Next Article in Journal
On Tuning Parameter Selection in Model Selection and Model Averaging: A Monte Carlo Study
Next Article in Special Issue
Risk Analysis and Portfolio Modelling
Previous Article in Journal
CVaR Regression Based on the Relation between CVaR and Mixed-Quantile Quadrangles
Previous Article in Special Issue
Credit Scoring in SME Asset-Backed Securities: An Italian Case Study
 
 
Article

Article Versions Notes

J. Risk Financial Manag. 2019, 12(3), 108; https://doi.org/10.3390/jrfm12030108
Action Date Notes Link
article xml file uploaded 26 June 2019 11:34 CEST Original file -
article pdf uploaded. 26 June 2019 11:34 CEST Version of Record https://www.mdpi.com/1911-8074/12/3/108/pdf-vor
article xml file uploaded 27 June 2019 11:05 CEST Update -
article pdf uploaded. 27 June 2019 11:05 CEST Updated version of record https://www.mdpi.com/1911-8074/12/3/108/pdf-vor
article xml file uploaded 27 June 2019 11:07 CEST Update -
article xml uploaded. 27 June 2019 11:07 CEST Update https://www.mdpi.com/1911-8074/12/3/108/xml
article pdf uploaded. 27 June 2019 11:07 CEST Updated version of record https://www.mdpi.com/1911-8074/12/3/108/pdf
article html file updated 27 June 2019 11:09 CEST Original file -
article html file updated 27 June 2019 11:09 CEST Update -
article html file updated 27 September 2019 11:04 CEST Update -
article html file updated 12 February 2020 22:10 CET Update https://www.mdpi.com/1911-8074/12/3/108/html
Back to TopTop