The Journal of Risk
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452
(FIVE YEARS 41)

H-INDEX

35
(FIVE YEARS 1)

Published By Infopro Digital

1465-1211
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Option pricing using high-frequency futures prices

2021 ◽  
Author(s):  
Stavros Degiannakis ◽  
Christos Floros ◽  
Thomas Poufinas ◽  
George Filis ◽  
Konstantinos Gkillas
Keyword(s):  
Option Pricing ◽  
High Frequency ◽  
Futures Prices

scholarly journals Forecasting Bitcoin returns: is there a role for the US–China trade war?

2021 ◽  
Author(s):  
Vasilios Plakandaras ◽  
Elie Bouri ◽  
Rangan Gupta
Keyword(s):  
China Trade ◽  
The Us ◽  
Trade War

Performance measures adjusted for the risk situation (PARS)

2021 ◽  
Author(s):  
Christoph Peters ◽  
Roland Seydel
Keyword(s):  
Performance Measures ◽  
Risk Situation

Procyclicality control in risk-based margin models

2021 ◽  
Author(s):  
Lauren Wong ◽  
Yang Zhang

An examination of the tail contribution to distortion risk measures

2021 ◽  
Author(s):  
Miguel Santolino ◽  
Jaume Belles-Sampera ◽  
José Sarabia ◽  
Montserrat Guillen
Keyword(s):  
Risk Measures ◽  
Distortion Risk Measures
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