Journal of Risk and Financial Management / MDPI, Open Access Journal
Citation Profile [Updated: 2019-12-04 10:36:47]
5 Years H
7
Impact Factor
0.71
5 Years IF
0.86
Data available in this
report
[Raw
data] [50 most cited papers]
[50 most relevant papers]
[cites used to compute IF]
[Recent
citations ][Frequent citing
series ] [more data in
EconPapers]
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trace new citations] [Missing
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Main indicators
Raw Data
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 1990 | 0 | 0.08 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.04 | |||||
| 1991 | 0 | 0.08 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.04 | |||||
| 1992 | 0 | 0.08 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.04 | |||||
| 1993 | 0 | 0.1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.05 | |||||
| 1994 | 0 | 0.11 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.05 | |||||
| 1995 | 0 | 0.19 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.08 | |||||
| 1996 | 0 | 0.22 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.1 | |||||
| 1997 | 0 | 0.22 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.09 | |||||
| 1998 | 0 | 0.26 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.12 | |||||
| 1999 | 0 | 0.28 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.14 | |||||
| 2000 | 0 | 0.33 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.15 | |||||
| 2001 | 0 | 0.36 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.15 | |||||
| 2002 | 0 | 0.39 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.21 | |||||
| 2003 | 0 | 0.4 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.2 | |||||
| 2004 | 0 | 0.45 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.2 | |||||
| 2005 | 0 | 0.46 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.22 | |||||
| 2006 | 0 | 0.46 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.21 | |||||
| 2007 | 0 | 0.42 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.18 | |||||
| 2008 | 0 | 0.44 | 0 | 0 | 5 | 5 | 7 | 0 | 0 | 0 | 0 | 0 | 0.21 | |||||
| 2009 | 0 | 0.44 | 0 | 0 | 5 | 10 | 16 | 0 | 5 | 5 | 0 | 0 | 0.21 | |||||
| 2010 |  0.1 |
0.43 | 0.07 | 0.1 | 5 | 15 | 4 | 1 | 1 | 10 | 1 | 10 | 1 | 1 | 100 | 0 | 0.18 | |
| 2011 | 0 | 0.46 | 0.1 | 0 | 5 | 20 | 3 | 3 | 10 | 15 | 0 | 0 | 0.21 | |||||
| 2012 | 0 | 0.47 | 0.04 | 0.05 | 5 | 25 | 14 | 1 | 4 | 10 | 20 | 1 | 0 | 0 | 0.19 | |||
| 2013 | 0 | 0.53 | 0.03 | 0.04 | 4 | 29 | 2 | 1 | 5 | 10 | 25 | 1 | 0 | 0 | 0.22 | |||
| 2014 | 0 | 0.55 | 0.05 | 0.04 | 10 | 39 | 21 | 2 | 7 | 9 | 24 | 1 | 0 | 0 | 0.22 | |||
| 2015 | 0 | 0.56 | 0.14 | 0.17 | 20 | 59 | 45 | 7 | 15 | 14 | 29 | 5 | 0 | 0 | 0.21 | |||
| 2016 | 0.43 |
0.58 | 0.31 | 0.39 | 16 | 75 | 14 | 23 | 38 | 30 | 13 | 44 | 17 | 0 | 2 | 0.13 | 0.2 | |
| 2017 | 0.44 |
0.6 | 0.33 | 0.42 | 26 | 101 | 52 | 33 | 71 | 36 | 16 | 55 | 23 | 0 | 3 | 0.12 | 0.22 | |
| 2018 | 0.71 |
0.76 | 0.49 | 0.86 | 91 | 192 | 37 | 94 | 166 | 42 | 30 | 76 | 65 | 6 | 6.4 | 10 | 0.11 | 0.31 |
| IF: | Impact Factor: C2Y / D2Y |
| AIF: | Average Impact Factor for series in RePEc in year y |
| CIF: | Cumulative impact factor |
| IF5: | Impact Factor: C5Y / D5Y |
| DOC: | Number of documents published in year y |
| CDO: | Cumulative number of documents published until year y |
| CIT: | Number of citations to papers published in year y |
| NCI: | Number of citations in year y |
| CCU: | Cumulative number of citations to papers published until year y |
| D2Y: | Number of articles published in y-1 plus y-2 |
| C2Y: | Cites in y to articles published in y-1 plus y-2 |
| D5Y: | Number of articles published in y-1 until y-5 |
| C5Y: | Cites in y to articles published in y-1 until y-5 |
| SC: | selft citations in y to articles published in y-1 plus y-2 |
| %SC: | Percentage of selft citations in y to articles published in y-1 plus y-2 |
| CiY: | Cites in year y to documents published in year y |
| II: | Immediacy Index: CiY / Documents. |
| AII: | Average Immediacy Index for series in RePEc in year y |
50 most cited documents in this series
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2017 | GARCH Modelling of Cryptocurrencies. (2017). Chu, Jeffrey ; Osterrieder, Joerg ; Nadarajah, Saralees ; Chan, Stephen. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:4:p:17-:d:113895. Full description at Econpapers || Download paper | 32 |
| 2 | 2015 | The Fundamental Equation in Tourism Finance. (2015). McAleer, Michael. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:4:p:369-374:d:61108. Full description at Econpapers || Download paper | 20 |
