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JFRM publishes theoretical and applied papers in Financial Risk Management area. The JFRM is an international journal with the goal of advancing the knowledge and understanding of the practice of financial risk management through the publication of a high quality papers that are also relevant to practitioners. All man…
Pancheng Qu
The stock price is always an interesting topic. On the one hand, from intuition, the stock price of bank is relatively stable since bank usually does not take risk behavior. From 2007 to 2014, the price of stock of Bank of American is relatively stable by che…
Anastasios Sepetis
This paper, has systematized the literature review, and with its critical view towards international and especially European sustainable finance policy and methodologies, has marked three important problems that affect up until today the design and implementa…
Drago Dubrovski, 1 1
Globalization and rapid technological development, with all their dimensions, influence the change of the strategic orientations of companies in a way that they seek to ensure their continued existence and accelerated development by an in-depth cooperation wi…
Wei Guo, Yichao Wang, Danping Qiu
Expected returns, variances, and co-variances are key inputs of mean-variance portfolio selection problems. In traditional mean-variance portfolio models, the model uncertainty is excluded a priori. But in practice, these parameters are not known a priori and…
Yufan Yang
To compare and analyze the difference between the United States and Chinese stock market, the relative variance, correlation, beta, and volatility of different stock markets are required. These parameters could help people to make better decisions and risk pr…
Meiyi Zhou, Lianqian Yin
Any stock is exposed to many different risk factors simultaneously. Collinearity among risk factors often makes it difficult to identify effective factors. Based on multi-factor quantitative stocks selection, 60 factors are selected including the fundamental,…
Riad Makdissi, Anita Nehme, Rachelle Chahine
Entrepreneurs are faced with complex financial decisions to turn their businesses around. They make financial decisions in the form of savings, investment and retirement planning, which makes financial culture crucial in business financing decisions and subse…
Babatunde Moses Ololade, Abiodun Adewale Adegboye, Rafiu Oyesola Salawu
The study assessed the technical efficiency of pension fund administrators in Nigeria using Stochastic Cost Frontier Model to generate efficiency scores for each of the eleven (11) selected pension fund administrators from a population of twenty-one (21). Pan…
Ernst J. Fahling, Elmar Steurer, Manuel Ulbig, Burkhard Bamberger
This study reviews various time series forecasting models in order to find the best fit for the VDAX and VSTOXX for one month and one year. Additionally, the influence of the trading volume of the DAX is examined. Both durations are found to be stationary by…
Shreya Shankar
Since time immemorial, people have made decisions, both big and small based on biased perceptions and faulty cognitive processes. Such perceptions and biases bore a positive correlation to the rate of survival of the individual for a large part of human histo…
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JFRM publishes theoretical and applied papers in Financial Risk Management area. The JFRM is an international journal with the goal of advancing the knowledge and understanding of the practice of financial risk management through the publication of a high quality papers that are also relevant to practitioners. All man… All articles are open access under a CC BY 4.0 licence, with authors retaining copyright.
Authors submit their manuscript, metadata, and declarations through the portal. There is no submission fee.
The editorial office screens the manuscript for scope, completeness, and formatting before assigning a handling editor.
At least two independent reviewers evaluate the manuscript under single-blind review. Where revisions are required, authors respond point by point.
On acceptance the article processing charge is invoiced and the CC BY 4.0 copyright handover is signed.
The article is copyedited, typeset, and given a DOI, then publishes open access with a permanent link.
Manuscripts must be original and not under consideration elsewhere. Submit in Microsoft Word or LaTeX with figures at 300 dpi minimum. Structure research articles as Abstract, Introduction, Methods, Results, Discussion, and References.
Use the journal's numbered (Vancouver) reference style. Cite sources consecutively in the order they appear, and ensure every reference is complete and retrievable.
Declare all funding sources, conflicts of interest, and ethical approvals (including informed consent and animal-care statements where applicable).