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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
Other Authors: Luciano, Elisa
Format: eBook
Language:English
Published: MDPI - Multidisciplinary Digital Publishing Institute 2019
Subjects:
Sharpe Ratio
Risk Analysis
Herding
Dependence
Inverse Coefficient Of Variation
Debt Maturity Structure
Risk Attribution
Copulas
Housing Segments
Decentralization
Exchange Traded Funds
Contagion
Risk Capital
Asset-backed Securities
Institutional Holding
Portfolio Analysis
Sovereign Defaults
Performance Measurement
Credit Ratings
Small And Medium Enterprises
African Countries
Rolling Wavelet Correlation
Risk
Matched Filter
Spillover Effect
Portfolio Optimization
Asian Firms
Risk Assessment
Securitized Real Estate And Local Stock Markets
Insider Trade
Credit Scoring
Sovereign Risk/debt
Mortgage Portfolio
Raroc
Mutual Funds
Multiresolution Analysis
Hedonic Modeling
Value-at-risk
Crop Insurance
Risk Premium
Modern Portfolio Theory
Liquidity Risk
Contagion Effect
Analytic Hierarchy Process
Capital Allocation
Factor Investing
Wavelet Coherence And Phase Difference
Rearrangement Algorithm
Outperformance Probability
Probability Of Default
Online Access:
Collection: Directory of Open Access Books - Collection details see MPG.ReNa
Description
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.
Item Description:Creative Commons (cc), https://creativecommons.org/licenses/by-nc-nd/4.0/
Physical Description:1 electronic resource (224 p.)
ISBN:9783039216246
books978-3-03921-625-3
9783039216253

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