| 3 | 2014 | International Diversification Versus Domestic Diversification: Mean-Variance Portfolio Optimization and Stochastic Dominance Approaches. (2014). Wong, Wing-Keung ; Abid, Fathi ; Leung, Pui Lam ; Mroua, Mourad . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:7:y:2014:i:2:p:45-66:d:35901. Full description at Econpapers || Download paper | 17 |
| 4 | 2017 | A Statistical Analysis of Cryptocurrencies. (2017). Chan, Stephen ; Osterrieder, Joerg ; Nadarajah, Saralees ; Chu, Jeffrey. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:2:p:12-:d:100126. Full description at Econpapers || Download paper | 14 |
| 5 | 2015 | Dependency Relations among International Stock Market Indices. (2015). Junior, Leonidas Sandoval ; Kenett, Dror Y. ; Mullokandov, Asher . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:2:p:227-265:d:50467. Full description at Econpapers || Download paper | 11 |
| 6 | 2015 | Inflation and Speculation in a Dynamic Macroeconomic Model. (2015). Nguyen-Huu, Adrien ; Grasselli, Matheus R. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:3:p:285-310:d:52143. Full description at Econpapers || Download paper | 8 |
| 7 | 2009 | Chinaâs Stock Market Integration with a Leading Power and a Close Neighbor. (2009). Wong, Wing-Keung ; Heng, Chen ; YI, ZHENG . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:2:y:2009:i:1:p:38-74:d:28328. Full description at Econpapers || Download paper | 8 |
| 8 | 2012 | Stock Returns and Risk: Evidence from Quantile. (2012). Li, Jiandong ; Chiang, Thomas C.. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:5:y:2012:i:1:p:20-58:d:28408. Full description at Econpapers || Download paper | 7 |
| 9 | 2018 | Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis. (2018). Conrad, Christian ; Ghysels, Eric ; Custovic, Anessa . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:2:p:23-:d:145629. Full description at Econpapers || Download paper | 7 |
| 10 | 2012 | Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility. (2012). McAleer, Michael ; Chang, Chia-Lin ; Chen, Chi-Chung . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:5:y:2012:i:1:p:78-114:d:28410. Full description at Econpapers || Download paper | 7 |
| 11 | 2016 | Down-Side Risk Metrics as Portfolio Diversification Strategies across the Global Financial Crisis. (2016). Powell, Robert ; McAleer, Michael ; Allen, David ; Singh, Abhay K. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:9:y:2016:i:2:p:6-:d:72448. Full description at Econpapers || Download paper | 7 |
| 12 | 2019 | What They Did Not Tell You about Algebraic (Non-) Existence, Mathematical (IR-)Regularity, and (Non-) Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model. (2019). McAleer, Michael. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:61-:d:221223. Full description at Econpapers || Download paper | 6 |
| 13 | 2009 | Corporate Risk Disclosure and Corporate Governance. (2009). Lajili, Kaouthar . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:2:y:2009:i:1:p:94-117:d:28365. Full description at Econpapers || Download paper | 5 |
| 14 | 2018 | Enterprise Risk Management Practices and Firm Performance, the Mediating Role of Competitive Advantage and the Moderating Role of Financial Literacy. (2018). Yang, Songling ; Anwar, Muhammad ; Ishtiaq, Muhammad. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:35-:d:155255. Full description at Econpapers || Download paper | 5 |
| 15 | 2019 | A Survey on Efficiency and Profitable Trading Opportunities in Cryptocurrency Markets. (2019). Kyriazis, Nikolaos A. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:67-:d:224155. Full description at Econpapers || Download paper | 4 |
| 16 | 2017 | On the Power and Size Properties of Cointegration Tests in the Light of High-Frequency Stylized Facts. (2017). Krauss, Christopher ; Herrmann, Klaus . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:1:p:7-:d:89525. Full description at Econpapers || Download paper | 4 |
| 17 | 2019 | 4 | |
| 18 | 2008 | Do REITs Outperform Stocks and Fixed-Income Assets? New Evidence from Mean-Variance and Stochastic Dominance Approaches. (2008). Wong, Wing-Keung ; Lean, Hooi Hooi ; Chiang, Thomas C.. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:1:y:2008:i:1:p:1-40:d:28255. Full description at Econpapers || Download paper | 4 |
| 19 | 2018 | Can Bitcoin Replace Gold in an Investment Portfolio?. (2018). Henriques, Irene ; Sadorsky, Perry. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:48-:d:163664. Full description at Econpapers || Download paper | 3 |
| 20 | 2016 | Application of Vine Copulas to Credit Portfolio Risk Modeling. (2016). Geidosch, Marco ; Fischer, Matthias. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:9:y:2016:i:2:p:4-:d:71610. Full description at Econpapers || Download paper | 3 |
