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Computational Methods for Risk Management in Economics and Finance

dc.contributor.authorResta, Marina*
dc.date.accessioned2021-02-11T10:19:08Z
dc.date.available2021-02-11T10:19:08Z
dc.date.issued2020*
dc.date.submitted2020-06-09 16:38:57*
dc.identifier45985*
dc.identifier.urihttps://directory.doabooks.org/handle/20.500.12854/43705
dc.description.abstractAt present, computational methods have received considerable attention in economics and finance as an alternative to conventional analytical and numerical paradigms. This Special Issue brings together both theoretical and application-oriented contributions, with a focus on the use of computational techniques in finance and economics. Examined topics span on issues at the center of the literature debate, with an eye not only on technical and theoretical aspects but also very practical cases.*
dc.languageEnglish*
dc.subjectHG1-9999*
dc.subject.classificationbic Book Industry Communication::W Lifestyle, sport & leisure::WC Antiques & collectables::WCF Coins, banknotes, medals, seals (numismatics)en_US
dc.subject.othergrowth optimal portfolio*
dc.subject.otherWishart model*
dc.subject.otherconditional Value-at-Risk (CoVaR)*
dc.subject.othersystemic risk*
dc.subject.otherutility functions*
dc.subject.othercurrent drawdown*
dc.subject.otherrisk measure*
dc.subject.otherrisk-based portfolios*
dc.subject.othercapital market pricing model*
dc.subject.othersystemic risk measures*
dc.subject.otherBig Data*
dc.subject.otherInternational Financial Reporting Standard 9*
dc.subject.othercartography*
dc.subject.otherstock prices*
dc.subject.othercopula models*
dc.subject.otherCoVaR*
dc.subject.otherquantitative risk management*
dc.subject.otherauto-regressive*
dc.subject.otherfractional Kelly allocation*
dc.subject.otherindependence assumption*
dc.subject.otherdeep learning*
dc.subject.otherstructural models*
dc.subject.otherfinancial regulation*
dc.subject.otherdata science*
dc.subject.otherefficient frontier*
dc.subject.otherweighted logistic regression*
dc.subject.otherestimation error*
dc.subject.otherfinancial markets*
dc.subject.othercapital allocation*
dc.subject.othermulti-step ahead forecasts*
dc.subject.othertarget matrix*
dc.subject.othervalue at risk*
dc.subject.otherrandom matrices*
dc.subject.othercredit risk*
dc.subject.otherportfolio theory*
dc.subject.otherconvex programming*
dc.subject.otheradmissible convex risk measures*
dc.subject.othernon-stationarity*
dc.subject.otherfinancial mathematics*
dc.subject.otherquantile regression*
dc.subject.otherMarkowitz portfolio theory*
dc.subject.othershrinkage*
dc.subject.otherloss given default*
dc.subject.otherordered probit*
dc.titleComputational Methods for Risk Management in Economics and Finance*
dc.typebook
oapen.identifier.doi10.3390/books978-3-03928-499-3*
oapen.relation.isPublishedBy46cabcaa-dd94-4bfe-87b4-55023c1b36d0*
oapen.relation.isbn9783039284993*
oapen.relation.isbn9783039284986*
oapen.pages234*
oapen.edition1st*


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