|
|
|
|
|
Risks: 2026年Fetaure Paper 专题论文推荐 |
|
|
期刊名:Risks
期刊主页:https://www.mdpi.com/journal/risks
Risks 本期精选了2026年优质专题论文,希望本期文献能够为相关领域研究者提供新的研究视角,拓展研究思路。
同时,Risks 诚邀加密货币、金融风险管理、气候金融、保险精算、风险建模、公司金融及相关领域的研究者积极投稿,共同探讨金融风险领域的新方法、新模型与新应用。
1. Climate-Related Credit Risk in Banking: A Critical Review of Empirical Evidence and Methodological Approaches
银行业气候相关信用风险:实证证据与方法学的批判性综述
https://www.mdpi.com/2227-9091/14/10/225
Grinza, E.; Madhooshiarzanagh, P.; Nava, C.R. Climate-Related Credit Risk in Banking: A Critical Review of Empirical Evidence and Methodological Approaches. Risks 2026, 14, 225. https://doi.org/10.3390/risks14100225
2. Longevity Option and Longevity Swap De-Risking Strategies Under Frailty-Based Mortality Models
基于脆弱性死亡率模型的长寿期权与长寿互换去风险策略
https://www.mdpi.com/2227-9091/14/6/124
Carannante, M.; D’Amato, V.; Haberman, S.; Menzietti, M. Longevity Option and Longevity Swap De-Risking Strategies Under Frailty-Based Mortality Models. Risks 2026, 14, 124. https://doi.org/10.3390/risks14060124
3. Public-Data Causal Multiscale Wavelet Spillover Learning for Stock Index Volatility Forecasting and Risk Early Warning
面向股指波动率预测与风险预警的公开数据因果多尺度小波溢出效应学习
https://www.mdpi.com/2227-9091/14/6/129
Liu, H.; Shen, Y.; Jiang, A. Public-Data Causal Multiscale Wavelet Spillover Learning for Stock Index Volatility Forecasting and Risk Early Warning. Risks 2026, 14, 129. https://doi.org/10.3390/risks14060129
4. A Unified Longevity–Financial Risk Framework for Evaluating Pension Funding Ratios
面向养老金资金比率评估的长寿 — 金融风险一体化框架
https://www.mdpi.com/2227-9091/14/6/130
Rania, F. A Unified Longevity–Financial Risk Framework for Evaluating Pension Funding Ratios. Risks 2026, 14, 130. https://doi.org/10.3390/risks14060130
5. Corporate Governance and Asset Pricing: A Portfolio-Level Study of the Tokyo Stock Exchange
公司治理与资产定价:基于东京证券交易所的投资组合层面研究
https://www.mdpi.com/2227-9091/14/7/171
Karaca, A.; Rahman, S.M. Corporate Governance and Asset Pricing: A Portfolio-Level Study of the Tokyo Stock Exchange. Risks 2026, 14, 171. https://doi.org/10.3390/risks14070171
6. Hyperparameters over Architecture: A Controlled Comparison of Neural Networks for Aggregate Loss Reserving
超参数优于网络架构:聚合损失准备金评估的神经网络对照试验研究
https://www.mdpi.com/2227-9091/14/7/162
Guo, Q. Hyperparameters over Architecture: A Controlled Comparison of Neural Networks for Aggregate Loss Reserving. Risks 2026, 14, 162. https://doi.org/10.3390/risks14070162
7. Implementing Neural SDEs for Data-Driven Dynamics of the Bitcoin Option Surface
基于神经随机微分方程实现比特币期权曲面的数据驱动动力学建模
https://www.mdpi.com/2227-9091/14/7/151
Shah, A.; Schlögl, E. Implementing Neural SDEs for Data-Driven Dynamics of the Bitcoin Option Surface. Risks 2026, 14, 151. https://doi.org/10.3390/risks14070151
8. Corporate Debt as a Put Option: A Structural Credit Risk Framework for Banks Under Dynamic Refinancing Risk
公司债务的看跌期权属性:动态再融资风险下银行结构性信用风险框架
https://www.mdpi.com/2227-9091/14/9/189
Maluleke, V.E.; Maré, E.; Beyers, C. Corporate Debt as a Put Option: A Structural Credit Risk Framework for Banks Under Dynamic Refinancing Risk. Risks 2026, 14, 189. https://doi.org/10.3390/risks14090189
9. A Framework for Interpreting Machine Learning Models in Bond Default Risk Prediction Using LIME and SHAP
基于 LIME 与 SHAP 的债券违约风险预测机器学习模型解释框架
https://www.mdpi.com/2227-9091/14/2/23
Zhang, Y.; Chen, L.; Tian, Y. A Framework for Interpreting Machine Learning Models in Bond Default Risk Prediction Using LIME and SHAP. Risks 2026, 14, 23. https://doi.org/10.3390/risks14020023
10. The Conditional Role of Corporate Governance and Explainable Machine Learning in Predicting Severe Profitability Deterioration: Evidence from the S&P 500—An Early Warning System
公司治理与可解释机器学习在企业盈利能力严重恶化程度预测中的条件作用:基于标普500成分股的证据—— 一种早期预警系统
https://www.mdpi.com/2227-9091/14/9/200
Khezri, M.G.; Giouvris, E. The Conditional Role of Corporate Governance and Explainable Machine Learning in Predicting Severe Profitability Deterioration: Evidence from the S&P 500—An Early Warning System. Risks 2026, 14, 200. https://doi.org/10.3390/risks14090200
Risks 期刊介绍
主编:Steven Haberman教授,英国伦敦大学,城市圣乔治学院
期刊专注于发表和传播保险和金融风险管理领域的文章。目前已被Scopus、ESCI (Web of Science)、EconLit, EconBiz, RePEc等数据库收录。
2025 Impact Factor: 1.8
2025 CiteScore: 4.5
Time to First Decision: 21.8 Days
Acceptance to Publication: 7.6 Days
特别声明:本文转载仅仅是出于传播信息的需要,并不意味着代表本网站观点或证实其内容的真实性;如其他媒体、网站或个人从本网站转载使用,须保留本网站注明的“来源”,并自负版权等法律责任;作者如果不希望被转载或者联系转载稿费等事宜,请与我们接洽。