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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…
Peng Wang, Tao Xiong
The presence of asymmetry in the distribution of financial returns is not only an important factor which should be considered in the process of optimal portfolio allocation, but also one of the variables having close relationship with the recognition and meas…
Yingying Xu, Zhuwu Wu
This paper concerns a continuous-time portfolio selection problem with inflation in an incomplete market. By using the approach of more general stochastic linear quadratic control technique (SLQ), we obtain the optimal strategy and efficient frontier to this…
Dora Maglione, Angela Diblasi
One critical aspect of retailer category management is pricing the items in order to maximize total profits. To define an appropriate pricing policy, a retailer should evaluate how changes in prices of a set of items may impact their shelves or inter demands.…
Guangming Deng
In this paper, the traditional model of herd behavior was improved and extended. The herd behavior of risk-averse investor based on information cost was studied in the financial market. By refining the concept of Bayes equilibrium and the analysis of the beha…
Shi Li
Suntech, once the star of China’s PV industry, now is a highly distressed company under bankruptcy protection towards restructure of business activities. From Suntech’s founding to its uncertain future prospects, the paper discussed the company’s growth story…
Goro Takahashi
After the financial crisis of 2008, we are facing possibility of a global financial crisis further. Most of the financial crises have occurred in situations when there is so much money in the financial market, but they have not often occurred in cases when th…
Yong Fang
An ANAR-TGARCH model is adopted in this paper. By using a first-order asymmetric autoregressive mean equation, we conduct a series of robust tests on overreaction and underreaction in the Chinese stock market by taking the abnormal value, run length, time sca…
Xuemei Gao
In this paper, we price the valuation of double barrier Parisian options, under the Black-Scholes framework. The approach is based on fundamental partial differential equations. We reduce the dimension of partial differential equations，then using finite diffe…
John Ifeanyichukwu Osuoha
The study shows that the present Nigeria financial system is incomplete and lacking in hedging mechanism. The Nigeria financial system has only organized Money Market and Capital Market. Although these markets have proved useful in mobilizing resources for fi…
Pasquale Lucio Scandizzo
This paper examines the possibility of developing a risk management instrument by designing a financial security whose value is linked to the average revenue of a given area. This type of program is sufficiently general to be considered for any group of busin…
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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.
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At least two independent reviewers evaluate the manuscript under single-blind review. Where revisions are required, authors respond point by point.
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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.
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