It is based on the idea that 'all citations are not created equal'. SCImago Journal Rank (SJR): 1.344 ℹ SCImago Journal Rank (SJR): 2019: 1.344 SJR is a prestige metric based on the idea that not all citations are the same. Portfolio optimization and quantitative risk management have been studied extensively since the 1990s and began to attract even more attention after the 2008 financial crisis. Add your e-mail address to receive forthcoming issues of this journal: The statements, opinions and data contained in the journal, © 1996-2020 MDPI (Basel, Switzerland) unless otherwise stated. Cox and published by Prof. Dr. Alan Wong online in one yearly volume from 2008 until end 2012. This paper develops a test that helps assess whether the term structure of option implied volatility is constant across different levels of moneyness. The chart shows the ratio of a journal's documents signed by researchers from more than one country; that is including more than one country address. 10. Evolution of the total number of citations and journal's self-citations received by a journal's published documents during the three previous years. SJR uses a similar algorithm as the Google page rank; it provides a quantitative and a qualitative measure of the journal’s impact. It is extremely difficult for economies to grow sustainably without economic interactions outside their borders. Publishing with this journal. SJR is a measure of scientific influence of journals that accounts for both the number of citations received by a journal and the importance or prestige of the journals where such citations come from We present an empirical study of the Aumann-Serrano performance index for multi-period gambles when the underlying stochastic process is assumed to be a normal mixture process with time-varying volatility. During financial crises, liquidity tends to become scarce, a problem that disproportionately affects small companies. Starting with 2017 it is a complete Open Access journal. After a detailed reading of the 52 studies included in our analysis, we synthesize challenges in three fields that must be addressed to avoid hindering the implantation of PM. Welcome to the home page for the Journal of Risk and Insurance, the flagship journal of the American Risk and Insurance Association.The Journal of Risk and Insurance (JRI) is edited by Joan T. Schmit and is being served at Wiley Online Library. Year Title Cited; 1: 2015: The Fundamental Equation in Tourism Finance. 2726. The study suggests that the creation of a conducive business environment and economic policies will attract FDI inflows. SJR uses a similar algorithm as the Google page rank; it provides a quantitative and a qualitative measure of the journal’s impact. The statements, opinions and data contained in the journals are solely IJFERM is a scholarly peer-reviewed international journal covering all aspects of the theory and practice of financial engineering and risk management. Risk capital allocation and risk budgeting, In this paper we study the literature related to the consequences of PM on health insurance and care systems. As the only publication devoted exclusively to theoretical and empirical studies in financial risk management, The Journal of Risk promotes far-reaching research on the latest innovations in this field, with particular focus on the measurement, management and analysis of financial risk. Our empirical study is obtained using a selection of U.S. stock data and shows evaluation of a selection of stocks becomes more distinct in multi-period gambles than in one-period gambles in the sense that a favorable evaluation score becomes even better in multi-period gambles than in one-period gambles while an unfavorable evaluation score becomes even worse in multi-period gambles than in one-period gambles. Each year research scientists have noticed a … Then, we combine it with the Copula-GARCH simulation model and the Mean-Conditional Value at Risk (Mean-CVaR) framework to derive an optimal portfolio comprised of six index funds. Selected papers from the 11th International Risk Management Conference held in Paris France, June 2018. , EISSN 1911-8074, Published by MDPI Disclaimer The statements, opinions and data contained in the journal Journal of Risk and Financial Management are solely those of the individual authors and contributors and not of the publisher and the editor(s). Theoretical, conceptual, and empirical papers providing meaningful insights into the subject areas will be considered. The statements, opinions and data contained in the journal Journal of Risk and Financial Management are solely those of the individual authors and contributors and not of the publisher and the editor(s). These instruments are also relevant from the point of view of risk mitigation for lenders, based in part on the information on individual