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...
Salvato in:
| Autori principali: | , |
|---|---|
| Natura: | Online |
| Lingua: | inglese |
| Pubblicazione: |
MDPI - Multidisciplinary Digital Publishing Institute
2021
|
| Soggetti: | |
| Accesso online: | 42585 |
| Tags: |
Nessun Tag, puoi essere il primo ad aggiungerne!!
|
| _version_ | 1869525430989488128 |
|---|---|
| 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 |
| work_keys_str_mv | AT allendavid riskanalysisandportfoliomodelling AT lucianoelisa riskanalysisandportfoliomodelling |