Comparison of VaR Models to the Brazilian Stock Market Under the Hypothesis of Serial Independence in Higher Orders: Are Garch Models Really Indispensable? by Luiz Augusto Finger França Maluf, Jéssica Tamy Asano

Subjects: “…value at risk…”
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Water Risk and Mining Firms’ Stock Return by Maryam Davallou, Shirin Mehrali

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Portfolio formation based on risk-adjusted performance and distribution-based returns using data envelopment analysis by Hosseinali Heydarzadeh, Fereydon Rahnamay Roodposhti, Alireza Rashidi Komijan, Seyyed Esmaeil Najafi

Subjects: “…value at risk…”
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Correction: Decision-Making, Pro-variance Biases and Mood-Related Traits by Wanjun Lin, Raymond J. Dolan

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A hybrid stochastic-interval Mean–CVaR model for the wind-storage system offering strategy under uncertainties by Ziang Wang, Xiuli Wang, Zhicheng Wang, Jing Huang, Xiancheng Ren, Mengfu Tu

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Region sown areas portfolio optimization taking into account crop production economic risk by P. Hrytsiuk, T. Babych, O. Mandziuk

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Methods and Models of Market Risk Stress-Testing of the Portfolio of Financial Instruments by A. M. Karminsky, E. V. Seryakova

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Backtesting Quantum Computing Algorithms for Portfolio Optimization by Gines Carrascal, Paula Hernamperez, Guillermo Botella, Alberto del Barrio

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