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On historical value at risk under distribution uncertainty
Iizuka, Atsushi; Nakano, Yumiharu - In: Journal of mathematical finance 5 (2015) 2, pp. 113-118
Persistent link: https://www.econbiz.de/10011398743
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Crisis, value at risk and conditional extreme value theory via the NIG + Jump model
Ze-To, Samuel Yau Man - In: Journal of mathematical finance 2 (2012) 3, pp. 225-237
Persistent link: https://www.econbiz.de/10009711983
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Risk measures and nonlinear expectations
Chen, Zengjing; He, Kun; Kulperger, Reg - In: Journal of mathematical finance 3 (2013) 3, pp. 383-391
Persistent link: https://www.econbiz.de/10010239533
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Assessing the risks of trading strategies using acceptability indices
Sonono, Masimba E.; Mashele, Hopolang P. - In: Journal of mathematical finance 3 (2013) 4, pp. 465-475
Persistent link: https://www.econbiz.de/10010240790
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The effects of long memory in price volatility of inventories pledged on portfolio optimization of supply chain finance
Juan, He; Wang, Jian; Xianglin, Jiang - In: Journal of mathematical finance 6 (2016) 1, pp. 134-155
Persistent link: https://www.econbiz.de/10011543832
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The risk in the insurance field : a generalized analysis
Ferrentino, Rosa; Vota, Luca - In: Journal of mathematical finance 10 (2020) 1, pp. 200-221
Persistent link: https://www.econbiz.de/10012545597
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The stochastic volatility model, regime switching and value-at-risk (VaR) in international equity markets
Assaf, Ata - In: Journal of mathematical finance 7 (2017) 2, pp. 491-512
Persistent link: https://www.econbiz.de/10011674013
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Mathematical model of financial investment risk
Yin, Deyu - In: Journal of mathematical finance 8 (2018) 1, pp. 127-136
Persistent link: https://www.econbiz.de/10011846199
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Asymptotic analysis for spectral risk measures parameterized by confidence level
Kato, Takashi - In: Journal of mathematical finance 8 (2018) 1, pp. 197-226
Persistent link: https://www.econbiz.de/10011846379
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Valuation and risk assessment of a portfolio of variable annuities : a vector autoregression approach
Orlando, Albina; Parker, Gary - In: Journal of mathematical finance 8 (2018) 2, pp. 349-371
Persistent link: https://www.econbiz.de/10011874781