| 21 | 2017 | Trade Openness and Bank Risk-Taking Behavior: Evidence from Emerging Economies. (2017). Ashraf, Badar Nadeem ; Yan, Liang ; Arshad, Sidra. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:3:p:15-:d:106310. Full description at Econpapers || Download paper | 3 |
| 22 | 2019 | Intellectual Capital Performance and Profitability of Banks: Evidence from Pakistan. (2019). Malik, Ali ; Tariq, Gulzara ; Yao, Hongxing ; Haris, Muhammad ; Javaid, Hafiz Mustansar. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:56-:d:220009. Full description at Econpapers || Download paper | 3 |
| 23 | 2018 | Ensemble Learning or Deep Learning? Application to Default Risk Analysis. (2018). Hamori, Shigeyuki ; Watanabe, Chikara ; Murakami, Yuji ; Kume, Takahiro ; Kawai, Minami. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:1:p:12-:d:134731. Full description at Econpapers || Download paper | 3 |
| 24 | 2019 | Herding in Smart-Beta Investment Products. (2019). Schenk-Hoppé, Klaus ; Krkoska, Eduard. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:47-:d:215980. Full description at Econpapers || Download paper | 3 |
| 25 | 2018 | Greenhouse Emissions and Productivity Growth. (2018). Stengos, Thanasis ; KALAITZIDAKIS, PANTELIS ; Mamuneas, Theofanis P. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:38-:d:156902. Full description at Econpapers || Download paper | 3 |
| 26 | 2019 | What They Did Not Tell You about Algebraic (Non-) Existence, Mathematical (IR-)Regularity and (Non-) Asymptotic Properties of the Full BEKK Dynamic Conditional Covariance Model. (2019). McAleer, Michael. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:66-:d:223231. Full description at Econpapers || Download paper | 3 |
| 27 | 2016 | VaR and CVaR Implied in Option Prices. (2016). BaroneAdesi, Giovanni . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:9:y:2016:i:1:p:2:d:64713. Full description at Econpapers || Download paper | 3 |
| 28 | 2019 | Do Traditional Financial Distress Prediction Models Predict the Early Warning Signs of Financial Distress?. (2019). Serrasqueiro, Zelia ; Ashraf, Sumaira. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:55-:d:219945. Full description at Econpapers || Download paper | 3 |
| 29 | 2015 | Network Analysis of the Shanghai Stock Exchange Based on Partial Mutual Information. (2015). Fiedor, PaweÅ ; You, Tao . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:2:p:266-284:d:50474. Full description at Econpapers || Download paper | 3 |
| 30 | 2016 | VaR and CVaR Implied in Option Prices. (2016). BaroneAdesi, Giovanni . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:9:y:2016:i:1:p:2-:d:64713. Full description at Econpapers || Download paper | 3 |
| 31 | 2013 | Testing for a Single-Factor Stochastic Volatility in Bivariate Series. (2013). Kobayashi, Masahito ; Chiba, Masaru . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:6:y:2013:i:1:p:31-61:d:31492. Full description at Econpapers || Download paper | 3 |
| 32 | 2014 | Asymmetric Realized Volatility Risk. (2014). Scharth, Marcel ; McAleer, Michael ; Allen, David. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:7:y:2014:i:2:p:80-109:d:37458. Full description at Econpapers || Download paper | 3 |
| 33 | 2016 | VaR and CVaR Implied in Option Prices. (2016). BaroneAdesi, Giovanni . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:9:y:2016:i:1:p:-:d:64713. Full description at Econpapers || Download paper | 3 |
| 34 | 2009 | Models for Risk Aggregation and Sensitivity Analysis: An Application to Bank Economic Capital. (2009). Inanoglu, Hulusi ; Jacobs, Michael. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:2:y:2009:i:1:p:118-189:d:28366. Full description at Econpapers || Download paper | 3 |
| 35 | 2010 | Hedging Performance and Multiscale Relationships in the German Electricity Spot and Futures Markets. (2010). Pinho, Carlos ; Madaleno, Mara. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:3:y:2010:i:1:p:26-62:d:28368. Full description at Econpapers || Download paper | 2 |
| 36 | 2019 | Expectations for Statistical Arbitrage in Energy Futures Markets. (2019). Nakajima, Tadahiro . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:14-:d:197788. Full description at Econpapers || Download paper | 2 |
| 37 | 2010 | Conserving Capital by Adjusting Deltas for Gamma in the Presence of Skewness. (2010). Madan, Dilip B.. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:3:y:2010:i:1:p:1-25:d:28367. Full description at Econpapers || Download paper | 2 |
| 38 | 2017 | Accurate Evaluation of Expected Shortfall for Linear Portfolios with Elliptically Distributed Risk Factors. (2017). Nesmith, Travis ; Oh, Dong Hwan ; Dobrev, Dobrislav. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:1:p:5-:d:89239. Full description at Econpapers || Download paper | 2 |
