Risk Analysis and Portfolio Modelling

• Tác giả: David Allen, Elisa Luciano
• Ngôn ngữ: eng
• ISBN-13: 978-3039216246
• Thông tin xuất bản: Basel, Switzerland : MDPI - Multidisciplinary Digital Publishing Institute, 2019
• Mô tả vật lý: 1 electronic resource (224 p.)
• Bộ sưu tập: Tài liệu truy cập mở
• ID: 230330

Tóm tắt

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.