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Risk Analysis and Portfolio Modelling

dc.contributor.authorAllen, David*
dc.contributor.authorLuciano, Elisa*
dc.date.accessioned2021-02-12T02:20:48Z
dc.date.available2021-02-12T02:20:48Z
dc.date.issued2019*
dc.date.submitted2019-12-09 11:49:15*
dc.identifier42585*
dc.identifier.urihttps://directory.doabooks.org/handle/20.500.12854/58513
dc.description.abstractFinancial 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.*
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.otherrisk assessment*
dc.subject.othermortgage portfolio*
dc.subject.otherinsider trade*
dc.subject.othercontagion effect*
dc.subject.otherrisk capital*
dc.subject.otherliquidity risk*
dc.subject.otherhedonic modeling*
dc.subject.otherrolling wavelet correlation*
dc.subject.otherinverse coefficient of variation*
dc.subject.otherexchange traded funds*
dc.subject.othersovereign risk/debt*
dc.subject.othersecuritized real estate and local stock markets*
dc.subject.otherportfolio optimization*
dc.subject.otherportfolio analysis*
dc.subject.otherrisk premium*
dc.subject.otherperformance measurement*
dc.subject.otherrisk analysis*
dc.subject.othercontagion*
dc.subject.otheroutperformance probability*
dc.subject.otherSharpe ratio*
dc.subject.otherprobability of default*
dc.subject.othersmall and medium enterprises*
dc.subject.otherRAROC*
dc.subject.othersovereign defaults*
dc.subject.otherrisk attribution*
dc.subject.othermultiresolution analysis*
dc.subject.othercredit ratings*
dc.subject.otherdebt maturity structure*
dc.subject.otherherding*
dc.subject.otherasset-backed securities*
dc.subject.othermodern portfolio theory*
dc.subject.otherhousing segments*
dc.subject.otheranalytic hierarchy process*
dc.subject.otherAfrican countries*
dc.subject.otherAsian firms*
dc.subject.otherdecentralization*
dc.subject.othercredit scoring*
dc.subject.otherdependence*
dc.subject.othermutual funds*
dc.subject.otherspillover effect*
dc.subject.othercapital allocation*
dc.subject.othercopulas*
dc.subject.othermatched filter*
dc.subject.otherinstitutional holding*
dc.subject.othercrop insurance*
dc.subject.otherfactor investing*
dc.subject.otherwavelet coherence and phase difference*
dc.subject.otherrisk*
dc.subject.othervalue-at-risk*
dc.subject.otherrearrangement algorithm*
dc.titleRisk Analysis and Portfolio Modelling*
dc.typebook
oapen.identifier.doi10.3390/books978-3-03921-625-3*
oapen.relation.isPublishedBy46cabcaa-dd94-4bfe-87b4-55023c1b36d0*
oapen.relation.isbn9783039216253*
oapen.relation.isbn9783039216246*
oapen.pages224*
oapen.edition1st*


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Except where otherwise noted, this item's license is described as https://creativecommons.org/licenses/by-nc-nd/4.0/