| 39 | 2008 | Effective Basemetal Hedging: The Optimal Hedge Ratio and Hedging Horizon. (2008). Marriott, Luke ; Dewally, Michael. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:1:y:2008:i:1:p:41-76:d:28294. Full description at Econpapers || Download paper | 2 |
| 40 | 2011 | Periodically Collapsing Bubbles in Stock Prices Cointegrated with Broad Dividends and Macroeconomic Factors. (2011). Fu, Man ; Bidarkota, Prasad V.. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:4:y:2011:i:1:p:97-132:d:28375. Full description at Econpapers || Download paper | 2 |
| 41 | 2008 | Financial Distress Comparison Across Three Global Regions. (2008). Platt, Harlan D.. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:1:y:2008:i:1:p:129-162:d:28326. Full description at Econpapers || Download paper | 2 |
| 42 | 2011 | A Pseudo-Bayesian Model for Stock Returns In Financial Crises. (2011). Wong, Wing-Keung ; Siu, Tak Kuen ; Fung, Eric S. ; Lam, Kin . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:4:y:2011:i:1:p:43-73:d:28373. Full description at Econpapers || Download paper | 2 |
| 43 | 2018 | An Analysis of Bitcoinâs Price Dynamics. (2018). Kjarland, Frode ; Oust, Are ; Krogstad, Erlend A ; Khazal, Aras. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:63-:d:175742. Full description at Econpapers || Download paper | 2 |
| 44 | 2015 | Interconnected Risk Contributions: A Heavy-Tail Approach to Analyze U.S. Financial Sectors. (2015). Petrella, Lea ; Bernardi, Mauro. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:2:p:198-226:d:47812. Full description at Econpapers || Download paper | 2 |
| 45 | 2018 | Exchange Rate Effects on International Commercial Trade Competitiveness. (2018). Bostan, Ionel ; Firtescu, Bogdan-Narcis ; Toderacu, Carmen. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:2:p:19-:d:140015. Full description at Econpapers || Download paper | 1 |
| 46 | 2019 | The Impact of Corporate Diversification and Financial Structure on Firm Performance: Evidence from South Asian Countries. (2019). Hunjra, Ahmed ; Chani, Muhammad Irfan ; Mehmood, Rashid. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:49-:d:216946. Full description at Econpapers || Download paper | 1 |
| 47 | 2015 | Firm Value and Cross Listings: The Impact of Stock Market Prestige. (2015). Peristiani, Stavros ; Cetorelli, Nicola. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:1:p:150-180:d:47217. Full description at Econpapers || Download paper | 1 |
| 48 | 2018 | Measuring Financial Fragmentation in the Euro Area Corporate Bond Market. (2018). Mojon, Benoit ; Horny, Guillaume ; Manganelli, Simone. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:74-:d:178985. Full description at Econpapers || Download paper | 1 |
| 49 | 2019 | Forecasting Realized Volatility Using a Nonnegative Semiparametric Model. (2019). Yu, Jun ; JunYu, ; Daniel, ; Eriksson, Anders. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:139-:d:262198. Full description at Econpapers || Download paper | 1 |
| 50 | 2019 | 1 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2017 | GARCH Modelling of Cryptocurrencies. (2017). Chu, Jeffrey ; Osterrieder, Joerg ; Nadarajah, Saralees ; Chan, Stephen. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:4:p:17-:d:113895. Full description at Econpapers || Download paper | 32 |
| 2 | 2015 | The Fundamental Equation in Tourism Finance. (2015). McAleer, Michael. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:4:p:369-374:d:61108. Full description at Econpapers || Download paper | 17 |
| 3 | 2017 | A Statistical Analysis of Cryptocurrencies. (2017). Chan, Stephen ; Osterrieder, Joerg ; Nadarajah, Saralees ; Chu, Jeffrey. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:2:p:12-:d:100126. Full description at Econpapers || Download paper | 14 |
| 4 | 2014 | International Diversification Versus Domestic Diversification: Mean-Variance Portfolio Optimization and Stochastic Dominance Approaches. (2014). Wong, Wing-Keung ; Abid, Fathi ; Leung, Pui Lam ; Mroua, Mourad . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:7:y:2014:i:2:p:45-66:d:35901. Full description at Econpapers || Download paper | 12 |
| 5 | 2015 | Dependency Relations among International Stock Market Indices. (2015). Junior, Leonidas Sandoval ; Kenett, Dror Y. ; Mullokandov, Asher . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:2:p:227-265:d:50467. Full description at Econpapers || Download paper | 8 |
| 6 | 2009 | Chinaâs Stock Market Integration with a Leading Power and a Close Neighbor. (2009). Wong, Wing-Keung ; Heng, Chen ; YI, ZHENG . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:2:y:2009:i:1:p:38-74:d:28328. Full description at Econpapers || Download paper | 7 |
