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Journal of Risk Model Validation

Journal Title

  • Journal of Risk Model Validation

ISSN

  • E 1753-9587 | P 1753-9579 | 1753-9587 | 1753-9579

Publisher

  • Incisive Media Ltd.

Listed on(Coverage)

JCR2011-2019
SJR2013-2019
CiteScore2016-2019
CC2016-2021
SSCI2010-2021
SCOPUS2017-2020

Active

  • Active

    based on the information

    • SCOPUS:2020-10

Country

  • ENGLAND

Article List

1 - 2 out of 2 results.

The value-at-risk of time-series momentum and contrarian trading strategies

Ahn, Keunbae; Park, Jihye; Hong, Kihoon Jimmy

ArticleIssue Date2021CitationJOURNAL OF RISK MODEL VALIDATION, v.15, no.3, pp.35 - 63PublisherINCISIVE MEDIA
Risk reduction in a time series momentum trading strategy

Hong, KiHoon; Park, KiBong; Lee, Yong Woong

ArticleIssue Date2016CitationJournal of Risk Model Validation, v.10, no.4, pp.55 - 70PublisherINCISIVE MEDIA
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