Risk Analysis and Portfolio Modelling
Buch in deiner Nähe kaufen
Beschreibung
Financial Risk Measurement is a challenging task, because both the types of risk and the techniques evolve very quickly. This book collects a number of novel contributions to the measurement of financial risk, which address either non-fully explored risks or risk takers, and does so in a wide variety of empirical contexts.
Autor*in
David Allen
Themen in »Risk Analysis and Portfolio Modelling«
credit ratings debt maturity structure liquidity risk Asian firms insider trade institutional holding spillover effect contagion effect mortgage portfolio housing segments risk assessment hedonic modeling analytic hierarchy process risk capital capital allocation