Review Papers for Journal of Risk and Financial Management (JRFM)

• その他の著者: McAleer, Michael (編集者)
• フォーマット: 電子媒体 図書の章
• 言語: 英語
• 出版事項: Basel, Switzerland MDPI - Multidisciplinary Digital Publishing Institute 2020
• 主題: Technology: general issues; big data; computational science; economics; finance; management; theoretical models; econometric and statistical models; applications; n/a; bank regulation; capital adequacy standards; regulatory complexity; US banking crises; supply chain management; supply chain finance; working capital; factors; outcomes; solutions; optimisation; portfolio selection; risk measure; fat tail; Copula; shrinkage; semi-variance; CVaR; excess returns; efficient market hypothesis; data snooping; investment and capital markets; market efficiency; price-volume; adaptive market hypothesis; time-varying or adaptive market efficiency; cross section of country equity returns; country-level stock market anomalies; empirical asset pricing; international equity markets; return predictability; bank regulatory capital requirements; marketing; psychology; price-volume relationship; adaptive market efficiency; covariance matrix estimation; portfolio risk measurement; stock investment; country equity returns
• オンライン･アクセス: DOAB: download the publication; DOAB: description of the publication

The Journal of Risk and Financial Management (JRFM) was inaugurated in 2008 and has successfully continued publishing, with Volume 13 in 2020. Since the journal was established, JRFM has published in excess of 580 topical and interesting theoretical and empirical papers in financial economics, finan...