Computational Methods for Risk Management in Economics and Finance
Author(s)
Resta, MarinaKeywords
HG1-9999growth optimal portfolio
Wishart model
conditional Value-at-Risk (CoVaR)
systemic risk
utility functions
current drawdown
risk measure
risk-based portfolios
capital market pricing model
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https://directory.doabooks.org/handle/20.500.12854/43705https://mdpi.com/books/pdfview/book/2159
Abstract
At present, computational methods have received considerable attention in economics and finance as an alternative to conventional analytical and numerical paradigms. This Special Issue brings together both theoretical and application-oriented contributions, with a focus on the use of computational techniques in finance and economics. Examined topics span on issues at the center of the literature debate, with an eye not only on technical and theoretical aspects but also very practical cases.Date
2021-02-11Type
bookIdentifier
oai:directory.doabooks.org:20.500.12854/4370545985
9783039284993
9783039284986
https://directory.doabooks.org/handle/20.500.12854/43705
https://mdpi.com/books/pdfview/book/2159
10.3390/books978-3-03928-499-3