TY  - GEN
AU  - Allen,David
AU  - Luciano,Elisa
TI  - Risk Analysis and Portfolio Modelling
SN  - books978-3-03921-625-3
PY  - 2019///
PB  - MDPI - Multidisciplinary Digital Publishing Institute
KW  - risk assessment
KW  - mortgage portfolio
KW  - insider trade
KW  - contagion effect
KW  - risk capital
KW  - liquidity risk
KW  - hedonic modeling
KW  - rolling wavelet correlation
KW  - inverse coefficient of variation
KW  - exchange traded funds
KW  - sovereign risk/debt
KW  - securitized real estate and local stock markets
KW  - portfolio optimization
KW  - portfolio analysis
KW  - risk premium
KW  - performance measurement
KW  - risk analysis
KW  - contagion
KW  - outperformance probability
KW  - Sharpe ratio
KW  - probability of default
KW  - small and medium enterprises
KW  - RAROC
KW  - sovereign defaults
KW  - risk attribution
KW  - multiresolution analysis
KW  - credit ratings
KW  - debt maturity structure
KW  - herding
KW  - asset-backed securities
KW  - modern portfolio theory
KW  - housing segments
KW  - analytic hierarchy process
KW  - African countries
KW  - Asian firms
KW  - decentralization
KW  - credit scoring
KW  - dependence
KW  - mutual funds
KW  - spillover effect
KW  - capital allocation
KW  - copulas
KW  - matched filter
KW  - institutional holding
KW  - crop insurance
KW  - factor investing
KW  - wavelet coherence and phase difference
KW  - risk
KW  - value-at-risk
KW  - rearrangement algorithm
N1  - Open Access
N2  - 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
UR  - https://mdpi.com/books/pdfview/book/1714
UR  - https://directory.doabooks.org/handle/20.500.12854/58513
ER  -