Journal of Risk

Journal of Risk

ISSNs: 1465-1211

Additional searchable ISSN (electronic): 1755-2842

Incisive Media Ltd.

Scopus rating (2023): CiteScore 1 SJR 0.193 SNIP 0.378

Journal

Journal Metrics
1 - 3 out of 3Page size: 20

Research Output

  1. 2021
  2. Published

    Correlated Idiosyncratic Volatility Shocks

    Qiao, X. & Wang, Y., Jun 2021, In: Journal of Risk. 23, 5, p. 25-54

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

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  3. 2017

  4. Does Higher-Frequency Data Always Help to Predict Longer-Horizon Volatility?

    Charoenwong, B. & Feng, G., Jun 2017, In: Journal of Risk. 19, 5, p. 55-75

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

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  5. 2011

  6. Factor-risk-constrained mean-variance portfolio selection: formulation and global optimization solution approach

    Zhu, S., Cui, X., Sun, X. & Li, D., Dec 2011, In: Journal of Risk. 14, 2, p. 51-89

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

    Scopus citations: 7
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