Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
Risk Measures with Applications in Finance and Economics
| Risk Measures with Applications in Finance and Economics |
| Autore | Wong Wing-Keung |
| Pubbl/distr/stampa | MDPI - Multidisciplinary Digital Publishing Institute, 2019 |
| Descrizione fisica | 1 electronic resource (536 p.) |
| Soggetto non controllato |
risk assessment
VIX business groups SHARE asymptotic approximation European stock markets whole life insurance dynamic hedging risk-neutral distribution cooperative banks Data Envelopment Analysis (DEA) group-affiliated early warning system factor models smoothing process GMC falsified products S&P 500 index options credit derivatives corporate sustainability term life insurance risk management crude oil financial stability social efficiency dynamic conditional correlation emerging market out-of-sample forecast financial crisis binomial tree news release green energy perceived usefulness Bayesian approach two-level optimization probability of default bank risk SYMBOL information asymmetry CoVaR probabilistic cash flow japonica rice production bank profitability Monte Carlo Simulations gain-loss ratio coherent risk measures Mezzanine Financing national health system option value conscientiousness online purchase intention Slovak enterprises spot and futures prices liquidity premium institutional voids utility random forests bankruptcy optimizing financial model sustainable food security system dynamic panel co-dependence modelling financial performance time-varying correlations Project Financing future health risk generalized autoregressive score functions volatility spillovers financial risks simulations life insurance emotion finance risk markov regime switching diversification production frontier function Granger causality health risk risks mitigation returns and volatility sadness low-income country the sudden stop of capital inflow bank failure China’s food policy objective health status IPO underpricing polarity climate change stock return volatility sentiment analysis empirical process full BEKK stochastic frontier model perceived ease of use volatility transmission openness to experience sustainability low carbon targets quasi likelihood ratio (QLR) test banking regulation sustainable development specification testing fossil fuels time-varying copula function tree structures monthly CPI data coal cartel regular vine copulas sustainability of economic recovery ANN EGARCH-m financial security leniency program financial hazard map uncertainty termination causal path stakeholder theory technological progress banking investment horizon regression model two-level CES function joy the optimal scale of foreign exchange reserve carbon emissions stochastic volatility B-splines self-perceived health sovereign credit default swap (SCDS) RV5MIN utility maximization credit risk policy simulation socially responsible investment portfolio selection scientific verification European banking system risk-free rate wild bootstrap medication investment profitability Amihud’s illiquidity ratio multivariate regime-switching inflation forecast risk aversion market timing need hierarchy theory variance diagonal BEKK conjugate prior risk moving averages financial risk risk measures |
| ISBN | 3-03897-444-7 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910346660703321 |
Wong Wing-Keung
|
||
| MDPI - Multidisciplinary Digital Publishing Institute, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Sustainable Real Estate: Management, Assessment and Innovations
| Sustainable Real Estate: Management, Assessment and Innovations |
| Autore | De Paola Pierfrancesco |
| Pubbl/distr/stampa | Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 |
| Descrizione fisica | 1 electronic resource (252 p.) |
| Soggetto topico | Information technology industries |
| Soggetto non controllato |
big data
decision-making feasibility study fuzzy theory high-rise building mixed-use development urban tree canopy (UTC) hedonic price model two-stage spatial model multi-level mixed model varying effect customer gender women tenure choice sustainable housing housing market mass appraisal techniques evaluation model hedonic price method geographically weighted regression evolutionary polynomial regression market value smart building smart energy system renewable energy resources energy storage reserve power system investor motives investment profitability smart readiness indicator discounted cash flow analysis natural landscape views visual perception housing price quantile regression marginal impact wealth inequality growth management sustainable development transit-oriented development contingent valuation method retirement housing downsizing housing consumption housing tenure choice consumption housing wealth effect financial wealth effect multi-step causality ESG real estate companies ratings sustainability energy efficiency sustainable decision-making sustainable social housing management multi-criteria decision-making (MCDM) AHP WASPAS COPRAS social cohesion uncertainty U.S. housing markets local projection method impulse response functions |
| ISBN | 3-0365-5826-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Sustainable Real Estate |
| Record Nr. | UNINA-9910639996603321 |
|
De Paola Pierfrancesco
|
||
| Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||