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Journal of Risk and Financial Management

ISSN Print: 1911-8074

ISSN Online:

Website: http://www.mdpi.com/journal/jrfm

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Pricing a Collateralized Derivative Trade with a Funding Value Adjustment

Chadd B. Hunzinger,Coenraad C.A. Labuschagne

Quadratic Hedging of Basis Risk

Hardy Hulley,Thomas A. McWalter

Acknowledgement to Reviewers of the Journal of Risk and Financial Management

Journal of Risk Financial Management Editorial Office

State Prices and Implementation of the Recovery Theorem

Alex Backwell

Implied and Local Volatility Surfaces for South African Index and Foreign Exchange Options

Antonie Kotzé,Rudolf Oosthuizen,Edson Pindza

Publisher’s Note: Journal of Risk and Financial Management

Shu-Kun Lin

The Journal of Risk and Financial Management in Open Access

Michael McAleer

Testing for a Single-Factor Stochastic Volatility in Bivariate Series

Masaru Chiba,Masahito Kobayashi

A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500

David E. Allen,Michael McAleer,Robert Powell,Abhay K. Singh

Stock Returns and Risk: Evidence from Quantile

Thomas C. Chiang,Jiandong Li

The Behaviour of Small Investors in the Hong Kong Derivatives Markets: A Factor Analysis

Tai-Yuen Hon

A General Empirical Model of Hedging

Moawia Alghalith,Ricardo Lalloob

Technical Efficiency and Port Competition: Revisiting the Bohai Economic Rim, China

Grace Wang,Chen Gao

Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility

Ping-Yu Chen,Chia-Lin Chang,Chi-Chung Chen,Michael McAleer

Use of Bayesian Estimates to determine the Volatility Parameter Input in the Black-Scholes and Binomial Option Pricing Models

Shu Wing Ho,Alan Lee,Alastair Marsden

Periodically Collapsing Bubbles in Stock Prices Cointegrated with Broad Dividends and Macroeconomic Factors

Man Fu,Prasad V. Bidarkota

Corporate Governance and Corporate Creditworthiness

Dror Parnes

A Pseudo-Bayesian Model for Stock Returns In Financial Crises

Eric S. Fung,Kin Lam,Tak-Kuen Siu,Wing-Keung Wong

Multiperiod Hedging using Futures: Mean Reversion and the Optimal Hedging Path

Vadhindran K. Rao

Conserving Capital by Adjusting Deltas for Gamma in the Presence of Skewness

Dilip B. Madan

A Mean-Variance Diagnosis of the Financial Crisis: International Diversification and Safe Havens

Alexander Eptas,Lawrence A. Leger

Are Entrepreneur-Led Companies Better? Evidence from Publicly Traded U.S. Companies: 1998-2010

Joel M. Shulman

Hedging Performance and Multiscale Relationships in the German Electricity Spot and Futures Markets

Mara Madaleno,Carlos Pinho

Soybean Futures Crush Spread Arbitrage: Trading Strategies and Market Efficiency

John B. Mitchell

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