| 7 | 2018 | Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis. (2018). Conrad, Christian ; Ghysels, Eric ; Custovic, Anessa . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:2:p:23-:d:145629. Full description at Econpapers || Download paper | 7 |
| 8 | 2019 | What They Did Not Tell You about Algebraic (Non-) Existence, Mathematical (IR-)Regularity, and (Non-) Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model. (2019). McAleer, Michael. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:61-:d:221223. Full description at Econpapers || Download paper | 6 |
| 9 | 2015 | Inflation and Speculation in a Dynamic Macroeconomic Model. (2015). Nguyen-Huu, Adrien ; Grasselli, Matheus R. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:3:p:285-310:d:52143. Full description at Econpapers || Download paper | 6 |
| 10 | 2018 | Enterprise Risk Management Practices and Firm Performance, the Mediating Role of Competitive Advantage and the Moderating Role of Financial Literacy. (2018). Yang, Songling ; Anwar, Muhammad ; Ishtiaq, Muhammad. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:35-:d:155255. Full description at Econpapers || Download paper | 5 |
| 11 | 2016 | Down-Side Risk Metrics as Portfolio Diversification Strategies across the Global Financial Crisis. (2016). Powell, Robert ; McAleer, Michael ; Allen, David ; Singh, Abhay K. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:9:y:2016:i:2:p:6-:d:72448. Full description at Econpapers || Download paper | 5 |
| 12 | 2012 | Stock Returns and Risk: Evidence from Quantile. (2012). Li, Jiandong ; Chiang, Thomas C.. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:5:y:2012:i:1:p:20-58:d:28408. Full description at Econpapers || Download paper | 5 |
| 13 | 2017 | On the Power and Size Properties of Cointegration Tests in the Light of High-Frequency Stylized Facts. (2017). Krauss, Christopher ; Herrmann, Klaus . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:1:p:7-:d:89525. Full description at Econpapers || Download paper | 4 |
| 14 | 2019 | A Survey on Efficiency and Profitable Trading Opportunities in Cryptocurrency Markets. (2019). Kyriazis, Nikolaos A. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:67-:d:224155. Full description at Econpapers || Download paper | 4 |
| 15 | 2008 | Do REITs Outperform Stocks and Fixed-Income Assets? New Evidence from Mean-Variance and Stochastic Dominance Approaches. (2008). Wong, Wing-Keung ; Lean, Hooi Hooi ; Chiang, Thomas C.. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:1:y:2008:i:1:p:1-40:d:28255. Full description at Econpapers || Download paper | 4 |
| 16 | 2019 | 4 | |
| 17 | 2019 | What They Did Not Tell You about Algebraic (Non-) Existence, Mathematical (IR-)Regularity and (Non-) Asymptotic Properties of the Full BEKK Dynamic Conditional Covariance Model. (2019). McAleer, Michael. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:66-:d:223231. Full description at Econpapers || Download paper | 3 |
| 18 | 2013 | Testing for a Single-Factor Stochastic Volatility in Bivariate Series. (2013). Kobayashi, Masahito ; Chiba, Masaru . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:6:y:2013:i:1:p:31-61:d:31492. Full description at Econpapers || Download paper | 3 |
| 19 | 2019 | Herding in Smart-Beta Investment Products. (2019). Schenk-Hoppé, Klaus ; Krkoska, Eduard. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:47-:d:215980. Full description at Econpapers || Download paper | 3 |
| 20 | 2012 | Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility. (2012). McAleer, Michael ; Chang, Chia-Lin ; Chen, Chi-Chung . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:5:y:2012:i:1:p:78-114:d:28410. Full description at Econpapers || Download paper | 3 |
| 21 | 2016 | Application of Vine Copulas to Credit Portfolio Risk Modeling. (2016). Geidosch, Marco ; Fischer, Matthias. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:9:y:2016:i:2:p:4-:d:71610. Full description at Econpapers || Download paper | 3 |
| 22 | 2016 | VaR and CVaR Implied in Option Prices. (2016). BaroneAdesi, Giovanni . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:9:y:2016:i:1:p:2:d:64713. Full description at Econpapers || Download paper | 3 |
| 23 | 2014 | Asymmetric Realized Volatility Risk. (2014). Scharth, Marcel ; McAleer, Michael ; Allen, David. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:7:y:2014:i:2:p:80-109:d:37458. Full description at Econpapers || Download paper | 3 |
| 24 | 2019 | Do Traditional Financial Distress Prediction Models Predict the Early Warning Signs of Financial Distress?. (2019). Serrasqueiro, Zelia ; Ashraf, Sumaira. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:55-:d:219945. Full description at Econpapers || Download paper | 3 |
