Making in Economics -- 6. An automated literature analysis on data mining applications to credit risk assessment -- SECTION … III: CREDIT RISK ANALYSIS -- 7. Intelligent credit risk decision support: architecture and implementations -- 8 …. Portfolio selection as a multiperiod choice problem under uncertainty: an interation-based approach -- 10. Handling model risk …

This book is a guide to asset and risk management from a practical point of view. It is centered around two questions … they should not? - How do investors deal with such crises in terms of their risk measurement and management and, as a … market anomalies and historical crashes. It is intended to serve as a comprehensive introduction to asset and risk management …

This book offers a bridge between our current understanding of supply chain risk in practice and theory, and the … monumental shifts caused by the emergence of the fourth industrial revolution. Supply chain risk and its management have … experienced significant attention in scholarship and practice over the past twenty years. Our understanding of supply chain risk …

switching -- Determination of the own funds requirements for the risk of binary options -- Part II: Stock Market Investments … -- Relationships between returns in EU equity markets in 2005-2016: implications for portfolio risk diversification -- The … Ratings -- Different approaches to regulatory capital calculation for operational risk -- Assessment of Systemic Risk in the …

Performance Evaluation -- Selected Algorithms from the Literature -- Proposed Algorithms with Risk Management … problem. He proposes two new competitive online algorithms with risk management, which he evaluates analytically. The author …-the-loser algorithms show the most promising performance when the objective is the maximization of return on investment and risk …

Due to their business activities, banks are exposed to many different risk types. Peter Grundke shows how various risk … exposures can be aggregated to a comprehensive risk position. Furthermore, computational problems of determining a loss … distribution that comprises various risk types are analyzed. PD Dr. Peter Grundke habilitierte am Seminar für Allgemeine …

Overview of Quantitative Finance and Risk Management Research -- Portfolio Theory and Investment Analysis -- Options … and Option Pricing Theory -- Risk Management -- Theory, Methodology, and Applications …, monitor, and mitigate risk, especially in the context of globalization, market volatility, and economic crisis. This three …

The bulk of this volume deals with the four main aspects of risk management: market risk, credit risk, risk management … risk management to diverse business environments. Included are traditional market and credit risk management models such as …