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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Allen, David auth Risk Analysis and Portfolio Modelling MDPI - Multidisciplinary Digital Publishing Institute 2019 1 electronic resource (224 p.) text txt rdacontent computer c rdamedia online resource cr rdacarrier 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. English 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 3-03921-624-4 Luciano, Elisa auth |
language |
English |
format |
eBook |
author |
Allen, David |
spellingShingle |
Allen, David Risk Analysis and Portfolio Modelling |
author_facet |
Allen, David Luciano, Elisa |
author_variant |
d a da |
author2 |
Luciano, Elisa |
author2_variant |
e l el |
author_sort |
Allen, David |
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_auth |
Risk Analysis and Portfolio Modelling |
title_new |
Risk Analysis and Portfolio Modelling |
title_sort |
risk analysis and portfolio modelling |
publisher |
MDPI - Multidisciplinary Digital Publishing Institute |
publishDate |
2019 |
physical |
1 electronic resource (224 p.) |
isbn |
3-03921-625-2 3-03921-624-4 |
illustrated |
Not Illustrated |
work_keys_str_mv |
AT allendavid riskanalysisandportfoliomodelling AT lucianoelisa riskanalysisandportfoliomodelling |
status_str |
n |
ids_txt_mv |
(CKB)4100000010106194 (oapen)https://directory.doabooks.org/handle/20.500.12854/58513 (EXLCZ)994100000010106194 |
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cr |
is_hierarchy_title |
Risk Analysis and Portfolio Modelling |
author2_original_writing_str_mv |
noLinkedField |
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