Risk Analysis and Portfolio Modelling

Financial Risk Measurement is a challenging task, because both the types of risk and the techniques evolve very quickly. This book collects a number of novel contributions to the measurement of financial risk, which address either non-fully explored risks or risk takers, and does so in a wide variet...

Ful tanımlama

Kaydedildi:

Detaylı Bibliyografya
Asıl Yazarlar:	Allen, David, Luciano, Elisa
Materyal Türü:	Online
Dil:	İngilizce
Baskı/Yayın Bilgisi:	MDPI - Multidisciplinary Digital Publishing Institute 2021
Konular:	HG1-9999 risk assessment mortgage portfolio insider trade contagion effect risk capital liquidity risk hedonic modeling rolling wavelet correlation inverse coefficient of variation exchange traded funds sovereign risk/debt securitized real estate and local stock markets portfolio optimization portfolio analysis risk premium performance measurement risk analysis contagion outperformance probability Sharpe ratio probability of default small and medium enterprises RAROC sovereign defaults risk attribution multiresolution analysis credit ratings debt maturity structure herding asset-backed securities modern portfolio theory housing segments analytic hierarchy process African countries Asian firms decentralization credit scoring dependence mutual funds spillover effect capital allocation copulas matched filter institutional holding crop insurance factor investing wavelet coherence and phase difference risk value-at-risk rearrangement algorithm bic Book Industry Communication::W Lifestyle, sport & leisure::WC Antiques & collectables::WCF Coins, banknotes, medals, seals (numismatics)
Online Erişim:	42585
Etiketler:	Etiketle Etiket eklenmemiş, İlk siz ekleyin!

Risk Analysis and Portfolio Modelling

Benzer Materyaller: Risk Analysis and Portfolio Modelling

Benzer Materyaller