Open Access Book
Open Access Book image

Risk Analysis and Portfolio Modelling


Author: Allen, David, Luciano, Elisa
Source: Directory of Open Access Books
Publisher: MDPI - Multidisciplinary Digital Publishing Institute
ISBN: 9783039216253||9783039216246
Creative Commons Attribution-NonCommercial-NoDerivs Image

Share

Description
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.