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010   $a3-03928-499-1
035   $a(CKB)4100000011302220
035   $a(oapen)https://directory.doabooks.org/handle/20.500.12854/43705
035   $a(EXLCZ)994100000011302220
100   $a20202102d2020      |y             0
101 0 $aeng
135   $aurmn|---annan
181   $ctxt$2rdacontent
182   $cc$2rdamedia
183   $acr$2rdacarrier
200 10$aComputational Methods for Risk Management in Economics and Finance
210   $cMDPI - Multidisciplinary Digital Publishing Institute$d2020
215   $a1 electronic resource (234 p.)
311   $a3-03928-498-3 
330   $aAt 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.
610   $agrowth optimal portfolio
610   $aWishart model
610   $aconditional Value-at-Risk (CoVaR)
610   $asystemic risk
610   $autility functions
610   $acurrent drawdown
610   $arisk measure
610   $arisk-based portfolios
610   $acapital market pricing model
610   $asystemic risk measures
610   $aBig Data
610   $aInternational Financial Reporting Standard 9
610   $acartography
610   $astock prices
610   $acopula models
610   $aCoVaR
610   $aquantitative risk management
610   $aauto-regressive
610   $afractional Kelly allocation
610   $aindependence assumption
610   $adeep learning
610   $astructural models
610   $afinancial regulation
610   $adata science
610   $aefficient frontier
610   $aweighted logistic regression
610   $aestimation error
610   $afinancial markets
610   $acapital allocation
610   $amulti-step ahead forecasts
610   $atarget matrix
610   $avalue at risk
610   $arandom matrices
610   $acredit risk
610   $aportfolio theory
610   $aconvex programming
610   $aadmissible convex risk measures
610   $anon-stationarity
610   $afinancial mathematics
610   $aquantile regression
610   $aMarkowitz portfolio theory
610   $ashrinkage
610   $aloss given default
610   $aordered probit
700   $aResta$b Marina$4auth$0374176
906   $aBOOK
912   $a9910404091803321
996   $aComputational Methods for Risk Management in Economics and Finance$93040687
997   $aUNINA