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Journal of Risk

Incisive Media Ltd.

Finance & Accounting
AJG 2ABDC B
Abstract coverage—see Methodology
Recent paperssorted by most recent
PaperYearCitations
Is climate policy uncertainty positively or negatively priced in the stock market, and why?
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When betas meet the cross section: a hybrid risk model for equity portfolios
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Analyzing cryptocurrency risk with a stochastic volatility normal tempered stable process via hybrid optimization
M Darvishi & Navideh Modaressi
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From expansion to recession: unraveling the performance of Chinese hedge funds through economic shifts
Xun Zeng et al.
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Stock trend forecasting with graph neural networks
Yao lu & Zhangxi Chen
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How confident are we of margin model procyclicality measurements?
Pedro Gurrola-Pérez
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Return to the barrier: option pricing and calibration in foreign exchange markets
Justin Kirkby et al.
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Disaster insurance swaps
Stuart M. Turnbull
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The Covid-19 pandemic and the portfolio diversification effect of catastrophe bonds
Chi Feng & Xudong Zeng
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Randomization of spectral risk measures and distributional robustness
Manlan Li et al.
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Risk parity strategies with risk factors
Chung‐Cheng Chen et al.
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A dynamic method-of-moments copula model approach for market risk estimates
Wolfgang Aussenegg & Christian Cech
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Semiparametric GARCH models for value-at-risk and expected shortfall: an object-driven procedure
Yuanhua Feng & Christian Peitz
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The connectedness, structure and performance of different financial networks
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20250 citations
The implications of extraordinary speed in contemporary financial markets trading
Viktor Manahov
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A primer on generalized weighted risk functionals
Nawaf Mohammed et al.
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Asymptotic behavior of systemic risk based on the higher-moment capital allocation
Jiangyan Peng et al.
20250 citations
Berms without calibration
K. E. Feldman
20250 citations
Forecasting extreme tail risk in China’s banking sector: an approach based on a component generalized autoregressive conditional heteroscedasticity and mixed data sampling model and extreme value theory
Xiaobin Du & Yan Sun
20250 citations
Approximate risk parity with return adjustment and bounds for risk diversification
Viraat Singh & Ali Hirsa
20250 citations

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