02987nam 2200817z- 450 991040409180332120231214132833.03-03928-499-1(CKB)4100000011302220(oapen)https://directory.doabooks.org/handle/20.500.12854/43705(EXLCZ)99410000001130222020202102d2020 |y 0engurmn|---annantxtrdacontentcrdamediacrrdacarrierComputational Methods for Risk Management in Economics and FinanceMDPI - Multidisciplinary Digital Publishing Institute20201 electronic resource (234 p.)3-03928-498-3 At present, computational methods have received considerable attention in economics and finance as an alternative to conventional analytical and numerical paradigms. This Special Issue brings together both theoretical and application-oriented contributions, with a focus on the use of computational techniques in finance and economics. Examined topics span on issues at the center of the literature debate, with an eye not only on technical and theoretical aspects but also very practical cases.growth optimal portfolioWishart modelconditional Value-at-Risk (CoVaR)systemic riskutility functionscurrent drawdownrisk measurerisk-based portfolioscapital market pricing modelsystemic risk measuresBig DataInternational Financial Reporting Standard 9cartographystock pricescopula modelsCoVaRquantitative risk managementauto-regressivefractional Kelly allocationindependence assumptiondeep learningstructural modelsfinancial regulationdata scienceefficient frontierweighted logistic regressionestimation errorfinancial marketscapital allocationmulti-step ahead forecaststarget matrixvalue at riskrandom matricescredit riskportfolio theoryconvex programmingadmissible convex risk measuresnon-stationarityfinancial mathematicsquantile regressionMarkowitz portfolio theoryshrinkageloss given defaultordered probitResta Marinaauth374176BOOK9910404091803321Computational Methods for Risk Management in Economics and Finance3040687UNINA