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Quantitative financial risk management : theory and practice / / Constantin Zopounidis, Emilios Galariotis
| Quantitative financial risk management : theory and practice / / Constantin Zopounidis, Emilios Galariotis |
| Autore | Zopounidis Constantin |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2015 |
| Descrizione fisica | 1 online resource (451 p.) |
| Disciplina | 332 |
| Collana | Frank J. Fabozzi Series |
| Soggetto topico | Financial risk management |
| ISBN |
1-118-73822-5
1-119-08030-4 |
| Classificazione | BUS027000 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Machine generated contents note: Preface About the Editors Section I: Supervisory Risk Management Chapter 1: Measuring Systemic Risk: Structural Approaches Raimund M. Kovacevic and Georg Ch. Pflug Chapter 2: Supervisory Requirements and Expectations for Portfolio-Level Counter party Credit Risk Measurement and Management Michael Jacobs Jr. Chapter 3: Nonperforming Loans in the Bank Production Technology Hirofumi Fukuyama and William L. Weber Section II: Risk Models and Measures Chapter 4: A Practical Guide to Regime Switching in Financial Economics Iain Clacher, Mark Freeman, David Hillier, Malcolm Kemp, and Qi Zhang Chapter 5: Output Analysis and Stress Testing for Risk-Constrained Portfolios Jitka Dupa a and Milos Kopa Chapter 6: Risk Measures and Management in the Energy Sector Marida Bertocchi, Rosella Giacometti, and Maria Teresa Vespucci Section III: Portfolio Management Chapter 7: Portfolio Optimization: Theory and Practice William T. Ziemba Chapter 8: Portfolio Optimization and Transaction Costs Renata Mansini, Wlodzimierz Ogryczak, and M. Grazia Speranza Chapter 9: Statistical Properties and Tests of Efficient Frontier Portfolios Chris J Adcock Section IV: Credit Risk Modeling Chapter 10: Stress Testing for Portfolio Credit Risk: Supervisory Expectations and Practices Michael Jacobs Jr. Chapter 11: A Critique of Credit Risk Models with Evidence from Mid-Cap Firms David E. Allen. Robert J. Powell, and Abhay K. Singh Chapter 12: Predicting Credit Ratings Using a Robust Multicriteria Approach Constantin Zopounidis Section V: Financial Markets Chapter 13: Parameter Analysis of the VPIN (Volume-Synchronized Probability of Informed Trading) Metric Jung Heon Song, Kesheng Wu, and Horst D. Simon Chapter 14: Covariance Specification Tests for Multivariate GARCH Models Gregory Koutmos Chapter 15: Accounting Information in the Prediction of Securities Class Actions Vassiliki Balla About the Contributors Index . |
| Record Nr. | UNINA-9910140647103321 |
Zopounidis Constantin
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| Hoboken, New Jersey : , : Wiley, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Transparency and Corporate Washing in the Age of Sustainability : An Operational Research Agenda to Evaluate Corporate Sustainability Disclosure / / by Konstantina Ragazou, Constantin Zopounidis, Emilios Galariotis, Nikolaos Sariannidis, Georgia Zournatzidou
| Transparency and Corporate Washing in the Age of Sustainability : An Operational Research Agenda to Evaluate Corporate Sustainability Disclosure / / by Konstantina Ragazou, Constantin Zopounidis, Emilios Galariotis, Nikolaos Sariannidis, Georgia Zournatzidou |
| Autore | Ragazou Konstantina |
| Edizione | [1st ed. 2025.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2025 |
| Descrizione fisica | 1 online resource (166 pages) |
| Disciplina | 658.403 |
| Altri autori (Persone) |
ZopounidisConstantin
GalariotisEmilios SariannidisNikolaos ZournatzidouGeorgia |
| Collana | Management for Professionals |
| Soggetto topico |
Operations research
Industrial management - Environmental aspects Business enterprises - Finance Sustainability Financial risk management Operations Research and Decision Theory Corporate Environmental Management Corporate Finance Risk Management |
| ISBN |
9783031968211
9783031968204 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Greenwashing: The Misleading Strategies Underlying Environmental Claims -- Greenwashing versus Brownwashing: The Dichotomy of Exaggeration and Undue -- Modesty in Corporate Sustainability Practices. Disclosure -- Board characteristics and greenwashing: An integrated financial investigation using entropy weight and TOPSIS multicriteria decision-making -- Examining the relationship between ESG standards and corporate corruption: Greenwashing's substantial impact -- Controversies over anti-competition and anti-corruption: assessing anti-ESG variables using Entropy weight-TOPSIS methodologies in the European banking sector. |
| Record Nr. | UNINA-9911018744003321 |
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Ragazou Konstantina
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| Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2025 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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