Risk Analysis and Portfolio Modelling

Risk Analysis and Portfolio Modelling

Show other versions (1)

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...

Full description

Saved in:
Bibliographic Details
Main Author: Allen, David (auth)
Other Authors: Luciano, Elisa (auth)
Format: Book Chapter
Published: MDPI - Multidisciplinary Digital Publishing Institute 2019
Subjects:
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
Online Access:Get Fullteks
DOAB: description of the publication
Tags: Add Tag
No Tags, Be the first to tag this record!

Internet

Get Fullteks
DOAB: description of the publication

3rd Floor Main Library

Holdings details from 3rd Floor Main Library
Call Number: A1234.567
Copy 1 Available

Similar Items