Publication Date:
2022-01-31
Description:
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.
Keywords:
HG1-9999
;
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
Language:
English
Format:
application/octet-stream
Permalink
