1.

Record Nr.

UNINA9910367752303321

Autore

Allen David

Titolo

Risk Analysis and Portfolio Modelling

Pubbl/distr/stampa

MDPI - Multidisciplinary Digital Publishing Institute, 2019

ISBN

3-03921-625-2

Descrizione fisica

1 electronic resource (224 p.)

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Sommario/riassunto

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.