Risk Analysis and Portfolio Modelling

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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Allen, David
Luciano, Elisa
Year of Publication:2019
Language:English
Physical Description:1 electronic resource (224 p.)
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id 993548287804498
ctrlnum (CKB)4100000010106194
(oapen)https://directory.doabooks.org/handle/20.500.12854/58513
(EXLCZ)994100000010106194
collection bib_alma
record_format marc
spelling 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
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status_str n
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carrierType_str_mv cr
is_hierarchy_title Risk Analysis and Portfolio Modelling
author2_original_writing_str_mv noLinkedField
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