Recent applications of financial risk modelling and portfolio management:
"This book provides vital research on the use of modern data analysis as well as quantitative methods for developing successful portfolio and risk management techniques. While highlighting topics such as credit scoring, investment strategies, and budgeting, this publication explores diverse mod...
Gespeichert in:
| Weitere Verfasser: | , , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Hershey, Pennsylvania (701 E. Chocolate Avenue, Hershey, Pennsylvania, 17033, USA)
IGI Global
[2021]
|
| Schlagworte: | |
| Online-Zugang: | DE-862 DE-863 |
| Zusammenfassung: | "This book provides vital research on the use of modern data analysis as well as quantitative methods for developing successful portfolio and risk management techniques. While highlighting topics such as credit scoring, investment strategies, and budgeting, this publication explores diverse models for achieving investment goals as well as improving upon traditional financial modelling methods"-- |
| Beschreibung: | 28 PDFs (432 Seiten) Also available in print. |
| Format: | Mode of access: World Wide Web. |
| Bibliographie: | Includes bibliographical references and index. |
| ISBN: | 9781799850847 |
| Zugangseinschränkungen: | Restricted to subscribers or individual electronic text purchasers. |
Internformat
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| 245 | 0 | 0 | |a Recent applications of financial risk modelling and portfolio management |c Tihana éSkrinjarić, Mirjana éCiézmeésija, and Bryan Christiansen, editors. |
| 264 | 1 | |a Hershey, Pennsylvania (701 E. Chocolate Avenue, Hershey, Pennsylvania, 17033, USA) |b IGI Global |c [2021] | |
| 300 | |a 28 PDFs (432 Seiten) | ||
| 336 | |a text |2 rdacontent | ||
| 337 | |a electronic |2 isbdmedia | ||
| 338 | |a online resource |2 rdacarrier | ||
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | |a Chapter 1. Determining expected utility and entropy ratio in the expected utility-entropy decision model for stock selection depending on capital market development -- Chapter 2. Evaluating the efficiency of portfolio-hedging strategies by incorporating third degree stochastic dominance criteria and data envelopment analysis -- Chapter 3. Investigation of the calendar effect: second-order stochastic dominance approach -- Chapter 4. Predicting equity returns in Developed markets -- Chapter 5. Market pricing of bank mas and efficiency in Europe -- Chapter 6. Public debt, cloud computing technology, and leadership crisis in the 21st century: the role of ICT in Nigeria's finance sector -- Chapter 7. Financial linkages and shock spillovers in the countries of Central, Eastern, and South-Eastern Europe: evidence from a global macroeconometric model -- Chapter 8. Quantifying economic uncertainties and risks in the oil and gas industry -- Chapter 9. Risk behavior, country governance, and bank stability in Pakistan -- Chapter 10. Evaluation of alternative approaches in classification algorithms for prediction of stock market index: case of Crobex -- Chapter 11. Connection between bank competition and bank performance in India in light of the reserve bank of India's complaint -- Chapter 12. Estimation of securities positioning efficiency in commercial banks -- Chapter 13. Reevaluating factor models: feature extraction of the factor zoo -- Chapter 14. Riesz potential with logarithmic kernel in generalized h©¶lder spaces: theorems on inversion and isomorphisms -- Chapter 15. Momentum investing across different asset classes -- Chapter 16. Coupon bond duration and convexity analysis: a non-calculus approach -- Chapter 17. Selected applications of grey models in stock price prediction -- Chapter 18. A review of standard spectral risk measures. | |
| 506 | |a Restricted to subscribers or individual electronic text purchasers. | ||
| 520 | 3 | |a "This book provides vital research on the use of modern data analysis as well as quantitative methods for developing successful portfolio and risk management techniques. While highlighting topics such as credit scoring, investment strategies, and budgeting, this publication explores diverse models for achieving investment goals as well as improving upon traditional financial modelling methods"-- |c Provided by publisher. | |
| 530 | |a Also available in print. | ||
| 538 | |a Mode of access: World Wide Web. | ||
| 588 | 0 | |a Description based on title screen (IGI Global, viewed 08/21/2020). | |
| 650 | 0 | |a Financial risk management. | |
| 650 | 0 | |a Portfolio management. | |
| 650 | 7 | |a Financial risk management. |2 fast | |
| 650 | 7 | |a Portfolio management. |2 fast | |
| 653 | |a Budgeting. | ||
| 653 | |a Corporate Risk Modelling. | ||
| 653 | |a Credit Scoring. | ||
| 653 | |a Financial Management. | ||
| 653 | |a Forecasting. | ||
| 653 | |a International Business. | ||
| 653 | |a Investment Strategies. | ||
| 653 | |a Portfolio Analysis. | ||
| 653 | |a Risk Management. | ||
| 653 | |a Shock Spillovers. | ||
| 700 | 1 | |a ,Ci,zme,sija, Mirjana |d 1967- |e editor. | |
| 700 | 1 | |a ,Skrinjarić, Tihana |d 1989- |e editor. | |
| 700 | 1 | |a Christiansen, Bryan |d 1960- |e editor. | |
| 710 | 2 | |a IGI Global, |e publisher. | |
