Welcome to The Journal of Network Theory in Finance's Online First Forum. Here you will find the latest peer reviewed, accepted papers before they are available in print. With Online First publication,...
Volume 18, Issue 1, 2014
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
Join us online to learn more: 11 December
More Journals articles
Volume 9, Issue 3, 2014
Volume 8, Issue 3, 2014
Volume 3, Issue 1, 2014
Welcome to the fourth issue of the third volume of The Journal of Investment Strategies. In this issue you will find four papers that cover a diverse set of topics: behavioral finance, portfolio opt...
volume 7, issue 3, 2014
Volume 10, Issue 2 of the journal presents two research papers and two technical reports. The first research paper in the issue is "Estimation of risk measures for large credit portfolios" by Johannes Hauptmann, Pablo Olivares and Rudi Zagst. The authors propose a methodology to assess risk measures for portfolio losses in the context of credit risk.
Volume 2, Issue 4, 2014
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.