| 25 | 2016 | VaR and CVaR Implied in Option Prices. (2016). BaroneAdesi, Giovanni . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:9:y:2016:i:1:p:-:d:64713. Full description at Econpapers || Download paper | 3 |
| 26 | 2017 | Trade Openness and Bank Risk-Taking Behavior: Evidence from Emerging Economies. (2017). Ashraf, Badar Nadeem ; Yan, Liang ; Arshad, Sidra. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:3:p:15-:d:106310. Full description at Econpapers || Download paper | 3 |
| 27 | 2015 | Network Analysis of the Shanghai Stock Exchange Based on Partial Mutual Information. (2015). Fiedor, PaweÅ ; You, Tao . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:2:p:266-284:d:50474. Full description at Econpapers || Download paper | 3 |
| 28 | 2018 | Can Bitcoin Replace Gold in an Investment Portfolio?. (2018). Henriques, Irene ; Sadorsky, Perry. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:48-:d:163664. Full description at Econpapers || Download paper | 3 |
| 29 | 2019 | Intellectual Capital Performance and Profitability of Banks: Evidence from Pakistan. (2019). Malik, Ali ; Tariq, Gulzara ; Yao, Hongxing ; Haris, Muhammad ; Javaid, Hafiz Mustansar. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:56-:d:220009. Full description at Econpapers || Download paper | 3 |
| 30 | 2018 | Ensemble Learning or Deep Learning? Application to Default Risk Analysis. (2018). Hamori, Shigeyuki ; Watanabe, Chikara ; Murakami, Yuji ; Kume, Takahiro ; Kawai, Minami. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:1:p:12-:d:134731. Full description at Econpapers || Download paper | 3 |
| 31 | 2016 | VaR and CVaR Implied in Option Prices. (2016). BaroneAdesi, Giovanni . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:9:y:2016:i:1:p:2-:d:64713. Full description at Econpapers || Download paper | 3 |
| 32 | 2017 | Accurate Evaluation of Expected Shortfall for Linear Portfolios with Elliptically Distributed Risk Factors. (2017). Nesmith, Travis ; Oh, Dong Hwan ; Dobrev, Dobrislav. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:1:p:5-:d:89239. Full description at Econpapers || Download paper | 2 |
| 33 | 2009 | Corporate Risk Disclosure and Corporate Governance. (2009). Lajili, Kaouthar . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:2:y:2009:i:1:p:94-117:d:28365. Full description at Econpapers || Download paper | 2 |
| 34 | 2015 | Interconnected Risk Contributions: A Heavy-Tail Approach to Analyze U.S. Financial Sectors. (2015). Petrella, Lea ; Bernardi, Mauro. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:2:p:198-226:d:47812. Full description at Econpapers || Download paper | 2 |
| 35 | 2018 | An Analysis of Bitcoinâs Price Dynamics. (2018). Kjarland, Frode ; Oust, Are ; Krogstad, Erlend A ; Khazal, Aras. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:63-:d:175742. Full description at Econpapers || Download paper | 2 |
| 36 | 2019 | Expectations for Statistical Arbitrage in Energy Futures Markets. (2019). Nakajima, Tadahiro . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:14-:d:197788. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor: 30
| Year | Title | |
|---|---|---|
| 2018 | A Multi-Criteria Financial and Energy Portfolio Analysis of Hedge Fund Strategies. (2018). Singh, A K ; Allen, D E. In: Econometric Institute Research Papers. RePEc:ems:eureir:109055. Full description at Econpapers || Download paper | |
| 2018 | A Multi-Criteria Financial and Energy Portfolio Analysis of Hedge Fund Strategies. (2018). McAleer, Michael ; Allen, David ; Singh, Abhay K. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1818. Full description at Econpapers || Download paper | |
| 2018 | Value-at-Risk prediction using option-implied risk measures. (2018). Zhou, Chen ; Schindelhauer, Kai. In: DNB Working Papers. RePEc:dnb:dnbwpp:613. Full description at Econpapers || Download paper | |
| 2018 | Pairs trading with partial cointegration. (2018). Clegg, Matthew ; Krauss, Christopher. In: Quantitative Finance. RePEc:taf:quantf:v:18:y:2018:i:1:p:121-138. Full description at Econpapers || Download paper | |
| 2018 | Nonextensive triplets in cryptocurrency exchanges. (2018). Stosic, Darko ; Ludermir, Teresa B. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:1069-1074. Full description at Econpapers || Download paper | |
| 2018 | Topological recognition of critical transitions in time series of cryptocurrencies. (2018). Shmalo, Yonah ; Roldan, Pablo ; Katz, Yuri ; Goldsmith, Daniel ; Gidea, Marian . In: Papers. RePEc:arx:papers:1809.00695. Full description at Econpapers || Download paper | |
