Decisions in Banking and Finance
E-Book, Englisch, 286 Seiten, eBook
Reihe: Contributions to Economics
ISBN: 978-3-7908-2050-8
Verlag: Physica
Format: PDF
Kopierschutz: Wasserzeichen (»Systemvoraussetzungen)
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Research
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Weitere Infos & Material
Automotive Finance: The Case for an Industry-Specific Approach to Risk Management.- Evidence on Time-Varying Factor Models for Equity Portfolio Construction.- Time Dependent Relative Risk Aversion.- Portfolio Selection with Common Correlation Mixture Models.- A New Tempered Stable Distribution and Its Application to Finance.- Estimation of ?-Stable Sub-Gaussian Distributions for Asset Returns.- Risk Measures for Portfolio Vectors and Allocation of Risks.- The Road to Hedge Fund Replication: The Very First Steps.- Asset Securitisation as a Profits Management Instrument.- Recent Advances in Credit Risk Management.- Stable ETL Optimal Portfolios and Extreme Risk Management.- Pricing Tranches of a CDO and a CDS Index: Recent Advances and Future Research.