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Welcome to www.thejournalofrisk.com
Welcome to the 10th anniversary volume of The Journal of Risk. This Summer issue is the last issue that celebrates 10 years of high quality publishing of the Journal as a leader in risk management and measurement knowledge. Risk Journals would like to thank everyone involved who has helped to make the Journal a continuing success.
Letter from the Editor-In-Chief
This issue closes the 10th anniversary volume of The Journal of Risk. The past year has been rich in financial events with far reaching impact and which clearly fall within the purview of the journal from both methodological and topical perspectives. The papers published in this volume do indeed reflect attention to issues such as model selection, modeling innovation with associated computational and empirical techniques, risk measurement and management, mortgage-related financial products and more general financial structuring.
Latest Issue
Volume 10 / Number 4
How much structure is best? A comparison of the market model, the factor model and unstructured equity covariance matrices
Beat G. Briner and Gregory Connor
Estimating foreign currency exposure in the Canadian Department of National Defence
Paul E. Desmier
Comparative analysis of total risk-based performance measures
Eero Pätäri
Mean-variance optimality of a retirement lump sum conversion strategy: implementation in Australia
Roger Gay
A parallel time stepping approach using meshfree approximations for pricing options with non-smooth payoffs
Abdul Q. M. Khaliq, David A. Voss and Greg E. Fasshauer
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