Quantitative financial risk management: theory and practice
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Hoboken, New Jersey
Wiley
2015
|
| Schriftenreihe: | The Frank J. Fabozzi series
|
| Schlagworte: | |
| Online-Zugang: | FRO01 UBG01 Volltext |
| Beschreibung: | 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 Counterparty 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 Contrib Includes bibliographical references and index |
| Beschreibung: | 1 Online-Ressource |
| ISBN: | 9781118738221 1118738225 9781118738405 1118738403 9781119080305 1119080304 1118738187 9781118738184 |
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| dewey-ones | 332 - Financial economics |
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| dewey-search | 332 |
| dewey-sort | 3332 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| spelling | Zopounidis, Constantin Verfasser aut Quantitative financial risk management theory and practice Constantin Zopounidis, Emilios Galariotis Hoboken, New Jersey Wiley 2015 1 Online-Ressource txt rdacontent c rdamedia cr rdacarrier The Frank J. Fabozzi series 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 Counterparty 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 Contrib Includes bibliographical references and index BUSINESS & ECONOMICS / Finance bisacsh Financial risk management fast Wirtschaft Financial risk management Investition (DE-588)4027556-5 gnd rswk-swf Finanzierung (DE-588)4017182-6 gnd rswk-swf Risikomanagement (DE-588)4121590-4 gnd rswk-swf Electronic books 1\p (DE-588)4143413-4 Aufsatzsammlung gnd-content Finanzierung (DE-588)4017182-6 s Investition (DE-588)4027556-5 s Risikomanagement (DE-588)4121590-4 s 2\p DE-604 Galariotis, Emilios Sonstige oth Erscheint auch als Druck-Ausgabe, Hardcover 978-1-118-73818-4 https://onlinelibrary.wiley.com/doi/book/10.1002/9781119080305 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Zopounidis, Constantin Quantitative financial risk management theory and practice BUSINESS & ECONOMICS / Finance bisacsh Financial risk management fast Wirtschaft Financial risk management Investition (DE-588)4027556-5 gnd Finanzierung (DE-588)4017182-6 gnd Risikomanagement (DE-588)4121590-4 gnd |
| subject_GND | (DE-588)4027556-5 (DE-588)4017182-6 (DE-588)4121590-4 (DE-588)4143413-4 |
| title | Quantitative financial risk management theory and practice |
| title_auth | Quantitative financial risk management theory and practice |
| title_exact_search | Quantitative financial risk management theory and practice |
| title_full | Quantitative financial risk management theory and practice Constantin Zopounidis, Emilios Galariotis |
| title_fullStr | Quantitative financial risk management theory and practice Constantin Zopounidis, Emilios Galariotis |
| title_full_unstemmed | Quantitative financial risk management theory and practice Constantin Zopounidis, Emilios Galariotis |
| title_short | Quantitative financial risk management |
| title_sort | quantitative financial risk management theory and practice |
| title_sub | theory and practice |
| topic | BUSINESS & ECONOMICS / Finance bisacsh Financial risk management fast Wirtschaft Financial risk management Investition (DE-588)4027556-5 gnd Finanzierung (DE-588)4017182-6 gnd Risikomanagement (DE-588)4121590-4 gnd |
| topic_facet | BUSINESS & ECONOMICS / Finance Financial risk management Wirtschaft Investition Finanzierung Risikomanagement Aufsatzsammlung |
| url | https://onlinelibrary.wiley.com/doi/book/10.1002/9781119080305 |
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