An application of the IFM method for the risk assessment of financial instruments
Year of publication: |
2023
|
---|---|
Authors: | Pons, Adrià ; Cristobal-Fransi, Eduard ; Vintrò, Carla ; Torrento Rius, Josep ; Querol, Oriol ; Vilaplana, Jordi |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 61.2023, 1, p. 295-315
|
Subject: | Behavioral finance | GARCH | Monte carlo | Risk simulation | Risk tolerance | Smart banking | t-Copula | VaR | Risikomaß | Risk measure | Risikomanagement | Risk management | Monte-Carlo-Simulation | Monte Carlo simulation | Bankrisiko | Bank risk | Anlageverhalten | Behavioural finance | Risiko | Risk | ARCH-Modell | ARCH model | Simulation | Risikopräferenz | Risk attitude |
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