LEADER 03314nam  22010093a 450 
001 9910367752303321
005 20250203235425.0
010   $a9783039216253
010   $a3039216252
024 8 $a10.3390/books978-3-03921-625-3
035   $a(CKB)4100000010106194
035   $a(oapen)https://directory.doabooks.org/handle/20.500.12854/58513
035   $a(ScCtBLL)eee2ca56-59b5-4fbd-8a38-9ad898a9e35a
035   $a(OCoLC)1163841436
035   $a(oapen)doab58513
035   $a(EXLCZ)994100000010106194
100   $a20250203i20192019  uu 
101 0 $aeng
135   $aurmn|---annan
181   $ctxt$2rdacontent
182   $cc$2rdamedia
183   $acr$2rdacarrier
200 00$aRisk Analysis and Portfolio Modelling$fDavid Allen, Elisa Luciano
210   $cMDPI - Multidisciplinary Digital Publishing Institute$d2019
210  1$aBasel, Switzerland :$cMDPI,$d2019.
215   $a1 electronic resource (224 p.)
311 08$a9783039216246 
311 08$a3039216244 
330   $aFinancial 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.
610   $arisk assessment
610   $amortgage portfolio
610   $ainsider trade
610   $acontagion effect
610   $arisk capital
610   $aliquidity risk
610   $ahedonic modeling
610   $arolling wavelet correlation
610   $ainverse coefficient of variation
610   $aexchange traded funds
610   $asovereign risk/debt
610   $asecuritized real estate and local stock markets
610   $aportfolio optimization
610   $aportfolio analysis
610   $arisk premium
610   $aperformance measurement
610   $arisk analysis
610   $acontagion
610   $aoutperformance probability
610   $aSharpe ratio
610   $aprobability of default
610   $asmall and medium enterprises
610   $aRAROC
610   $asovereign defaults
610   $arisk attribution
610   $amultiresolution analysis
610   $acredit ratings
610   $adebt maturity structure
610   $aherding
610   $aasset-backed securities
610   $amodern portfolio theory
610   $ahousing segments
610   $aanalytic hierarchy process
610   $aAfrican countries
610   $aAsian firms
610   $adecentralization
610   $acredit scoring
610   $adependence
610   $amutual funds
610   $aspillover effect
610   $acapital allocation
610   $acopulas
610   $amatched filter
610   $ainstitutional holding
610   $acrop insurance
610   $afactor investing
610   $awavelet coherence and phase difference
610   $arisk
610   $avalue-at-risk
610   $arearrangement algorithm
700   $aAllen$b David$0373746
702   $aLuciano$b Elisa
801  0$bScCtBLL
801  1$bScCtBLL
906   $aBOOK
912   $a9910367752303321
996   $aRisk Analysis and Portfolio Modelling$93036539
997   $aUNINA