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.

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