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