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...

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Autori principali: Allen, David, Luciano, Elisa
Natura: Online
Lingua:inglese
Pubblicazione: MDPI - Multidisciplinary Digital Publishing Institute 2021
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Accesso online:42585
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author Allen, David
Luciano, Elisa
author_browse Allen, David
Luciano, Elisa
author_facet Allen, David
Luciano, Elisa
author_sort Allen, David
collection Directory of Open Access Books
description 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 variety of empirical contexts.
format Online
id doab-20.500.12854ir-58513
institution Directory of Open Access Books
language eng
publishDate 2021
publishDateRange 2021
publishDateSort 2021
publisher MDPI - Multidisciplinary Digital Publishing Institute
publisherStr MDPI - Multidisciplinary Digital Publishing Institute
record_format ojs
spelling doab-20.500.12854ir-585132023-12-20T15:54:23Z Risk Analysis and Portfolio Modelling Allen, David Luciano, Elisa 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) 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 variety of empirical contexts. 2021-02-12T02:20:48Z 2021-02-12T02:20:48Z 2019-12-09 11:49:15 2019 book 42585 9783039216253 9783039216246 https://directory.doabooks.org/handle/20.500.12854/58513 eng application/octet-stream Attribution-NonCommercial-NoDerivatives 4.0 International https://mdpi.com/books/pdfview/book/1714 MDPI - Multidisciplinary Digital Publishing Institute 10.3390/books978-3-03921-625-3 10.3390/books978-3-03921-625-3 46cabcaa-dd94-4bfe-87b4-55023c1b36d0 9783039216253 9783039216246 224 open access
spellingShingle 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)
Allen, David
Luciano, Elisa
Risk Analysis and Portfolio Modelling
title Risk Analysis and Portfolio Modelling
title_full Risk Analysis and Portfolio Modelling
title_fullStr Risk Analysis and Portfolio Modelling
title_full_unstemmed Risk Analysis and Portfolio Modelling
title_short Risk Analysis and Portfolio Modelling
title_sort risk analysis and portfolio modelling
topic 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)
topic_facet 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)
url 42585
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