Quantitative Financial Risk Management
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19

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2

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Published By John Wiley & Sons, Inc

9781119080305, 9781118738184

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Frontmatter

Quantitative Financial Risk Management ◽

10.1002/9781119080305.fmatter ◽

2015 ◽

pp. i-xx

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Predicting Credit Ratings Using a Robust Multicriteria Approach

Quantitative Financial Risk Management ◽

10.1002/9781119080305.ch12 ◽

2015 ◽

pp. 312-334 ◽

Cited By ~ 1

Author(s):

Constantin Zopounidis

Keyword(s):

Credit Ratings

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Glossary

Quantitative Financial Risk Management ◽

10.1002/9781119080305.gloss ◽

2015 ◽

pp. 413-419

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Risk Measures and Management in the Energy Sector

Quantitative Financial Risk Management ◽

10.1002/9781119080305.ch6 ◽

2015 ◽

pp. 126-151

Author(s):

Marida Bertocchi ◽

Rosella Giacometti ◽

Maria Teresa Vespucci

Keyword(s):

Risk Measures ◽

Energy Sector

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Nonperforming Loans in the Bank Production Technology

Quantitative Financial Risk Management ◽

10.1002/9781119080305.ch3 ◽

2015 ◽

pp. 46-70

Author(s):

Hirofumi Fukuyama ◽

William L. Weber

Keyword(s):

Production Technology ◽

Nonperforming Loans

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Accounting Information in the Prediction of Securities Class Actions

Quantitative Financial Risk Management ◽

10.1002/9781119080305.ch15 ◽

2015 ◽

pp. 372-397

Author(s):

Vassiliki Balla

Keyword(s):

Accounting Information ◽

Class Actions

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Covariance Specification Tests for Multivariate GARCH Models

Quantitative Financial Risk Management ◽

10.1002/9781119080305.ch14 ◽

2015 ◽

pp. 364-371

Author(s):

Gregory Koutmos

Keyword(s):

Multivariate Garch ◽

Garch Models ◽

Specification Tests ◽

Multivariate Garch Models

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Statistical Properties and Tests of Efficient Frontier Portfolios

Quantitative Financial Risk Management ◽

10.1002/9781119080305.ch9 ◽

2015 ◽

pp. 242-269

Author(s):

C J Adcock

Keyword(s):

Efficient Frontier ◽

Statistical Properties

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Portfolio Optimization and Transaction Costs

Quantitative Financial Risk Management ◽

10.1002/9781119080305.ch8 ◽

2015 ◽

pp. 212-241 ◽

Cited By ~ 7

Author(s):

Renata Mansini ◽

Wlodzimierz Ogryczak ◽

M. Grazia Speranza

Keyword(s):

Transaction Costs ◽

Portfolio Optimization

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Index

Quantitative Financial Risk Management ◽

10.1002/9781119080305.index ◽

2015 ◽

pp. 421-428 ◽

Cited By ~ 2

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