期刊名称:JOURNAL OF RISK MODEL VALIDATION

ISSN:1753-9579
出版频率:Quarterly
出版社:INCISIVE MEDIA, HAYMARKET HOUSE, 28-29 HAYMARKET, LONDON, ENGLAND, SW1Y 4RX
期刊网址:http://www.risk.net/type/journal/source/journal-of-risk-model-validation
影响因子: 0.25(2015年) 0.321(2014年) 0.312(2013年) 0.031 (2012年)
主题范畴:BUSINESS, FINANCE

期刊简介(About the journal)    投稿须知(Instructions to Authors)    编辑部信息(Editorial Board)   



About the journal

jrmv-6

It aims at providing a greater understanding of the key issues including the empirical evaluation of existing models, pitfalls in model validation and the development of new methods, and is of particular use to practitioners striving to improve their models and model development.


Instructions to Authors

·      Subscribe to the Journal of Risk Model Validation today, and receive

4          4 issues a year of the journal, in print and/or online

·         Unrestricted access to the valuable journal archive going back 7 years

·         Quarterly email alerts to inform you when the latest issue of The Journal of Risk Model Validation is online, days before you receive your hard copy

·         Preferential subscriber discounts on Risk Books, conferences, training courses and sister publications (including Risk magazine)

·         Timely articles that deepen industry knowledge and provide practical advice on applying the latest principles

·         Papers on key topics including wavelet analysis of business cycles, parametric and non-parametric estimation of value-at-risk and internal credit rating sysytems

Exclusive insight on changes within these complex and fast moving markets
Editorial Board

Editor-in-Chief:

Steve Satchell - University of Cambridge

Associate Editors:

Moawia Alghalith - The University of the West Indies

Mohan Bhatia - Oracle Financial Services Consulting

Stefan Blochwitz - Deutsche Bundesbank

J. L. Breeden - Prescient Models LLC

Wei Chen - SAS Institute Inc.

George Christodoulakis - Manchester Business School

Marcelo Cruz

Klaus Duellmann - Deutsche Bundesbank

Douglas Dwyer - Moody's Analytics

Christopher C. Finger - MSCI, Risk Metrics

David Li - GE Capital

Christian Meyer - DZ BANK AG

Peter Miu - McMaster University

Bogie Ozdemir - Sun Life Financial Group

Peter Quell - DZ BANK AG

Daniel Rosch - University of Hannover

Harald Scheule - University of Technology, Sydney

Roger Stein - Moody's Investors Service

Lyn Thomas - University of Southampton

Erik Winands - Rabobank Netherlands & University of Amsterdam


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