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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…
Ognjen Vukovic
The author of the presented paper is trying to develop and implement the model that can mimic the state of the art models of operational risk in insurance. It implements generalized Pareto distribution and Monte Carlo simulation and tries to mimic and constru…
Russell Price, Debby Lindsey-Taliefero, Lynne Kelly, William Brent
This paper examines the impact of state laws on foreclosure starts using mortgage, borrower, and economic data at the state level. Several models are studied to capture the impact of state-specific foreclosure laws and statutes, i.e. loss mitigation requireme…
Jamal Agouram, Ghizlane Lakhnati
This paper focuses on two methods for optimum market portfolio selection. We compare the Mean-Variance method with the Mean-Gini method using MADEX data from turbulent market periods in 2011, 2012 and 2013. We compare both strategies with reference to value a…
R. Abbate
Banks are subject to higher capital charges for transactions that are uncollateralized and typically incorporate the cost of counterparty credit risk into the prices of derivative contracts quoted to commercial end-users. Many banks have adopted a framework u…
Goro Takahashi
There are two kinds of asset bubble in China, and they are formed through these two assets, real estate assets and financial assets. Most studies looking into China’s economy said that the Chinese bubble will collapse soon. Majority of these studies, however,…
Lukito Adi Nugroho
In order to survive in the current severe competition, newly established franchises have been looking for new ways to encourage more individuals to become their franchisees. One approach that becoming increasingly widespread is the inclusion of revenue guaran…
Christos E. Kountzakis, Dimitrios G. Konstantinides
By this paper, we give an answer to the problem of definition of coherent risk measures on rearrangement invariant, solid subspaces of L <sup>0</sup> with respect to some atom less probability space . This problem was posed by F. Delbaen, while in this paper…
Ziqiang Zhao, Dixi Wu, Sha Sha
Using the panel data of Chinese manufacturing listed companies from 2003 to 2012, this paper examines the effects of suppliers’ and franchisers’ (buyers’) bargaining power on accounting conservatism. The empirical research proves that there is an inverted U-s…
Wei Song, Chao Yan, Xiaobao Peng, Shanshan Zheng
Financial supervision and financial innovation of commercial banks are the two eternal themes of modern financial development, the research of relationship between financial supervision and innovation has become the focus of financial sector research. Based o…
Jingxin Huang, Hongsheng Xia
Finance is the basis of national administration and an important pillar; scientific fiscal and taxation systems can optimize the allocation of resources, maintain market unity, promote social fairness, and achieve long-term stability of system security state.…
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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).