companies that the mutual credit circuit manager can provide to banks (upon the circuit member’s request) and in part on the relief that liquidity-saving provides especially to NPL companies. It also predicts that firms that are farther away from their target capital structures are less likely to select the zero-debt policy when compared to firms that are close to their target levels. Furthermore, financial risk has declined over the last 3 decades, indicating that any upward trend in equity volatility was driven entirely by economic risk factors. those of the individual authors and contributors and not of the publisher and the editor(s). This explains why financial distress (as opposed to economic distress) was surprisingly uncommon in the nonfinancial sector during the 2007–2009 crisis even as measures of equity volatility reached unprecedented highs. The constancy of implied volatility term structure, in turn, implies that option traders shall feel confident and execute volatility-based strategies using at-the-money options for its high liquidity. JFRM publishes theoretical and applied papers in Financial Risk Management area. Foreign direct investment (FDI) as a driver of growth is important in today’s globalized economy. To achieve the proposed objective, a sample of 66 Portuguese and Spanish banks was analyzed. The model can explain why the probability of selecting the zero-debt policy is positively correlated with profitability and investment size and negatively correlated with the tax rate. The previous day’s REIT returns dampen autoregression more during recession periods than during non-recession periods. The aim of this paper is to assess the efficiency of a set of 62 precious metal mutual funds (PMMFs) and to explain performance differences between funds using weighted additive data envelopment analysis (DEA) and Tobit regression, respectively. We subdivided the sample into World Bank income group clusters to aid comparison across income blocs. 7552. Each of the three indicators is derived from and tailored to one of the models, namely quantifying information content, critical slowing down or market risk perception. Global Journal of Management and Business Research. The results have implications for trading strategies, policies for the real estate securitization process, and investment decisions. Journal Quality List (Anne-Wil Harzing, 62. ed. We nd strong evidence that institutions with higher net worth hedge more, controlling for risk exposures, across institutions and within institutions over time. In terms of research annually, USA, India, Japan, Brazil and Canada are some of the leading countries where maximum studies related to risk management are being carried out. Department of Quantitative Finance, National Tsing Hua University, Hsinchu, Taiwan. Propensity Score Weighting with Mismeasured Covariates: An Application to Two Financial Literacy Interventions, Recent Advancements in Section “Economics and Finance”, The Aumann–Serrano Performance Index for Multi-Period Gambles in Stock Data, A Hausman Test for Partially Linear Models with an Application to Implied Volatility Surface, The Determinants of the Performance of Precious Metal Mutual Funds, Neural Network Predictive Modeling on Dynamic Portfolio Management—A Simulation-Based Portfolio Optimization Approach, Bank Profitability and Efficiency in Portugal and Spain: A Non-Linearity Approach, Entrepreneurial Finance, Innovation and Technology, Challenges and Solutions for Integrating and Financing Personalized Medicine in Healthcare Systems: A Systematic Literature Review, Feature Papers in Applied Economics and Finance, Overreaction in the REITs Market: New Evidence from Quantile Autoregression Approach, International Trends and Economic Sustainability on Emerging Markets, Feature Papers in Tourism Economics, Finance, and Management, Structured Financial Products and Derivatives, Feature Papers in Energy and Environment: Economics, Finance and Policy. Journal of Risk and Financial Management 1911-8066 (Print) / 1911-8074 (Online) DOAJ Seal Website About; Articles; About. In this paper, we present a simulation-based approach by fusing a number of macroeconomic factors using Neural Networks (NN) to build an Economic Factor-based Predictive Model (EFPM). 