Concepedia

Risk Factor Modelling

Risk Factor Modelling is a quantitative methodology in financial risk management that identifies and mathematically represents the underlying variables influencing asset returns to assess and predict market risk exposures.

219

Publications

38.8K

Citations

896

Authors

375

Institutions

Publications per year

2017–2026

62

Parents

Publications

219

Common risk factors in the returns on stocks and bonds

Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1993 · 27.7K citations

, , +12

The empirical risk–return relation: A factor analysis approach☆

Sydney C. Ludvigson, Serena Ng · Journal of Financial Economics · 2006 · 705 citations

, , +14

The Estimation and Interpretation of Attributable Risk in Health Research

Stephen D. Walter · Biometrics · 1976 · 454 citations

, , +12

Prediction of benefit from carotid endar terectomy in individual patients: a risk-modelling study

P M Rothwell, C P Warlow · The Lancet · 1999 · 412 citations

, , +16

Risk Factors Associated With Myocardial Infarction in Africa

Krisela Steyn, Karen Sliwa, Steven Hawken et al. · Circulation · 2005 · 376 citations

, , +15

1–5 of 219

Authors

896

  1. CR
    Cesare Robotti

    University of Toronto, Canada

    5 publications · 271 citations

    5

    h-index

  2. BH
    Burairah Hussin

    Technical University of Malaysia Malacca, Malaysia

    3 publications · 33 citations

    3

    h-index

  3. MC
    Michael C. I. Nwogugu

    Center for Brooklyn History, United States

    3 publications · 92 citations

    3

    h-index

  4. WE
    Wayne E. Ferson

    National Bureau of Economic Research, United States

    3 publications · 326 citations

    3

    h-index

  5. ZK
    Zura Kakushadze

    Harvard University, United States

    3 publications · 49 citations

    3

    h-index

1–5 of 896

Institutions

375

  1. National Bureau of Economic Research

    Cambridge, United States

    6 h-index

    6 publications

    392 citations

  2. University of Toronto

    Toronto, Canada

    6 h-index

    8 publications

    226 citations

  3. Johns Hopkins University

    Baltimore, United States

    6 h-index

    10 publications

    610 citations

  4. University of Michigan

    Ann Arbor, United States

    6 h-index

    12 publications

    1.1K citations

  5. Imperial College London

    London, United Kingdom

    5 h-index

    17 publications

    582 citations

  6. University of Washington

    Seattle, United States

    5 h-index

    11 publications

    712 citations

  7. University of Warwick

    Coventry, United Kingdom

    5 h-index

    7 publications

    347 citations

  8. University of Southern California

    Los Angeles, United States

    4 h-index

    4 publications

    244 citations

1–8 of 375

Venues

  1. SSRN Electronic Journal

    Repository · 28 publications · 802 citations

    18

    h-index

  2. The Journal of Portfolio Management

    JPM · 7 publications · 203 citations

    7

    h-index

  3. Journal of Banking & Finance

    7 publications · 429 citations

    7

    h-index

  4. The Journal of Finance

    5 publications · 345 citations

    5

    h-index

  5. Journal of Financial Economics

    4 publications · 28.5K citations

    4

    h-index

1–5