Journal of Risk

Welcome to Volume 1 Issue 2 of The Journal of Risk. This issue is made up of 4 technical papers: ‘Using value-at-risk to control risk taking: how wrong can you be?' by Xiongwei Ju and Neil D. Pearson from the University of Illinois; ‘Regulatory evaluation of value-at-risk models' by Jose A. Lopez from the Federal Reserve Bank of San Francisco; ‘Value-at-risk using the factor-ARCH model' by Charlotte Christiansen from The Aarhus School of Business; and ‘Value-at-risk analysis of a leveraged swap' by Sanjay Srivastava from Carnegie Mellon University.

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: