International Journal of Applied Mathematics and Machine Learning[1] D. T. Cassidy, Risk-neutral pricing of European call options: A
specious concept, Journal of Mathematical Finance 8(3) (2018),
335-348.
DOI: https://doi.org/10.4236/jmf.2018.82022
[2] S. Gamba-Santamaria, O. F. Jaulin-Mendez, L. F. Melo-Velandia and
C. A. Quicazán-Moreno, Comparison of methods for estimating the
uncertainty of value at risk, Studies in Economics and Finance 33(4)
(2017), 595-624.
DOI: https://doi.org/10.1108/SEF-03-2016-0055
[3] D. Kumar and S. Maheswaran, Value-at-risk and expected shortfall
using the unbiased extreme value volatility estimator, Studies in
Economics and Finance 34(4) (2017), 506-526.
DOI: https://doi.org/10.1108/SEF-03-2016-0061
[4] F. Unbehaun and F. Fuerst, Cap rates and risk: A spatial analysis
of commercial real estate, Studies in Economics and Finance 35(1)
(2018), 25-43.
DOI: https://doi.org/10.1108/SEF-11-2016-0267
[5] I. Tlemsani and R. Matthews, Conventional banks risk
diversification: A case for Islamic finance, Theoretical Economics
Letters 9(6) (2019), 1967-1980
DOI: https://doi.org/10.4236/tel.2019.96125
[6] K. Goel and S. Oswal, Value at risk models in Indian markets: A
predictive ability evaluation study, Theoretical Economics Letters
9(8) (2019), 2824-2838.
DOI: https://doi.org/10.4236/tel.2019.98177
[7] E. L. Pankratov, An analytical approach to the analysis of
industrial enterprise activity, Journal of Coupled Systems and
Multiscale Dynamics 6(2) (2018), 154-157.
DOI: https://doi.org/10.1166/jcsmd.2018.1147
[8] E. L. Pankratov, Model for prognosis of economic growth:
Accounting of influence of the environment, Global Economy Journal
19(1) (2019); Article 1950007.
DOI: https://doi.org/10.1142/S2194565919500076
[9] J. Das and D. C. Nath, Burr distribution as an actuarial risk
model and the computation of some of its actuarial quantities related
to the probability of ruin, Journal of Mathematical Finance 6(1)
(2016), 213-231.
DOI: https://doi.org/10.4236/jmf.2016.61019
[10] Chien W. Wu and W. Zhan Hung, Real national income average growth
rate: A novel economic growth and social fair evaluation index,
Economics Research International (2015); Article ID 678927.
DOI: https://doi.org/10.1155/2015/678927
[11] A. V. Trachuk and N. V. Linder, Innovative activity of industrial
enterprises: Measurement and effectiveness evaluation, Strategic
Decisions and Risk Management 10(2) (2019), 108-121.
DOI: https://doi.org/10.17747/2618-947x-2019-2-108-121
[12] N. M. Abdikeev, Yu. S. Bogachev, A. A. Losev and S. A. Tolkachev,
Multivariate model of analysis and assessment of the competitiveness
of socio-economic systems, Strategic Decisions and Risk Management
10(2) (2019), 156-165.
DOI: https://doi.org/10.17747/2618-947x-2019-2-156-165
