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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…
Tan Zhongming, Rethabile Mpeqa, Isaac Adjei Mensah, Guoping Ding, Mohammed Musah
This study empirically examines the liaison amid credit risk management and bank performance in a multivariate framework using bank size, non-performing loans, real GDP, net income, inflation and return of total assets to loans as indicators of credit risk an…
Lilesh Sookye, Aleesha Mohamudally-Boolaky
The global economic meltdown caused by the subprime mortgage crisis in the United States in 2007 along with its subsequent adverse effects on the economy, financial participants around the world, have raised questions on the effectiveness of the financial ris…
Anis Hadzisalihovic, Johann Pruckner, Andreas Kern
In common portfolio theory 1 , a significant reduction of risk is expected when investments are split into two or more positions. A lower correlation between positions results in a higher risk-reducing portfolio effect. The credit risk of a portfolio is depen…
Ernst J. Fahling, Elmar Steurer, Sven Sauer
The purpose of this study is to capture value created by active funds in the German investment fund market. A sample of n = 194 actively managed funds is investigated to assess relative superior or inferior performance. For each actively managed fund, percent…
René-Pascal van den Boom
Financial Risk Management plays an important role in safeguarding the continuity of enterprises. This paper analyzes current financial risk management (FRM) practices applied by Dutch Small and Medium-sized Enterprises (SMEs). In particular, the methods used…
Tara Prasad Upadhyaya, Sirjana Chhetri
The paper analyzes the returns earned by the sample mutual funds benchmarking with market return. It also assesses whether they are taking advantages of diversification, market timing and selectivity of securities to their investors. Secondary data of eight s…
Anuwoje Ida Logubayom, Togborlo Annani Victor
An investment portfolio is a collection of financial assets consisting of investment tools such as stocks, bonds, and bank deposits, among others, which are held by a person or a group of persons. Constructing a portfolio with standardized optimization remain…
Abonongo John, Anuwoje Ida Logubayom, Raymond Nero
This paper explores the half-life volatility measure of three cryptocurrencies (Bitcoin, Litecoin and Ripple). Two GARCH family models were used (PGARCH (1, 1) and GARCH (1, 1)) with the student-t distribution. It was realised that, the PGARCH (1, 1) was the…
Sher Khan, Zhuangzhuang Peng, Sohail Ahmad, Shahid Mahmood, Ijaz Ahmad
The purpose of this study is to investigate the effect of firm structure (whether diversified or focused firms) on corporate cash holding. Samples of 80 non-financial companies were selected including diversified and focused firms which were listed on Karachi…
Ernst J. Fahling, Elmar Steurer, Tobias Schädler, Adrian Volz
The paper analyses how volatility derivatives on the volatility index VIX can be used as trading and risk management tools for investors and trad-ers. Volatility and the different types of volatility are discussed. It elabo-rates upon assumptions of option pr…
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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).