02977nam 2200901z- 450 991036775230332120231214133453.03-03921-625-2(CKB)4100000010106194(oapen)https://directory.doabooks.org/handle/20.500.12854/58513(EXLCZ)99410000001010619420202102d2019 |y 0engurmn|---annantxtrdacontentcrdamediacrrdacarrierRisk Analysis and Portfolio ModellingMDPI - Multidisciplinary Digital Publishing Institute20191 electronic resource (224 p.)3-03921-624-4 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 Davidauth373746Luciano ElisaauthBOOK9910367752303321Risk Analysis and Portfolio Modelling3036539UNINA