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| 912 | |a ZDB-98-IGB | ||
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Datensatz im Suchindex
| DE-BY-FWS_katkey | ZDB-98-IGB-00244671 |
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| _version_ | 1826942599086211072 |
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| author2 | ,Ci,zme,sija, Mirjana 1967- ,Skrinjarić, Tihana 1989- Christiansen, Bryan 1960- |
| author2_role | edt edt edt |
| author2_variant | c m cm s t st b c bc |
| author_facet | ,Ci,zme,sija, Mirjana 1967- ,Skrinjarić, Tihana 1989- Christiansen, Bryan 1960- |
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| callnumber-first | H - Social Science |
| callnumber-label | HD61 |
| callnumber-raw | HD61 .R43 2021e |
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| contents | Chapter 1. Determining expected utility and entropy ratio in the expected utility-entropy decision model for stock selection depending on capital market development -- Chapter 2. Evaluating the efficiency of portfolio-hedging strategies by incorporating third degree stochastic dominance criteria and data envelopment analysis -- Chapter 3. Investigation of the calendar effect: second-order stochastic dominance approach -- Chapter 4. Predicting equity returns in Developed markets -- Chapter 5. Market pricing of bank mas and efficiency in Europe -- Chapter 6. Public debt, cloud computing technology, and leadership crisis in the 21st century: the role of ICT in Nigeria's finance sector -- Chapter 7. Financial linkages and shock spillovers in the countries of Central, Eastern, and South-Eastern Europe: evidence from a global macroeconometric model -- Chapter 8. Quantifying economic uncertainties and risks in the oil and gas industry -- Chapter 9. Risk behavior, country governance, and bank stability in Pakistan -- Chapter 10. Evaluation of alternative approaches in classification algorithms for prediction of stock market index: case of Crobex -- Chapter 11. Connection between bank competition and bank performance in India in light of the reserve bank of India's complaint -- Chapter 12. Estimation of securities positioning efficiency in commercial banks -- Chapter 13. Reevaluating factor models: feature extraction of the factor zoo -- Chapter 14. Riesz potential with logarithmic kernel in generalized h©¶lder spaces: theorems on inversion and isomorphisms -- Chapter 15. Momentum investing across different asset classes -- Chapter 16. Coupon bond duration and convexity analysis: a non-calculus approach -- Chapter 17. Selected applications of grey models in stock price prediction -- Chapter 18. A review of standard spectral risk measures. |
| ctrlnum | (CaBNVSL)slc00000712 (OCoLC)1141922274 |
| dewey-full | 658.15/5 |
| dewey-hundreds | 600 - Technology (Applied sciences) |
| dewey-ones | 658 - General management |
| dewey-raw | 658.15/5 |
| dewey-search | 658.15/5 |
| dewey-sort | 3658.15 15 |
| dewey-tens | 650 - Management and auxiliary services |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | ZDB-98-IGB-00244671 |
| illustrated | Not Illustrated |
| indexdate | 2025-03-18T14:30:34Z |
| institution | BVB |
| isbn | 9781799850847 |
| language | English |
| oclc_num | 1141922274 |
| open_access_boolean | |
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| owner_facet | DE-862 DE-BY-FWS DE-863 DE-BY-FWS |
| physical | 28 PDFs (432 Seiten) Also available in print. |
| psigel | ZDB-98-IGB FWS_PDA_IGB ZDB-98-IGB |
| publishDate | 2021 |
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| spelling | Recent applications of financial risk modelling and portfolio management Tihana éSkrinjarić, Mirjana éCiézmeésija, and Bryan Christiansen, editors. Hershey, Pennsylvania (701 E. Chocolate Avenue, Hershey, Pennsylvania, 17033, USA) IGI Global [2021] 28 PDFs (432 Seiten) text rdacontent electronic isbdmedia online resource rdacarrier Includes bibliographical references and index. Chapter 1. Determining expected utility and entropy ratio in the expected utility-entropy decision model for stock selection depending on capital market development -- Chapter 2. Evaluating the efficiency of portfolio-hedging strategies by incorporating third degree stochastic dominance criteria and data envelopment analysis -- Chapter 3. Investigation of the calendar effect: second-order stochastic dominance approach -- Chapter 4. Predicting equity returns in Developed markets -- Chapter 5. Market pricing of bank mas and efficiency in Europe -- Chapter 6. Public debt, cloud computing technology, and leadership crisis in the 21st century: the role of ICT in Nigeria's finance sector -- Chapter 7. Financial linkages and shock spillovers in the countries of Central, Eastern, and South-Eastern Europe: evidence from a global macroeconometric model -- Chapter 8. Quantifying economic uncertainties and risks in the oil and gas industry -- Chapter 9. Risk behavior, country governance, and bank stability in Pakistan -- Chapter 10. Evaluation of alternative approaches in classification algorithms for prediction of stock market index: case of Crobex -- Chapter 11. Connection between bank competition and bank performance in India in light of the reserve bank of India's complaint -- Chapter 