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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| Year of Publication: | 2019 |
| Language: | English |
| Physical Description: | 1 electronic resource (224 p.) |
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| 100 | 1 | |a Allen, David |4 auth | |
| 245 | 1 | 0 | |a Risk Analysis and Portfolio Modelling |
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| 520 | |a 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. | ||
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| 653 | |a mortgage portfolio | ||
| 653 | |a insider trade | ||
| 653 | |a contagion effect | ||
| 653 | |a risk capital | ||
| 653 | |a liquidity risk | ||
| 653 | |a hedonic modeling | ||
| 653 | |a rolling wavelet correlation | ||
| 653 | |a inverse coefficient of variation | ||
| 653 | |a exchange traded funds | ||
| 653 | |a sovereign risk/debt | ||
| 653 | |a securitized real estate and local stock markets | ||
| 653 | |a portfolio optimization | ||
| 653 | |a portfolio analysis | ||
| 653 | |a risk premium | ||
| 653 | |a performance measurement | ||
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| 653 | |a outperformance probability | ||
| 653 | |a Sharpe ratio | ||
| 653 | |a probability of default | ||
| 653 | |a small and medium enterprises | ||
| 653 | |a RAROC | ||
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| 653 | |a risk attribution | ||
| 653 | |a multiresolution analysis | ||
| 653 | |a credit ratings | ||
| 653 | |a debt maturity structure | ||
| 653 | |a herding | ||
| 653 | |a asset-backed securities | ||
| 653 | |a modern portfolio theory | ||
| 653 | |a housing segments | ||
| 653 | |a analytic hierarchy process | ||
| 653 | |a African countries | ||
| 653 | |a Asian firms | ||
| 653 | |a decentralization | ||
| 653 | |a credit scoring | ||
| 653 | |a dependence | ||
| 653 | |a mutual funds | ||
| 653 | |a spillover effect | ||
| 653 | |a capital allocation | ||
| 653 | |a copulas | ||
| 653 | |a matched filter | ||
| 653 | |a institutional holding | ||
| 653 | |a crop insurance | ||
| 653 | |a factor investing | ||
| 653 | |a wavelet coherence and phase difference | ||
| 653 | |a risk | ||
| 653 | |a value-at-risk | ||
| 653 | |a rearrangement algorithm | ||
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| 700 | 1 | |a Luciano, Elisa |4 auth | |
| 906 | |a BOOK | ||
| ADM | |b 2023-12-15 05:54:56 Europe/Vienna |f system |c marc21 |a 2020-02-01 22:26:53 Europe/Vienna |g false | ||
| AVE | |i DOAB Directory of Open Access Books |P DOAB Directory of Open Access Books |x https://eu02.alma.exlibrisgroup.com/view/uresolver/43ACC_OEAW/openurl?u.ignore_date_coverage=true&portfolio_pid=5338768850004498&Force_direct=true |Z 5338768850004498 |b Available |8 5338768850004498 | ||