REVISTA

Journal of Risk and Financial Management

ISSN: 1911-8074 Frecuencia: 4 Formato: Electr�nica

Tablas de contenido

7 art�culos asociados

Volumen 10 N�mero 1 Parte March A�o 2017

On the Power and Size Properties of Cointegration Tests in the Light of High-Frequency Stylized Facts	Acceso
Christopher Krauss and Klaus Herrmann

Modeling NYSE Composite US 100 Index with a Hybrid SOM and MLP-BP Neural Model	Acceso
Adriano Beluco, Denise L. Bandeira and Alexandre Beluco

Accurate Evaluation of Expected Shortfall for Linear Portfolios with Elliptically Distributed Risk Factors	Acceso
Dobrislav Dobrev*, Travis D. Nesmith and Dong Hwan Oh

Determination of the Optimal Retention Level Based on Different Measures	Acceso
Basak Bulut Karageyik and Sule Sahin

Capital Structure Arbitrage under a Risk-Neutral Calibration	Acceso
Peter J. Zeitsch

Acknowledgement to Reviewers of the Journal of Risk and Financial Management in 2016	Acceso
JRFM Editorial Office

Portfolio Optimization and Mortgage Choice	Acceso
Maj-Britt Nordfang and Mogens Steffensen