Computational Methods for Risk Management in Economics and Finance

Computational Methods for Risk Management in Economics and Finance

At 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 t...

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Resta, Marina
Year of Publication:2020
Language:English
Physical Description:1 electronic resource (234 p.)
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spelling Resta, Marina auth
Computational Methods for Risk Management in Economics and Finance
MDPI - Multidisciplinary Digital Publishing Institute 2020
1 electronic resource (234 p.)
text txt rdacontent
computer c rdamedia
online resource cr rdacarrier
At 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.
English
growth optimal portfolio
Wishart model
conditional Value-at-Risk (CoVaR)
systemic risk
utility functions
current drawdown
risk measure
risk-based portfolios
capital market pricing model
systemic risk measures
Big Data
International Financial Reporting Standard 9
cartography
stock prices
copula models
CoVaR
quantitative risk management
auto-regressive
fractional Kelly allocation
independence assumption
deep learning
structural models
financial regulation
data science
efficient frontier
weighted logistic regression
estimation error
financial markets
capital allocation
multi-step ahead forecasts
target matrix
value at risk
random matrices
credit risk
portfolio theory
convex programming
admissible convex risk measures
non-stationarity
financial mathematics
quantile regression
Markowitz portfolio theory
shrinkage
loss given default
ordered probit
3-03928-498-3
language English
format eBook
author Resta, Marina
spellingShingle Resta, Marina
Computational Methods for Risk Management in Economics and Finance
author_facet Resta, Marina
author_variant m r mr
author_sort Resta, Marina
title Computational Methods for Risk Management in Economics and Finance
title_full Computational Methods for Risk Management in Economics and Finance
title_fullStr Computational Methods for Risk Management in Economics and Finance
title_full_unstemmed Computational Methods for Risk Management in Economics and Finance
title_auth Computational Methods for Risk Management in Economics and Finance
title_new Computational Methods for Risk Management in Economics and Finance
title_sort computational methods for risk management in economics and finance
publisher MDPI - Multidisciplinary Digital Publishing Institute
publishDate 2020
physical 1 electronic resource (234 p.)
isbn 3-03928-499-1
3-03928-498-3
illustrated Not Illustrated
work_keys_str_mv AT restamarina computationalmethodsforriskmanagementineconomicsandfinance
status_str n
ids_txt_mv (CKB)4100000011302220
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carrierType_str_mv cr
is_hierarchy_title Computational Methods for Risk Management in Economics and Finance
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