12. Estimation of securities positioning efficiency in commercial banks -- Chapter 13. Reevaluating factor models: feature extraction of the factor zoo -- Chapter 14. Riesz potential with logarithmic kernel in generalized h©¶lder spaces: theorems on inversion and isomorphisms -- Chapter 15. Momentum investing across different asset classes -- Chapter 16. Coupon bond duration and convexity analysis: a non-calculus approach -- Chapter 17. Selected applications of grey models in stock price prediction -- Chapter 18. A review of standard spectral risk measures. Restricted to subscribers or individual electronic text purchasers. "This book provides vital research on the use of modern data analysis as well as quantitative methods for developing successful portfolio and risk management techniques. While highlighting topics such as credit scoring, investment strategies, and budgeting, this publication explores diverse models for achieving investment goals as well as improving upon traditional financial modelling methods"-- Provided by publisher. Also available in print. Mode of access: World Wide Web. Description based on title screen (IGI Global, viewed 08/21/2020). Financial risk management. Portfolio management. Financial risk management. fast Portfolio management. fast Budgeting. Corporate Risk Modelling. Credit Scoring. Financial Management. Forecasting. International Business. Investment Strategies. Portfolio Analysis. Risk Management. Shock Spillovers. ,Ci,zme,sija, Mirjana 1967- editor. ,Skrinjarić, Tihana 1989- editor. Christiansen, Bryan 1960- editor. IGI Global, publisher. (Original) (DLC)2020004160 Print version: 1799850838 9781799850830 (DLC) 2020004160 |
| spellingShingle | Recent applications of financial risk modelling and portfolio management Chapter 1. Determining expected utility and entropy ratio in the expected utility-entropy decision model for stock selection depending on capital market development -- Chapter 2. Evaluating the efficiency of portfolio-hedging strategies by incorporating third degree stochastic dominance criteria and data envelopment analysis -- Chapter 3. Investigation of the calendar effect: second-order stochastic dominance approach -- Chapter 4. Predicting equity returns in Developed markets -- Chapter 5. Market pricing of bank mas and efficiency in Europe -- Chapter 6. Public debt, cloud computing technology, and leadership crisis in the 21st century: the role of ICT in Nigeria's finance sector -- Chapter 7. Financial linkages and shock spillovers in the countries of Central, Eastern, and South-Eastern Europe: evidence from a global macroeconometric model -- Chapter 8. Quantifying economic uncertainties and risks in the oil and gas industry -- Chapter 9. Risk behavior, country governance, and bank stability in Pakistan -- Chapter 10. Evaluation of alternative approaches in classification algorithms for prediction of stock market index: case of Crobex -- Chapter 11. Connection between bank competition and bank performance in India in light of the reserve bank of India's complaint -- Chapter 12. Estimation of securities positioning efficiency in commercial banks -- Chapter 13. Reevaluating factor models: feature extraction of the factor zoo -- Chapter 14. Riesz potential with logarithmic kernel in generalized h©¶lder spaces: theorems on inversion and isomorphisms -- Chapter 15. Momentum investing across different asset classes -- Chapter 16. Coupon bond duration and convexity analysis: a non-calculus approach -- Chapter 17. Selected applications of grey models in stock price prediction -- Chapter 18. A review of standard spectral risk measures. Financial risk management. Portfolio management. Financial risk management. fast Portfolio management. fast |
| title | Recent applications of financial risk modelling and portfolio management |
| title_auth | Recent applications of financial risk modelling and portfolio management |
| title_exact_search | Recent applications of financial risk modelling and portfolio management |
| title_full | Recent applications of financial risk modelling and portfolio management Tihana éSkrinjarić, Mirjana éCiézmeésija, and Bryan Christiansen, editors. |
| title_fullStr | Recent applications of financial risk modelling and portfolio management Tihana éSkrinjarić, Mirjana éCiézmeésija, and Bryan Christiansen, editors. |
| title_full_unstemmed | Recent applications of financial risk modelling and portfolio management Tihana éSkrinjarić, Mirjana éCiézmeésija, and Bryan Christiansen, editors. |
| title_short | Recent applications of financial risk modelling and portfolio management |
| title_sort | recent applications of financial risk modelling and portfolio management |
| topic | Financial risk management. Portfolio management. Financial risk management. fast Portfolio management. fast |
| topic_facet | Financial risk management. Portfolio management. |
| work_keys_str_mv | AT cizmesijamirjana recentapplicationsoffinancialriskmodellingandportfoliomanagement AT skrinjarictihana recentapplicationsoffinancialriskmodellingandportfoliomanagement AT christiansenbryan recentapplicationsoffinancialriskmodellingandportfoliomanagement AT igiglobal recentapplicationsoffinancialriskmodellingandportfoliomanagement |