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...

Full description

Bibliographic Details
Main Author: Resta, Marina
Format: eBook
Language:English
Published: MDPI - Multidisciplinary Digital Publishing Institute 2020
Subjects:
Online Access:
Collection: Directory of Open Access Books - Collection details see MPG.ReNa
LEADER 03131nma a2200829 u 4500
001 EB001974528
003 EBX01000000000000001137430
005 00000000000000.0
007 cr|||||||||||||||||||||
008 210512 ||| eng
020 |a 9783039284986 
020 |a 9783039284993 
020 |a books978-3-03928-499-3 
100 1 |a Resta, Marina 
245 0 0 |a Computational Methods for Risk Management in Economics and Finance  |h Elektronische Ressource 
260 |b MDPI - Multidisciplinary Digital Publishing Institute  |c 2020 
300 |a 1 electronic resource (234 p.) 
653 |a copula models 
653 |a quantile regression 
653 |a growth optimal portfolio 
653 |a multi-step ahead forecasts 
653 |a quantitative risk management 
653 |a data science 
653 |a utility functions 
653 |a admissible convex risk measures 
653 |a CoVaR 
653 |a deep learning 
653 |a structural models 
653 |a International Financial Reporting Standard 9 
653 |a cartography 
653 |a credit risk 
653 |a financial mathematics 
653 |a target matrix 
653 |a random matrices 
653 |a risk measure 
653 |a risk-based portfolios 
653 |a value at risk 
653 |a Wishart model 
653 |a convex programming 
653 |a systemic risk 
653 |a shrinkage 
653 |a financial regulation 
653 |a efficient frontier 
653 |a fractional Kelly allocation 
653 |a non-stationarity 
653 |a weighted logistic regression 
653 |a loss given default 
653 |a systemic risk measures 
653 |a Big Data 
653 |a estimation error 
653 |a Markowitz portfolio theory 
653 |a portfolio theory 
653 |a financial markets 
653 |a conditional Value-at-Risk (CoVaR) 
653 |a ordered probit 
653 |a independence assumption 
653 |a auto-regressive 
653 |a capital allocation 
653 |a capital market pricing model 
653 |a current drawdown 
653 |a stock prices 
041 0 7 |a eng  |2 ISO 639-2 
989 |b DOAB  |a Directory of Open Access Books 
500 |a Creative Commons (cc), https://creativecommons.org/licenses/by-nc-nd/4.0/ 
028 5 0 |a 10.3390/books978-3-03928-499-3 
856 4 2 |u https://directory.doabooks.org/handle/20.500.12854/43705  |z DOAB: description of the publication 
856 4 0 |u https://www.mdpi.com/books/pdfview/book/2159  |7 0  |x Verlag  |3 Volltext 
082 0 |a 658 
082 0 |a 500 
082 0 |a 700 
082 0 |a 330 
520 |a 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.