Basel III standards on banks' default risk: The case of LuxembourgGiordana, Gastón Andrés; Schumacher, Ingmar
2017 Modeling NYSE Composite US 100 Index with a hybrid SOM and MLP-BP neural modelBeluco, Adriano; Bandeira, Denise L.; Beluco, Alexandre
2017 On the power and size properties of cointegration tests in the light of high-frequency stylized factsKrauss, Christopher; Herrmann, Klaus
2017 Portfolio optimization and mortgage choiceNordfang, Maj-Britt; Steffensen, Mogens
2017 Accurate evaluation of expected shortfall for linear portfolios with elliptically distributed risk factorsDobrev, Dobrislav; Nesmith, Travis D.; Oh, Dong Hwan
2017 Capital structure arbitrage under a risk-neutral calibrationZeitsch, Peter J.
2017 A statistical analysis of cryptocurrenciesChan, Stephen; Chu, Jeffrey; Nadarajah, Saralees; Osterrieder, Joerg
2017 The Solvency II Standard Formula, linear geometry, and diversificationPaulusch, Joachim
2017 Safety evaluation of evacuation routes in Central Tokyo assuming a large-scale evacuation in case of earthquake disastersYamamoto, Kayoko; Li, Ximing
2017 Global hedging through post-decision state variablesBreton, Michèle; Godin, Frédéric
2017 Trade openness and bank risk-taking behavior: Evidence from emerging economiesAshraf, Badar Nadeem; Arshad, Sidra; Yan, Liang
2017 OTC derivatives and global economic activity: An empirical analysisBodnar, Gordon; Fortun, Jonathan; Marquez, Jaime
2017 Capital regulation, the cost of financial intermediation and bank profitability: Evidence from BangladeshZheng, Changjun; Rahman, Mohammed Mizanur; Begum, Munni; Ashraf, Badar Nadeem
2017 A risk management framework for cloud migration decision supportIslam, Shareeful; Fenz, Stefan; Weippl, Edgar; Mouratidis, Haralambos
2017 Determination of the optimal retention level based on different measuresKarageyik, Başak Bulut; Şahin, Şule
2016 The effect of monitoring committees on the relationship between board structure and firm performanceAmmari, Aymen; Amdouni, Sarra; Zemzem, Ahmed; Ellouze, Abderrazak
2016 Credit scoring by fuzzy support vector machines with a novel membership functionShi, Jian; Xu, Benlian
2016 The design and risk management of structured finance vehiclesDas, Sanjiv; Kim, Seoyoung
2016 On setting day-ahead equity trading risk limitsFuertes, Ana-Maria; Olmo, Jose
2016 Application of vine copulas to credit portfolio risk modelingGeidosch, Marco; Fischer, Matthias
Collection's Items (Sorted by Title in Descending order): 1 to 20 of 84