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How the Default Probability is Defined by the CreditRisk+Model?
by Abdelkader Derbali
International Journal of Global Energy Markets and Finance. 2018, 1(1), 21-25. DOI: 10.12691/ijgefm-1-1-4
Pub. Date: April 24, 2018Views: 14266Downloads: 14331
risk management credit risk default probability structural models KMV model CreditRisk+ credit portfolio view
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The Credit Portfolio Management by Structural Models: A Theoretical Analysis
by Abdelkader Derbali
International Journal of Global Energy Markets and Finance. 2018, 1(1), 11-20. DOI: 10.12691/ijgefm-1-1-3
Pub. Date: April 24, 2018Views: 22097Downloads: 22764
risk management credit risk default probability structural models KMV model
Abstract Full Text PDF (363 KB) Full Text HTML Full Text ePUB (469 KB)
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The Credit Portfolio Management by the Econometric Models: A Theoretical Analysis
by Abdelkader Derbali
International Journal of Global Energy Markets and Finance. 2018, 1(1), 1-3. DOI: 10.12691/ijgefm-1-1-1
Pub. Date: April 17, 2018Views: 12304Downloads: 12504
risk management credit risk default probability credit portfolio view
Abstract Full Text PDF (156 KB) Full Text HTML Full Text ePUB (130 KB)
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Application of Generalized Binomial Distribution Model for Option pricing
by Bright O. Osu, Samson O. Eggege and Emmanuel J. Ekpeyong
American Journal of Applied Mathematics and Statistics. 2017, 5(2), 62-71. DOI: 10.12691/ajams-5-2-4
Pub. Date: July 20, 2017Views: 20522Downloads: 19696
Generalized Binomial Distribution European call and put option portfolio Stock and Dwass identity
Abstract Full Text PDF (331 KB) Full Text HTML Full Text ePUB (606 KB)
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The e-portfolio in a Kindergarten Classroom: Adopting Alternative Assessment Methods through Action Research
by Malamatenia Tsirika, Domna – Mika Kakana and Aikaterinh Michalopoulou
American Journal of Educational Research. 2017, 5(2), 114-123. DOI: 10.12691/education-5-2-2
Pub. Date: February 05, 2017Views: 18726Downloads: 16314
action research portfolio e-portfolio alternative forms of assessment self assessment peer assessment
Abstract Full Text PDF (387 KB) Full Text HTML Full Text ePUB (63 KB)
Open AccessEditorial
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Portfolio Selection via Shrinkage by Cross Validation
by Xiaochun Liu
Journal of Finance and Accounting. 2014, 2(4), 74-81. DOI: 10.12691/jfa-2-4-1
Pub. Date: July 22, 2014Views: 26712Downloads: 23101
cross validation shrinkage targeting portfolio choice shrinkage intensity loss function
Abstract Full Text PDF (223 KB) Full Text HTML Full Text ePUB (354 KB)
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Univariate and Multivariate Volatility Models for Portfolio Value at Risk
by Jingyi Xiao, Siqi Mao, Xufeng Niu and Yixin Kang
Journal of Finance and Economics. 2024, 12(1), 1-14. DOI: 10.12691/jfe-12-1-1
Pub. Date: February 02, 2024Views: 4854Downloads: 9500
Value at Risk (VaR) GARCH-type Model Multivariate GARCH models
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Optimal Portfolios of an Insurer and a Reinsurer with Proportional Reinsurance through Exponential Utility Maximization under Constant Elasticity of Variance Model
by Silas A. Ihedioha, Danat N. Tanko and Dominic P. Shie
Journal of Mathematical Sciences and Applications. 2018, 6(1), 6-12. DOI: 10.12691/jmsa-6-1-2
Pub. Date: October 23, 2018Views: 12368Downloads: 13043
exponential utility maximization Hamilton-Jacobi-Bellman equations (HJB) insurer and reinsurer optimal strategies stochastic differential equations (SDEs)
Abstract Full Text PDF (243 KB) Full Text HTML Full Text ePUB (249 KB)
Open AccessSpecial Issue
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Participatory Evaluation and Selection of Bread Wheat (Triticum aestivum L.) Varieties: Implication for Sustainable Community Based Seed Production and Farmer Level Varietal Portfolio Managements at Southern Ethiopia
by Assefa Workineh, Berhanu Abate and Demelash Kefalle
World Journal of Agricultural Research. 2014, 2(6), 315-320. DOI: 10.12691/wjar-2-6-12
Pub. Date: December 31, 2014Views: 27598Downloads: 24977Citations: 2
participatory varietal selection varieties farmers’ preference
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An Interval-Valued Fuzzy Portfolio Decision Model with Entropy and VaR Constraints
by Qiansheng Zhang and Yuanjun Ou
American Journal of Modeling and Optimization. 2024, 11(1), 1-6. DOI: 10.12691/ajmo-11-1-1
Pub. Date: February 01, 2024Views: 3691Downloads: 6227
interval-valued fuzzy number possibilistic variance value-at-risk entropy portfolio
Abstract Full Text PDF (336 KB) Full Text HTML Full Text ePUB (264 KB)
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