McAleer, Michael <br/><br/>
Review Papers for Journal of Risk and Financial Management (JRFM) 

 - Basel, Switzerland  MDPI - Multidisciplinary Digital Publishing Institute  2020 
 - 1 electronic resource (206 p.) 
<br/><br/> Open Access 
<br/><br/> The Journal of Risk and Financial Management (JRFM) was inaugurated in 2008 and has successfully continued publishing, with Volume 13 in 2020. Since the journal was established, JRFM has published in excess of 580 topical and interesting theoretical and empirical papers in financial economics, financial econometrics, banking, finance, mathematical finance, statistical finance, accounting, decision sciences, information management, tourism economics and finance, international rankings of journals in financial economics, and bibliometric rankings of journals in cognate disciplines. Papers published in the journal range from novel technical and theoretical papers to innovative empirical contributions. The journal wishes to encourage critical review papers on topical subjects in any of the topics mentioned above in financial economics and in cognate disciplines. 
<br/><br/><br/>Creative Commons 
<br/><br/><br/>English 
<br/><br/><label>ISBN: </label>books978-3-03943-333-9 9783039433322 9783039433339 
<br/><br/><label>Standard No.: </label>10.3390/books978-3-03943-333-9  doi 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Technology: general issues
<br/><br/><label>Subjects--Index Terms: </label>big data computational science economics finance management theoretical models econometric and statistical models applications n/a bank regulation capital adequacy standards regulatory complexity US banking crises supply chain management supply chain finance working capital factors outcomes solutions optimisation portfolio selection risk measure fat tail Copula shrinkage semi-variance CVaR excess returns efficient market hypothesis data snooping investment and capital markets market efficiency price–volume adaptive market hypothesis time-varying or adaptive market efficiency cross section of country equity returns country-level stock market anomalies empirical asset pricing international equity markets return predictability bank regulatory capital requirements marketing psychology price-volume relationship adaptive market efficiency covariance matrix estimation portfolio risk measurement stock investment country equity returns