Risk Analysis and Portfolio Modelling-Reference-Cited by-同舟云学术

Risk Analysis and Portfolio Modelling

Published:2019-09-21 Issue:4 Volume:12 Page:154
ISSN:1911-8074
Container-title:Journal of Risk and Financial Management
language:en
Short-container-title:JRFM

Author:

Allen David Edmund^ORCID,Luciano Elisa

Abstract

Financial risk measurement is a challenging task because both the types of risk and their measurement techniques evolve quickly. This book collects a number of novel contributions for the measurement of financial risk, which addresses partially explored risks or risk takers in a wide variety of empirical contexts.

Publisher

MDPI AG

Link

https://www.mdpi.com/1911-8074/12/4/154/pdf

Reference13 articles.

1. A Communication Theoretic Interpretation of Modern Portfolio Theory Including Short Sales, Leverage and Transaction Costs

2. Credit Scoring in SME Asset-Backed Securities: An Italian Case Study

3. Presidential Address: Discount Rates

4. Model uncertainty and VaR aggregation

5. The Outperformance Probability of Mutual Funds

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