| 2018 | Cryptocurrencies from the perspective of euro investors: a re-examination of diversification benefits and a new day-of-the-week effect. (2018). Dorfleitner, Gregor ; Lung, Carina. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:7:d:10.1057_s41260-018-0093-8. Full description at Econpapers || Download paper | |
| 2018 | ||
| 2018 | Understanding the Implementation Challenges of Urban Resilience Policies: Investigating the Influence of Urban Geological Risk in Thessaloniki, Greece. (2018). Pitidis, Vangelis ; de Albuquerque, Joo Porto ; Kapetas, Leon ; Coaffee, Jon ; Tapete, Deodato. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:10:p:3573-:d:174026. Full description at Econpapers || Download paper | |
| 2018 | Factors Influencing Cryptocurrency Prices: Evidence from Bitcoin, Ethereum, Dash, Litcoin, and Monero. (2018). Sovbetov, Yhlas. In: MPRA Paper. RePEc:pra:mprapa:85036. Full description at Econpapers || Download paper | |
| 2018 | Factors Influencing Cryptocurrency Prices: Evidence from Bitcoin, Ethereum, Dash, Litcoin, and Monero. (2018). Sovbetov, Yhlas. In: Journal of Economics and Financial Analysis. RePEc:trp:01jefa:jefa0016. Full description at Econpapers || Download paper | |
| 2018 | An application of extreme value theory to cryptocurrencies. (2018). Gkillas (Gillas), Konstantinos ; Katsiampa, Paraskevi. In: Economics Letters. RePEc:eee:ecolet:v:164:y:2018:i:c:p:109-111. Full description at Econpapers || Download paper | |
| 2018 | Conditional heteroskedasticity in crypto-asset returns. (2018). Shaw, Charles. In: Papers. RePEc:arx:papers:1804.07978. Full description at Econpapers || Download paper | |
| 2018 | Bitcoin Risk Modeling with Blockchain Graphs. (2018). Kantarcioglu, Murat ; Gel, Yulia ; Dixon, Matthew ; Akcora, Cuneyt. In: Papers. RePEc:arx:papers:1805.04698. Full description at Econpapers || Download paper | |
| 2018 | Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance. (2018). Walther, Thomas ; Thu, Hien Pham ; Klein, Tony. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:12. Full description at Econpapers || Download paper | |
| 2018 | Exogenous Drivers of Cryptocurrency Volatility - A Mixed Data Sampling Approach To Forecasting. (2018). Walther, Thomas ; Klein, Tony. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:15. Full description at Econpapers || Download paper | |
| 2018 | Predicting crypto-currencies using sparse non-Gaussian state space models. (2018). Zoerner, Thomas ; Huber, Florian ; Zorner, Thomas O ; Hotz-Behofsits, Christian. In: Papers. RePEc:arx:papers:1801.06373. Full description at Econpapers || Download paper | |
| 2018 | Modelling Volatility of Cryptocurrencies Using Markov-Switching Garch Models. (2018). Caporale, Guglielmo Maria ; Zekokh, Timur. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7167. Full description at Econpapers || Download paper | |
| 2018 | An investigation into the dependence structure of major cryptocurrencies. (2018). Saha, Kunal. In: EconStor Preprints. RePEc:zbw:esprep:181878. Full description at Econpapers || Download paper | |
| 2018 | Bitcoin is not the New Gold â A comparison of volatility, correlation, and portfolio performance. (2018). Walther, Thomas ; Thu, Hien Pham ; Klein, Tony. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:105-116. Full description at Econpapers || Download paper | |
| 2018 | Conditional heteroskedasticity in crypto-asset returns. (2018). Shaw, Charles. In: MPRA Paper. RePEc:pra:mprapa:90437. Full description at Econpapers || Download paper | |
| 2018 | Bitcoin risk modeling with blockchain graphs. (2018). Akcora, Cuneyt Gurcan ; Kantarcioglu, Murat ; Gel, Yulia R ; Dixon, Matthew F. In: Economics Letters. RePEc:eee:ecolet:v:173:y:2018:i:c:p:138-142. Full description at Econpapers || Download paper | |
| 2018 | A differential evolution copula-based approach for a multi-period cryptocurrency portfolio optimization. (2018). Mba, Jules Clement ; Koumba, UR ; Pindza, Edson . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:32:y:2018:i:4:d:10.1007_s11408-018-0320-9. Full description at Econpapers || Download paper | |
| 2018 | Regime heteroskedasticity in Bitcoin: A comparison of Markov switching models. (2018). Chappell, Daniel. In: MPRA Paper. RePEc:pra:mprapa:90682. Full description at Econpapers || Download paper | |
| 2018 | Inflation in Africa, 1960â2015. (2018). Franses, Philip Hans ; Janssens, Eva. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:57:y:2018:i:c:p:261-292. Full description at Econpapers || Download paper | |
| 2018 | A Discussion on Recent Risk Measures with Application to Credit Risk: Calculating Risk Contributions and Identifying Risk Concentrations. (2018). Fischer, Matthias ; Pfeuffer, Marius ; Moser, Thorsten. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:142-:d:188842. Full description at Econpapers || Download paper | |