1,2. Additionally, the choice of zero-debt policy can be used by high-quality firms to signal their quality. Frederik Kunze, Tobias Basse, Miguel Rodriguez Gonzalez, Günter Vornholz. It is designed to help academics to make decisions about where they should seek to have their work published and to help deans to evaluate performance. A top-tier journal which accepts empirical … Risk Factors Affecting Equipment Management in Construction Firms Cuong Phu PHAM,Phong Thanh NGUYEN,Phuong Thanh PHAN,Quyen Le Hoang Thuy To NGUYEN,Loan Phuc LE,My Tien Ha DUONG The Journal of Asian Finance, Economics and Business :: Vol.7 No.11 pp.347-356 Finally, we compare its performance against three benchmark portfolios over a period of almost twelve years (01/2007–11/2019). The journal publishes research relevant to banks and insurance companies, asset management companies, and non-financial corporations. We examine the plausible scenarios that are likely to emerge in the event of elimination or reduction of subsidies, and the subsequent effect on the financial markets and the fish production. The Arabian Journal of Business and Management Review is an academic journal – hosted by OMICS International – a pioneer in open access publishing–and is listed among the top 10 journals in risk management. Q1 (green) comprises the quarter of the journals with the highest values, Q2 (yellow) the second highest values, Q3 (orange) the third highest values and Q4 (red) the lowest values. The method of managing the corporate property portfolio in order to reduce the level of risk was optimized in the research, based on differentiated and portfolio approaches: the differentiated approach is used when considering corporate property as a set of individual elements that determine self-management; the portfolio one is used under the condition of combining corporate property in the management portfolio. The concept of modeling a system for assessing the financial stability of service enterprises is developed in the article, which is based on the collection of financial data, a comprehensive analysis of factors influencing the financial condition, a study of the controllability of the process of assessing financial stability, building a model of an integral indicator of financial stability, and its program implementation. The Treatment of Risk in Financial Planning. Financial risk management is the practice of protecting economic value in a firm by using financial instruments to manage exposure to risk: operational risk, credit risk and market risk, foreign exchange risk, shape risk, volatility risk, liquidity risk, inflation risk, business risk, legal risk, reputational risk, sector risk etc. This paper explores a different option, complementary to the existing ones, based on the creation of a safe European asset backed by fully private assets. Some categories were collated from a couple different areas of the Journal Citation Reports database in order to present a more uniform cluster of titles. (This article belongs to the Special Issue, The article is devoted to the theoretical substantiation and development of methodological approaches and practical recommendations for modeling the assessment of the financial stability of a service sector enterprise. 51.03. The Journal of Risk and Uncertainty features both theoretical and empirical papers that analyze risk-bearing behavior and decision-making under uncertainty. Journal of International Accounting, Auditing & Taxation. IJFERM is particularly interested in promoting research related to the development and implementation of new quantitative models leading to … We establish asymptotic distributions of our estimators, which allows us to consistently estimate the asymptotic variances of our estimators with the plug-in principle and enables interval estimates of the ruin probability. 1. Journals in the upper brackets of each category were then alphabetized, so the rank order is not preserved. IJFERM is a scholarly peer-reviewed international journal covering all aspects of the theory and practice of financial engineering and risk management. Acknowledgement to Reviewers of Journal of Risk and Financial Management in 2019 pp. Real estate investment trusts (REITs) provide portfolio diversification and tax benefits, a stable stream of income, and inflation hedging to investors. In: Journal of Risk and Financial Management. Since October 2013, it is published monthly and online by MDPI. It is proven that by the method of Kohonen maps for each service provided by the hotel industry, in a certain period of activity, it is possible to establish certain objective limitations of structural characteristics that will prevent the transition to problem clusters or ensure the transition to better ones. Risk management regulations and their implications, Using recent S&P 500 index traded options data from September 2009 to December 2018, we find that a partially linear model permitting a flexible “volatility smile” and an additive quadratic time effect is a statistically adequate depiction of the implied volatility data for most years. Of the numerous important, significant, and high-quality papers that have been published in the, The discussion on the necessity of a larger volume of very highly quality liquid assets (VHQLA) in the euro area has been very extensive. The Financial Times conducted a review in May 2016 of the journals that count towards its research rank. The set of journals have been ranked according to their SJR and divided into four equal groups, four quartiles. To test the hypotheses formulated according to the proposed literature review, the panel data methodology was used; specifically, the Generalized Method of Moments (GMM) system model proposed by and the Tobit model. In addition, the model generates new empirical predictions that have not yet been tested. The marginal impact of the high volatility of daily returns supports a positive feedback trading strategy. These challenges and changes hold profound implications for regulation and compliance, ranging from macro-prudential to consumer protection policies. 