COMPARISON BETWEEN VALUE AT RISK AND ADJUSTED EXPECTED SHORTFALL: A NUMERICAL ANALYSIS by Trimono Trimono, Di Asih Maruddani

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Risk Management of Companies Included in the EURO STOXX Sustainability Index. An Investors' Perception by Iulia Lupu, Ana Barbara Bobircă, Paul Gabriel Miclăuș, Tudor Ciumara

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Recursive Estimation of the Expectile-Based Shortfall in Functional Ergodic Time Series by Fatimah A. Almulhim, Mohammed B. Alamari, Mustapha Rachdi, Ali Laksaci

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Nonparametric Expectile Shortfall Regression for Complex Functional Structure by Mohammed B. Alamari, Fatimah A. Almulhim, Zoulikha Kaid, Ali Laksaci

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Performance-Enhancing Market Risk Calculation Through Gaussian Process Regression and Multi-Fidelity Modeling by N. Lehdili, P. Oswald, H. D. Nguyen

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Identifying Risk Regimes in a Sectoral Stock Index Through a Multivariate Hidden Markov Framework by Akara Kijkarncharoensin

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Nonparametric Estimation of Dynamic Value-at-Risk: Multifunctional GARCH Model Case by Zouaoui Chikr-Elmezouar, Ali Laksaci, Ibrahim M. Almanjahie, Fatimah Alshahrani

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Tail Risk in Weather Derivatives by Tuoyuan Cheng, Saikiran Reddy Poreddy, Kan Chen

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Forecasting with a Bivariate Hysteretic Time Series Model Incorporating Asymmetric Volatility and Dynamic Correlations by Hong Thi Than

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Nonparametric expectile shortfall regression for functional data by Almanjahie Ibrahim M., Abood Hanan, Bouzebda Salim, Alshahrani Fatimah, Laksaci Ali

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