| 2018 | Risk-Based DEA Efficiency and SSD Efficiency of OECD Members Stock Indices. (2018). Keeci, Neslihan Fidan . In: Alphanumeric Journal. RePEc:anm:alpnmr:v:6:y:2018:i:1:p:25-36. Full description at Econpapers || Download paper | |
| 2018 | Enterprise Risk Management Practices and Firm Performance, the Mediating Role of Competitive Advantage and the Moderating Role of Financial Literacy. (2018). Yang, Songling ; Anwar, Muhammad ; Ishtiaq, Muhammad. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:35-:d:155255. Full description at Econpapers || Download paper | |
| 2018 | Macroprudential Policy, Credit Cycle, and Bank Risk-Taking. (2018). Zhang, Xing ; Xu, Yingying ; Li, Zhen. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:10:p:3620-:d:174708. Full description at Econpapers || Download paper | |
| 2018 | Capital Adequacy, Deposit Insurance, and the Effect of Their Interaction on Bank Risk. (2018). Jiraporn, Pornsit ; Treepongkaruna, Sirimon ; Chakreyavanich, Chanakarn ; Jumreornvong, Seksak . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:79-:d:183833. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2018
| Year | Citing document | |
|---|---|---|
| 2018 | ARTIFICIAL INTELLIGENCE AND ECONOMIC GROWTH. (2018). Hamori, Shigeyuki ; Kume, Takahiro. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:22:y:2018:i:1:p:256-278. Full description at Econpapers || Download paper | |
| 2018 | Trade Selection with Supervised Learning and OCA. (2018). Benhamou, Eric ; Saltiel, David. In: Papers. RePEc:arx:papers:1812.04486. Full description at Econpapers || Download paper | |
| 2018 | Asymmetric volatility in cryptocurrencies. (2018). Baur, Dirk G ; Dimpfl, Thomas. In: Economics Letters. RePEc:eee:ecolet:v:173:y:2018:i:c:p:148-151. Full description at Econpapers || Download paper | |
| 2018 | Bitcoin is not the New Gold â A comparison of volatility, correlation, and portfolio performance. (2018). Walther, Thomas ; Thu, Hien Pham ; Klein, Tony. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:105-116. Full description at Econpapers || Download paper | |
| 2018 | Insider Trading and Institutional Holdings in Seasoned Equity Offerings. (2018). Wu, Ching-Chih ; Yang, Tung-Hsiao. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:53-:d:168880. Full description at Econpapers || Download paper | |
| 2018 | Identification of Core Suppliers Based on E-Invoice Data Using Supervised Machine Learning. (2018). Hong, Jung-Sik ; Ahn, Taeuk ; Cho, Nam-Wook ; Yeo, Hyeongyu. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:70-:d:178637. Full description at Econpapers || Download paper | |
| 2018 | The Role of Government Support in Sustainable Competitive Position and Firm Performance. (2018). Songling, YANG ; Ahmed, Hamid ; Anwar, Muhammad ; Ishtiaq, Muhammad. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:10:p:3495-:d:172812. Full description at Econpapers || Download paper | |
| 2018 | ||
| 2018 | Exogenous Drivers of Cryptocurrency Volatility - A Mixed Data Sampling Approach To Forecasting. (2018). Walther, Thomas ; Klein, Tony. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:15. Full description at Econpapers || Download paper |
Recent citations received in 2017
| Year | Citing document | |
|---|---|---|
| 2017 | Statistical Arbitrage Pairs Trading with High-frequency Data. (2017). Stubinger, Johannes ; Bredthauer, Jens. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-76. Full description at Econpapers || Download paper | |
| 2017 | Power and Size analysis of Co-integration tests in Conditional Heteroskedascity: A Monte Carlo Simulation. (2017). Osarumwense, Osabuohien-Irabor ; Mbegbu, Julian I. In: Romanian Statistical Review. RePEc:rsr:journl:v:65:y:2017:i:3:p:17-34. Full description at Econpapers || Download paper | |
| 2017 | Financial market predictions with Factorization Machines: Trading the opening hour based on overnight social media data. (2017). Knoll, Julian ; Walter, Dominik ; Stubinger, Johannes. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:192017. Full description at Econpapers || Download paper |
Recent citations received in 2016
| Year | Citing document | |
|---|---|---|
| 2016 | A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies. (2016). McAleer, Michael ; Allen, David ; Singh, A K. In: Econometric Institute Research Papers. RePEc:ems:eureir:98658. Full description at Econpapers || Download paper | |
| 2016 | A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies. (2016). McAleer, Michael ; Allen, David ; Singh, Abhay K. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1703. Full description at Econpapers || Download paper |
Recent citations received in 2015
| Year | Citing document |
|---|
10 most frequent citing series