1x ifo Schnelldienst - unranked 7x Journal of Asset Management - B 1x Credit and Capital Markets - unranked 1x Annals of operations research - unranked 2x Journal of Risk - B 1x Business Research - unranked 5x Quarterly Review of Economics and Finance - B 2x Review of Derivatives Research - A 1-3 Shigeyuki Hamori Journal of Financial Risk Management Vol.9 No.3, September 29, 2020 DOI: 10.4236/jfrm.2020.93018 Downloads Views This article belongs to the Special Issue on . Hedging (linear and non-linear) under alternative risk measures, Journal of Risk Management in Financial Institutions is the essential professional and research journal for all those concerned with the management of risk at retail and investment banks, investment managers, broker-dealers, hedge funds, exchanges, central banks, financial regulators and depositories.. Journal of Risk Management in Financial Institutions is listed and indexed in Scopus … The users of Scimago Journal & Country Rank have the possibility to dialogue through comments linked to a specific journal. ... * These rankings are slightly modified from the rankings compiled by the National University of Singapore in 1999. In addition, fund performance based on RAM can be explained by the persistence of the fund and the beta coefficient. The article substantiates the use of the fuzzy set approach to assess corporate investment decisions as the most effective in terms of risk and uncertainty. The Journal of Risk and Financial Management (JRFM) was inaugurated in 2008 and has continued publishing successfully with Volume 11 in 2018. Estimation of the causal effect of a binary treatment on outcomes often requires conditioning on covariates to address selection concerning observed variables. Zeitschriftenliste Handelsblatt-VWL-Ranking 2015 Bei Fragen oder Anmerkungen bitte wenden Sie sich an : handelsblattranking@forschungsmonitoring.org In case you have questions please contact : handelsblattranking@forschungsmonitoring.org Zeitschrift Name HB-Gewicht VWL 2015 American Economic Review*° 1 Econometrica*° 1 Journal of Finance*° 1 Journal of Financial Economics*° 1 Journal … Journal of International Financial Management & Accounting. Evolution of the number of total citation per document and external citation per document (i.e. For topics on particular articles, maintain the dialogue through the usual channels with your editor. Distribution of the proposed test statistic is investigated in a general semiparametric setting via the multivariate Delta method. Not every article in a journal is considered primary research and therefore "citable", this chart shows the ratio of a journal's articles including substantial research (research articles, conference papers and reviews) in three year windows vs. those documents other than research articles, reviews and conference papers. Against this background, researchers and policymakers must manage. The contribution of this paper is twofold: to provide for the first-time metrics of the relative performance of PMMFs using a particular weighted additive model, namely the range-adjusted measure (RAM), and to explain the performance of the funds by the use of a Tobit model. All else being equal, more liquid assets trade at a premium and illiquid assets trade at a discount. 240. Journal description. International Journal of Risk Assessment and Management, from Inderscience Publishers, covers risk issues across different business and economics, as well as scientific and technological, disciplines The paper proposes the issuance of supra-covered bonds by a central European institution. In the current low-interest market environment, more and more asset managers have started to consider to invest in property markets. The contribution of this paper. Journal of East European Management Studies, Nomos Verlagsgesellschaft mbH & Co. KG (also covers Journal of East European Management Studies, Rainer Hampp Verlag) 1.072 405 Published by Wiley. In the meantime, we provide several solutions to these concerns; we present (a) risk-sharing contracts that can deal with the emerging coverage challenges, (b) criteria that could constitute future reimbursement thresholds and (c) examples of successful implementations of PM into healthcare systems. Our work is developed upon the existing nonparametric estimation method for the ruin probability in the classical risk model, which employs the Fourier transform but requires smoothing on. Journal of Financial Economics. To assess the financial condition of the hotel industry, a visual interpretation of the. Follow us on @ScimagoJRScimago Lab, Copyright 2007-2020. We use cookies on our website to ensure you get the best experience. 