03004nam 2200829z- 450 9910404091803321202102113-03928-499-1(CKB)4100000011302220(oapen)https://directory.doabooks.org/handle/20.500.12854/43705(oapen)doab43705(EXLCZ)99410000001130222020202102d2020 |y 0engurmn|---annantxtrdacontentcrdamediacrrdacarrierComputational Methods for Risk Management in Economics and FinanceMDPI - Multidisciplinary Digital Publishing Institute20201 online 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.admissible convex risk measuresauto-regressiveBig Datacapital allocationcapital market pricing modelcartographyconditional Value-at-Risk (CoVaR)convex programmingcopula modelsCoVaRcredit riskcurrent drawdowndata sciencedeep learningefficient frontierestimation errorfinancial marketsfinancial mathematicsfinancial regulationfractional Kelly allocationgrowth optimal portfolioindependence assumptionInternational Financial Reporting Standard 9loss given defaultMarkowitz portfolio theorymulti-step ahead forecastsnon-stationarityordered probitportfolio theoryquantile regressionquantitative risk managementrandom matricesrisk measurerisk-based portfoliosshrinkagestock pricesstructural modelssystemic risksystemic risk measurestarget matrixutility functionsvalue at riskweighted logistic regressionWishart modelResta Marinaauth374176BOOK9910404091803321Computational Methods for Risk Management in Economics and Finance3040687UNINA