01387nam0-22004211i-450-99000542008020331620010829120000.0000542008USA01000542008(ALEPH)000542008USA0100054200820010829d1989-------|0itac50------baitaIT||||Z 1||||<<Le>> agenzie di viaggi verso il mercato unico europeoa cura di Laura Candeloro, Giuseppe Cinalli, Maria Dominica GiulianiRomaIscom1989 - 131 p. ; 24 cmQuaderni di politica commerciale e turistica33Anno 7, n. 4 (aprile 1989)USA6202001Quaderni di politica commerciale e turistica33Agenzie di viaggioLegislazioneFIRoma343.4500789121CINALLI,GiuseppeCANDELORO,LauraGIULIANI,Maria DominicaIscomITSOL20120104990005420080203316DIP.TO SCIENZE ECONOMICHE - (SA)DS 300 343.45077891 ISC3827 DISES300 343.45077891 ISC3827 DISESBKDISES20121027USA01153120121027USA011612Agenzie di viaggi verso il mercato unico europeo1142867UNISAUSA62303314nam 22010093a 450 991036775230332120250203235425.09783039216253303921625210.3390/books978-3-03921-625-3(CKB)4100000010106194(oapen)https://directory.doabooks.org/handle/20.500.12854/58513(ScCtBLL)eee2ca56-59b5-4fbd-8a38-9ad898a9e35a(OCoLC)1163841436(oapen)doab58513(EXLCZ)99410000001010619420250203i20192019 uu engurmn|---annantxtrdacontentcrdamediacrrdacarrierRisk Analysis and Portfolio ModellingDavid Allen, Elisa LucianoMDPI - Multidisciplinary Digital Publishing Institute2019Basel, Switzerland :MDPI,2019.1 electronic resource (224 p.)9783039216246 3039216244 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.risk assessmentmortgage portfolioinsider tradecontagion effectrisk capitalliquidity riskhedonic modelingrolling wavelet correlationinverse coefficient of variationexchange traded fundssovereign risk/debtsecuritized real estate and local stock marketsportfolio optimizationportfolio analysisrisk premiumperformance measurementrisk analysiscontagionoutperformance probabilitySharpe ratioprobability of defaultsmall and medium enterprisesRAROCsovereign defaultsrisk attributionmultiresolution analysiscredit ratingsdebt maturity structureherdingasset-backed securitiesmodern portfolio theoryhousing segmentsanalytic hierarchy processAfrican countriesAsian firmsdecentralizationcredit scoringdependencemutual fundsspillover effectcapital allocationcopulasmatched filterinstitutional holdingcrop insurancefactor investingwavelet coherence and phase differenceriskvalue-at-riskrearrangement algorithmAllen David373746Luciano ElisaScCtBLLScCtBLLBOOK9910367752303321Risk Analysis and Portfolio Modelling3036539UNINA