JRFM

2008 - 2025

Current editor(s): Ms. Chelthy Cheng

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Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models pp. 1-16: Shelton Peiris, Manabu Asai and Michael McAleer
GARCH Modelling of Cryptocurrencies pp. 1-15: Jeffrey Chu, Stephen Chan, Saralees Nadarajah and Joerg Osterrieder
A Risk Management Approach for a Sustainable Cloud Migration pp. 1-19: Alifah Aida Lope Abdul Rahman, Shareeful Islam, Christos Kalloniatis and Stefanos Gritzalis
Intelligent Decision Support in Proportional–Stop-Loss Reinsurance Using Multiple Attribute Decision-Making (MADM) pp. 1-17: Shirley Jie Xuan Wang and Kim Leng Poh
Financial Market Integration: Evidence from Cross-Listed French Firms pp. 1-11: Mohamed Mehanaoui
Recovering Historical Inflation Data from Postage Stamps Prices pp. 1-11: Philip Hans Franses and Eva Janssens
Bivariate Kumaraswamy Models via Modified FGM Copulas: Properties and Applications pp. 1-13: Indranil Ghosh

Trade Openness and Bank Risk-Taking Behavior: Evidence from Emerging Economies pp. 1-18: Badar Nadeem Ashraf, Sidra Arshad and Liang Yan
Global Hedging through Post-Decision State Variables pp. 1-6: Michèle Breton and Frédéric Godin
Safety Evaluation of Evacuation Routes in Central Tokyo Assuming a Large-Scale Evacuation in Case of Earthquake Disasters pp. 1-21: Kayoko Yamamoto and Ximing Li

A Risk Management Framework for Cloud Migration Decision Support pp. 1-24: Shareeful Islam, Stefan Fenz, Edgar Weippl and Haralambos Mouratidis
Capital Regulation, the Cost of Financial Intermediation and Bank Profitability: Evidence from Bangladesh pp. 1-24: Changjun Zheng, Mohammed Mizanur Rahman, Munni Begum and Badar Nadeem Ashraf
The Solvency II Standard Formula, Linear Geometry, and Diversification pp. 1-12: Joachim Paulusch
An Empirical Study on the Impact of Basel III Standards on Banks’ Default Risk: The Case of Luxembourg pp. 1-21: Gastón Giordana and Ingmar Schumacher
A Statistical Analysis of Cryptocurrencies pp. 1-23: Stephen Chan, Jeffrey Chu, Saralees Nadarajah and Joerg Osterrieder
OTC Derivatives and Global Economic Activity: An Empirical Analysis pp. 1-23: Gordon Bodnar, Jonathan Fortun Vargas and Jaime Marquez

Portfolio Optimization and Mortgage Choice pp. 1-21: Maj-Britt Nordfang and Mogens Steffensen
Determination of the Optimal Retention Level Based on Different Measures pp. 1-21: Başak Bulut Karageyik and Şule Şahin
Modeling NYSE Composite US 100 Index with a Hybrid SOM and MLP-BP Neural Model pp. 1-13: Adriano Beluco, Denise L. Bandeira and Alexandre Beluco
Accurate Evaluation of Expected Shortfall for Linear Portfolios with Elliptically Distributed Risk Factors pp. 1-14: Dobrislav Dobrev∗, Travis Nesmith and Dong Hwan Oh
On the Power and Size Properties of Cointegration Tests in the Light of High-Frequency Stylized Facts pp. 1-24: Christopher Krauss and Klaus Herrmann
Capital Structure Arbitrage under a Risk-Neutral Calibration pp. 1-23: Peter J. Zeitsch
Acknowledgement to Reviewers of the Journal of Risk and Financial Management in 2016 pp. 1-2: Editorial Office Jrfm

The Effect of Monitoring Committees on the Relationship between Board Structure and Firm Performance pp. 1-13: Aymen Ammari, Sarra Amdouni, Ahmed Zemzem and Abderrazak Ellouze
The Design and Risk Management of Structured Finance Vehicles pp. 1-21: Sanjiv Das and Seoyoung Kim
Portfolios Dominating Indices: Optimization with Second-Order Stochastic Dominance Constraints vs. Minimum and Mean Variance Portfolios pp. 1-14: Neslihan Fidan Keçeci, Viktor Kuzmenko and Stan Uryasev
Credit Scoring by Fuzzy Support Vector Machines with a Novel Membership Function pp. 1-10: Jian Shi and Benlian Xu

