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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Bibliographic Details
Main Author: Allen, David (auth)
Other Authors: Luciano, Elisa (auth)
Format: Book Chapter
Published: MDPI - Multidisciplinary Digital Publishing Institute 2019
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Summary: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.
Physical Description:1 electronic resource (224 p.)
ISBN:books978-3-03921-625-3
9783039216253
9783039216246
Access:Open Access