Journal of Risk Finance, The

ISSN: 1526-5943
Incorporates: Balance Sheet

Online from: 1999

Subject Area: Accounting and Finance

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Volume 11 issue 5

Published: 2010, Start page: p441

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1896054	Diversification, hedging, and “pacification” Michael R. Powers (pp. 441 - 445) Keywords: Diversification, Hedging, Portfolio investment, Risk management, Standard deviation Article type: Viewpoint Please login \| Abstract & purchase [ HTML & PDF (92kb) ] \| Reprints & permissions
1896055	An intergenerational cross-country swap Miret Padovani, Paolo Vanini (pp. 446 - 463) Keywords: Demographics, Hedging, Long-term planning, National economy, Risk analysis Article type: Research paper Please login \| Abstract & purchase [ HTML & PDF (137kb) ] \| Reprints & permissions
1896056	Value-at-risk: Techniques to account for leptokurtosis and asymmetric behavior in returns distributions Lindsay A. Lechner, Timothy C. Ovaert (pp. 464 - 480) Keywords: Probability calculations, Returns, Skewness, Stock prices, Value analysis Article type: Research paper Please login \| Abstract & purchase [ HTML & PDF (244kb) ] \| Reprints & permissions
1896057	A simple parallel algorithm for large-scale portfolio problems Kamal Smimou, Ruppa K. Thulasiram (pp. 481 - 495) Keywords: Modelling, Optimization techniques, Portfolio investment, Programming and algorithm theory Article type: Research paper Please login \| Abstract & purchase [ HTML & PDF (110kb) ] \| Reprints & permissions
1896058	Option pricing for jump diffussion model with random volatility A. Thavaneswaran, Jagbir Singh (pp. 496 - 507) Keywords: Financial instruments, Kurtosis, Mathematical modelling, Options markets, Pricing Article type: Research paper Please login \| Abstract & purchase [ HTML & PDF (109kb) ] \| Reprints & permissions
1896059	Average run lengths of control charts for monitoring observations from a Burr distribution M.A.A. Cox (pp. 508 - 514) Keywords: Average run length, Control charts, Shewhart charts, Statistical process control Article type: Research paper Please login \| Abstract & purchase [ HTML & PDF (70kb) ] \| Reprints & permissions
1896060	Estimation of a Cox process for credit spreads with semi-stochastic intensity Angelo Corelli (pp. 515 - 519) Keywords: Credit, Financial modelling, Financial risk, Pricing, Securities Article type: Research paper Please login \| Abstract & purchase [ HTML & PDF (58kb) ] \| Reprints & permissions

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1896061	A tale of Geely and Ford: in the pursuit of shareholders’ value Check Teck Foo Abstract \| View HTML

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Journal of Risk Finance, The

Table of contents:Volume 11 issue 5

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Table of contents:
Volume 11 issue 5