The Determinants of Equity Risk and Their Forecasting Implications: A Quantile Regression Perspective pp. 1-25: Giovanni Bonaccolto and Massimiliano Caporin
On Setting Day-Ahead Equity Trading Risk Limits: VaR Prediction at Market Close or Open? pp. 1-20: Ana-Maria Fuertes and Jose Olmo
Probability of Default and Default Correlations pp. 1-19: Weiping Li
The Nexus between Social Capital and Bank Risk Taking pp. 1-19: Wenjing Xie, Haoyuan Ding and Terence Tai Leung Chong

Revisiting Structural Modeling of Credit Risk—Evidence from the Credit Default Swap (CDS) Market pp. 1-20: Zhijian (James) Huang and Yuchen Luo
Application of Vine Copulas to Credit Portfolio Risk Modeling pp. 1-15: Marco Geidosch and Matthias Fischer
Humanizing Finance by Hedging Property Values pp. 1-11: Jaume Roig Hernando
Down-Side Risk Metrics as Portfolio Diversification Strategies across the Global Financial Crisis pp. 1-18: David Allen, Michael McAleer, Robert Powell and Abhay K. Singh

The Two Defaults Scenario for Stressing Credit Portfolio Loss Distributions pp. 1-18: Dirk Tasche
VaR and CVaR Implied in Option Prices pp. 1-6: Giovanni Barone Adesi

On a Discrete Interaction Risk Model with Delayed Claims pp. 1-14: He Liu and Zhenhua Bao
The Fundamental Equation in Tourism Finance pp. 1-6: Michael McAleer

An Empirical Analysis for the Prediction of a Financial Crisis in Turkey through the Use of Forecast Error Measures pp. 1-18: Seyma Caliskan Cavdar and Alev Dilek Aydin
Inflation and Speculation in a Dynamic Macroeconomic Model pp. 1-26: Matheus R. Grasselli and Adrien Nguyen-Huu
Volatility Forecast in Crises and Expansions pp. 1-26: Sergii Pypko

Interconnected Risk Contributions: A Heavy-Tail Approach to Analyze U.S. Financial Sectors pp. 1-29: Mauro Bernardi and Lea Petrella
The Impact of the Basel Accord on Greek Banks: A Stress Test Study pp. 1-17: John Leventides and Anna Donatou
Network Analysis of the Shanghai Stock Exchange Based on Partial Mutual Information pp. 1-19: Tao You, Paweł Fiedor and Artur Hołda
Dependency Relations among International Stock Market Indices pp. 1-39: Leonidas Sandoval Junior, Asher Mullokandov and Dror Y. Kenett

Pricing a Collateralized Derivative Trade with a Funding Value Adjustment pp. 1-26: Chadd B. Hunzinger and Coenraad C.A. Labuschagne
Implied and Local Volatility Surfaces for South African Index and Foreign Exchange Options pp. 1-40: Antonie Kotzé, Rudolf Oosthuizen and Edson Pindza
Acknowledgement to Reviewers of the Journal of Risk and Financial Management pp. 1-1: Journal of Risk Financial Management Editorial Office
Firm Value and Cross Listings: The Impact of Stock Market Prestige pp. 1-31: Nicola Cetorelli and Stavros Peristiani
Are Women More Likely to Seek Advice than Men? Evidence from the Boardroom pp. 1-23: Maurice Levi, Kai Li and Feng Zhang
State Prices and Implementation of the Recovery Theorem pp. 1-15: Alex Backwell
Quadratic Hedging of Basis Risk pp. 1-20: Hardy Hulley and Thomas McWalter
Quantification of VaR: A Note on VaR Valuation in the South African Equity Market pp. 1-24: Lesedi Mabitsela, Eben Maré and Rodwell Kufakunesu