Next Article in Journal
Forecasting Stochastic Volatility Characteristics for the Financial Fossil Oil Market Densities
Next Article in Special Issue
Return Based Risk Measures for Non-Normally Distributed Returns: An Alternative Modelling Approach
Previous Article in Journal
Does the Disclosure of an Audit Engagement Partner’s Name Improve the Audit Quality? A Difference-in-Difference Analysis
Previous Article in Special Issue
Utility Indifference Option Pricing Model with a Non-Constant Risk-Aversion under Transaction Costs and Its Numerical Approximation
 
 
Article

Article Versions Notes

J. Risk Financial Manag. 2021, 14(11), 509; https://doi.org/10.3390/jrfm14110509
Action Date Notes Link
article xml file uploaded 22 October 2021 12:11 CEST Original file -
article xml uploaded. 22 October 2021 12:11 CEST Update -
article pdf uploaded. 22 October 2021 12:11 CEST Version of Record -
article xml file uploaded 22 October 2021 12:12 CEST Update -
article xml uploaded. 22 October 2021 12:12 CEST Update https://www.mdpi.com/1911-8074/14/11/509/xml
article pdf uploaded. 22 October 2021 12:12 CEST Updated version of record https://www.mdpi.com/1911-8074/14/11/509/pdf
article html file updated 22 October 2021 12:13 CEST Original file -
article html file updated 22 October 2021 12:13 CEST Update -
article html file updated 30 July 2022 12:29 CEST Update https://www.mdpi.com/1911-8074/14/11/509/html
Back to TopTop