2019 Journal Citation Reports (Clarivate Analytics): 29/109 (Business, Finance) ... Financial Distress Prediction in an International Context: A Review and Empirical Analysis of Altman's Z‐Score Model. The article is devoted to the theoretical substantiation and development of methodological approaches and practical recommendations for modeling the assessment of the financial stability of a service sector enterprise. The advancement of machine-learning algorithms and computing resources helps portfolio managers explore rich information by incorporating macroeconomic conditions into their investment strategies and optimizing their portfolio performance in a timely manner. International Collaboration accounts for the articles that have been produced by researchers from several countries. ISSN: 0972-916X A 'peer reviewed' journal indexed on Cabell's Directory, and also distributed by EBSCO and Proquest Database It is a quarterly journal that focuses on identifying Financial risk in Capital/Debt/Forex markets and their management models; Derivatives as Price Discovery Tools and Hedging devices; Hedging techniques; Asset-liability management; Organizational culture, Risk … Moreover, for the sample inefficient funds the mean–variance performance hypothesis does not hold. Barriers to Financial Innovation—Corporate Finance Perspective, Barriers to Green Entrepreneurship: An ISM-Based Investigation, Enterprise Risk Management: A Literature Review and Agenda for Future Research, The Impact of the COVID-19 Pandemic on the U.S. Economy: Evidence from the Stock Market, Volatility clustering and fat tails are prominently observed in financial markets. The study employed panel estimation techniques including pooled ordinary least squares (POLS), dynamic panel estimation with fixed-effects and random-effects and generalized method of moments (GMM). Cox and published by Prof. Dr. Alan Wong online in one yearly volume from 2008 until end 2012. We focus on the factors that lead the firm to select the zero-debt policy. Since 2001, Global Journal of Management and Business (GJMBR): (C) Finance, has been an academic open access, peer-reviewed, interdisciplinary, refereed journal focusing on all aspects of management research published by Global Journals, which is one of the fastest growing and leading Research Journal publishing organization in the world. A bad market state is characterized by either positive or weakly negative dependence, while a good market state is generally marked by negative dependence on past returns. More from this journal Call for Papers: Special Issue on the Implications of COVID-19 for the Insurance Industry Call for Papers: Symposium on Insure-Tech, Digitalization, and Big-Data Techniques in Risk Management and Insurance And what should it do? The study documents asymmetric and misaligned dependence patterns. Here is a typical top 20-50 list of journals for tenure: A journals (need 3-4 to tenure) JF,JFE,RFS (+top 5 econ and top 3 accounting) A or A- (depends on school) JFQA, Management Science. The paper concludes by outlining recommendations for how even greater savings could be achieved by including the tax authority as another node in the obligation network. The study found that FDI, debt stock and official development assistance are promoters of growth in the selected countries—although debt stock weakly impacts economic growth. Journals: ISSN: 17552842, 14651211: Coverage: 2011-2020: Scope: This international peer-reviewed journal publishes a broad range of original research papers which aim to further develop understanding of financial risk management. Here, we present a new semi-parametric estimator that addresses this issue. Economist 13bf. Estimation of volatility and unanticipated jumps, In particular, we focus on inverse propensity score weighting estimators when the propensity score is of an unknown functional form and some covariates are subject to classical measurement error. This paper aims to analyze the determinants of profitability and bank efficiency in the Iberian Peninsula. Financial market model risk, To assess the financial condition of the hotel industry, a visual interpretation of the neural network, a model of self-organizing Kohonen map, was used.

journal of risk and financial management ranking

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