Journal of Risk

Welcome to Volume 3 Issue 1 of The Journal of Risk. This issue is made up of 6 technical papers: ‘Evaluation of credit risk of a portfolio with stochastic interest rate and default processes' by Masaaki Kijima from the Tokyo Metropolitan University and Yukio Muromachi from the NLI Research Institute; ‘Computation of value-at-risk for nonlinear portfolios' by Andrey Feuerverger from the University of Toronto and Augustine C. M. Wong from York University; ‘Comparison of cashflow maps for value-at-risk' by Marc Henrard from the Bank for International Settlements; ‘Arbitrage, martingales, and private monetary value' by Robert A. Jarrow from Cornell University and Dilip Madan from the University of Maryland; ‘A dynamic asset allocation model with downside risk control' by Yonggan Zhao from the Nanyang Technological University and William T. Ziemba from the University of British Columbia; and ‘Risk management and reporting risk in the UK' by Philip Linsleu and Philip Shrives from the University of Northumbria.

You need to sign in to use this feature. If you don’t have a 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