UID:
kobvindex_INT0004369
Format:
1 electronic resource (vii, 213 pages) :
,
illustrations.
ISBN:
9783039216246
,
3039216244
,
9783039216253
,
3039216252
ISSN:
1911-8074
Series Statement:
Journal of risk and financial management ; 12, special issue
Content:
MACHINE-GENERATED SUMMARY NOTE: "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."
Content:
MACHINE-GENERATED SUMMARY NOTE: "In a special issue of the Journal of Risk and Financial Management, there was a call for contributions within the broad topic of portfolio analysis. This topic includes any novel, theoretical, or empirical research application in the area of portfolio analysis. This book collects a number of novel contributions for the measurement of financial risk, which address partially explored risks or risk takers in a wide variety of empirical contexts. Financial risk measurement is a challenging task because both the types of risk and their measurement techniques evolve quickly. The more theoretical contributions in the book include an adjusted present value (APV) model of capital allocation for decentralized businesses. Further, it includes an integration of communication regarding theoretic models and portfolio theory. At the opposite end of the spectrum, this collection includes a study that details the links between insider trading and institutional holdings in the context of United States (US) equity issues (SEOs). A number of issues relating to portfolio risk and performance are addressed in this volume. Apart from the construction of novel portfolio performance benchmarks, these include various aspects of default rates, probability of loss, and loss distributions on small enterprise loans. Further, value-at-risk (VaR) is examined in the context of crop insurance programs, as is herding in smart beta investments and determinants of sovereign risk premiums. There are two contributions regarding real estate markets that include the analysis of links between real estate and stock markets, plus the analysis of risk in Sweden housing market segments. "
Note:
EDITORIAL NOTE: "This is a reprint of articles from the Special Issue published online in the open access journal Journal of Risk and Financial Management (ISSN 1911-8074) from 2018 to 2019 (available at: https://www.mdpi.com/journal/jrfm/special issues/risk analysis)." -- Title page verso.
Language:
English
Keywords:
Edited volumes
DOI:
https://doi.org/10.3390/books978-3-03921-625-3
