Risk measures with applications in finance and economics:

Risk measures play a vital role in many subfields of economics and finance. It has been proposed that risk measures could be analysed in relation to the performance of variables extracted from empirical real-world data. For example, risk measures may help inform effective monetary and fiscal policie...

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Weitere Verfasser: McAleer, Michael 1952-2021 (HerausgeberIn), Wong, Wing Keung 1955- (HerausgeberIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Basel ; Beijing ; Wuhan ; Barcelona ; Belgrade MDPI [2019]
Schriftenreihe:Sustainability. Special issue
Online-Zugang:Volltext
Zusammenfassung:Risk measures play a vital role in many subfields of economics and finance. It has been proposed that risk measures could be analysed in relation to the performance of variables extracted from empirical real-world data. For example, risk measures may help inform effective monetary and fiscal policies and, therefore, the further development of pricing models for financial assets such as equities, bonds, currencies, and derivative securities. A Special Issue of "Risk Measures with Applications in Finance and Economics" will be devoted to advancements in the mathematical and statistical development of risk measures with applications in finance and economics. This Special Issue will bring together the theory, practice and real-world applications of risk measures. This book is a collection of papers published in the Special Issue of "Risk Measures with Applications in Finance and Economics" for Sustainability in 2018
Beschreibung:Reprint of articles from the special issue published online in the open access journal "Sustainability" (ISSN 2071-1050) from 2017 to 2018 (available at: https://www.mdpi.com/journal/sustainability/special_issues/Risk_finance_sustainability)
Beschreibung:1 Online-Ressource
ISBN:9783038974444