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Review Papers for Journal of Risk and Financial Management ( JRFM )

Author

Listed:
  • Michael McAleer

    (Department of Finance, Asia University, Taichung 41354, Taiwan
    Discipline of Business Analytics, University of Sydney Business School, Darlington 2006, Australia
    Econometric Institute, Erasmus School of Economics, Erasmus University Rotterdam, 3062 PA Rotterdam, The Netherlands
    Department of Economic Analysis and ICAE, Complutense University of Madrid, 28040 Madrid, Spain)

Abstract

This paper evaluates an editorial and seven invaluable and interesting review papers for the Journal of Risk and Financial Management ( JRFM ). The topics covered include the rising complexity of bank regulatory capital requirements from global guidelines to their United States (US) implementation, connections among big data, computational science, economics, finance, marketing, management and psychology, factors, outcome, and the solutions of supply chain finance, with a review and future directions, time-varying price-volume relationship, adaptive market efficiency, and a survey of the empirical literature, improved covariance matrix estimation for portfolio risk measurement, stock investment and excess returns, with a critical review in the light of the efficient market hypothesis, and a cross section analysis of country equity returns, and a review of the empirical literature.

Suggested Citation

  • Michael McAleer, 2020. "Review Papers for Journal of Risk and Financial Management ( JRFM )," JRFM, MDPI, vol. 13(8), pages 1-4, August.
    • Handle: RePEc:gam:jjrfmx:v:13:y:2020:i:8:p:185-:d:400340
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    References listed on IDEAS

    as
    1. Ruili Sun & Tiefeng Ma & Shuangzhe Liu & Milind Sathye, 2019. "Improved Covariance Matrix Estimation for Portfolio Risk Measurement: A Review," JRFM, MDPI, vol. 12(1), pages 1-34, March.
    2. MICHAEL McALEER, 2018. "Editorial Note: Review Papers For Annals Of Financial Economics," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 13(01), pages 1-2, March.
    3. Qianwei Ying & Tahir Yousaf & Qurat ul Ain & Yasmeen Akhtar & Muhammad Shahid Rasheed, 2019. "Stock Investment and Excess Returns: A Critical Review in the Light of the Efficient Market Hypothesis," JRFM, MDPI, vol. 12(2), pages 1-22, June.
    4. James R. Barth & Stephen Matteo Miller, 2018. "On the Rising Complexity of Bank Regulatory Capital Requirements: From Global Guidelines to their United States (US) Implementation," JRFM, MDPI, vol. 11(4), pages 1-33, November.
    5. Michael McAleer, 2018. "Editorial Note: Review Papers for Journal of Risk and Financial Management (JRFM)," JRFM, MDPI, vol. 11(2), pages 1-2, April.
    6. Adam Zaremba, 2019. "The Cross Section of Country Equity Returns: A Review of Empirical Literature," JRFM, MDPI, vol. 12(4), pages 1-26, October.
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