Risk Assessment Decisions in Banking and Finance /
New developments in assessing and managing risk are discussed in this volume. Addressing both practitioners in the banking sector and research institutions, the book provides a manifold view on the most-discussed topics in finance. Among the subjects treated are important issues such as: risk measur...
| Συγγραφή απο Οργανισμό/Αρχή: | |
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| Άλλοι συγγραφείς: | , , |
| Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
| Γλώσσα: | English |
| Έκδοση: |
Heidelberg :
Physica-Verlag HD,
2009.
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| Σειρά: | Contributions to Economics,
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| Θέματα: | |
| Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- Automotive Finance: The Case for an Industry-Specific Approach to Risk Management
- Evidence on Time-Varying Factor Models for Equity Portfolio Construction
- Time Dependent Relative Risk Aversion
- Portfolio Selection with Common Correlation Mixture Models
- A New Tempered Stable Distribution and Its Application to Finance
- Estimation of ?-Stable Sub-Gaussian Distributions for Asset Returns
- Risk Measures for Portfolio Vectors and Allocation of Risks
- The Road to Hedge Fund Replication: The Very First Steps
- Asset Securitisation as a Profits Management Instrument
- Recent Advances in Credit Risk Management
- Stable ETL Optimal Portfolios and Extreme Risk Management
- Pricing Tranches of a CDO and a CDS Index: Recent Advances and Future Research.
