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  200919s2020 xx o ||| 0 engd

• 020

  ▼a  1799850854

• 020

  ▼a  9781799850854
  ▼q  (electronic bk.)

• 035

  ▼a  2578685
  ▼b  (N$T)

• 035

  ▼a  (OCoLC)1193115368

• 040

  ▼a  EBLCP
  ▼b  eng
  ▼c  EBLCP
  ▼d  N$T
  ▼d  248023

• 049

  ▼a  MAIN

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  ▼a  HD61 .R426

• 082

  ▼a  658.15/5
  ▼2  23

• 100

  ▼a  Skrinjarić, Tihana.

• 245

  ▼a  Recent Applications of Financial Risk Modelling and Portfolio Management
  ▼h  [electronic resource].

• 260

  ▼a  Hershey:
  ▼b  IGI Global,
  ▼c  2020.

• 300

  ▼a  1 online resource (457 p.).

• 500

  ▼a  Description based upon print version of record.

• 505

  ▼a  Title Page -- Copyright Page -- Book Series -- Editorial Advisory Board -- Table of Contents -- Detailed Table of Contents -- Foreword -- Preface -- Acknowledgment -- 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

• 505

  ▼a  Chapter 4: Predicting Equity Returns in Developed Markets -- Chapter 5: Market Pricing of Bank M&As and Efficiency in Europe -- Chapter 6: Public Debt, Cloud Computing Technology, and Leadership Crisis in the 21st Century -- Chapter 7: Financial Linkages and Shock Spillovers in the Countries of Central, Eastern, and South-Eastern Europe -- Chapter 8: Quantifying Economic Uncertainties and Risks in the Oil and Gas Industry -- Chapter 9: Risk Behavior, Country Governance, and Bank Stability in Pakistan

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  ▼a  Chapter 10: Evaluation of Alternative Approaches in Classification Algorithms for Prediction of Stock Market Index -- 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 -- Chapter 14: Riesz Potential With Logarithmic Kernel in Generalized Hölder Spaces -- Chapter 15: Momentum Investing Across Different Asset Classes -- Chapter 16: Coupon Bond Duration and Convexity Analysis

• 505

  ▼a  Chapter 17: Selected Applications of Grey Models in Stock Price Prediction -- Chapter 18: A Review of Standard Spectral Risk Measures -- Compilation of References -- About the Contributors -- Index

• 520

  ▼a  In today's financial market, portfolio and risk management are facing an array of challenges. This is due to increasing levels of knowledge and data that are being made available that have caused a multitude of different investment models to be explored and implemented. Professionals and researchers in this field are in need of up-to-date research that analyzes these contemporary models of practice and keeps pace with the advancements being made within financial risk modelling and portfolio control. Recent Applications of Financial Risk Modelling and Portfolio Management is a pivotal reference.

• 590

  ▼a  Added to collection customer.56279.3

• 650

  ▼a  Financial risk management.

• 650

  ▼a  Portfolio management.

• 655

  ▼a  Electronic books.

• 700

  ▼a  Čizmesija, Mirjana.

• 700

  ▼a  Christiansen, Bryan.

• 776

  ▼i  Print version:
  ▼a  Skrinjarić, Tihana
  ▼t  Recent Applications of Financial Risk Modelling and Portfolio Management.
  ▼d  Hershey : IGI Global,c2020,
  ▼z  9781799850830

• 852

  ▼a  NA000000
  ▼b  00000140

• 856

  ▼3  EBSCOhost
  ▼u  https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=2578685

• 938

  ▼a  ProQuest Ebook Central
  ▼b  EBLB
  ▼n  EBL6317742

• 938

  ▼a  EBSCOhost
  ▼b  EBSC
  ▼n  2578685

• 990

  ▼a  최영란

• 991

  ▼a  eBook

• 994

  ▼a  92
  ▼b  N$T