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Econometric Analysis of Financial Data in Risk Management (continuation). Section III: Managing Operational Risk

Fantazzini, Dean - In: Applied Econometrics 11 (2008) 3, pp. 87-122

We continue publishing the four-part consultation of professor of Moscow School of Economics of Lomonosov MSU Dean Fantazzini. The first part, that appeared in 2 (10), 2008 of the journal, dealt with the introduction to the problem (section one: basic concepts and types of financial risks,...

Persistent link: https://www.econbiz.de/10009190191

Financial Applications of Copula-Models

Penikas, H. - In: Journal of the New Economic Association (2010) 7, pp. 24-44

The paper aims at introducing copula-models' concepts and its application to solving such financials programs as risk … measurement, risk hedging, portfolio optimization, derivatives pricing and duration models evaluation. For the purpose the copula … definition is firstly introduced. Then different copula families, model estimation and inference techniques are discussed. A …

Persistent link: https://www.econbiz.de/10008679943

Vysšee obrazovanie i ėkonomičeskoe razvitie regionov Rossii

Ljubimov, Ivan; Jakubovskij, Igor' - In: Ėkonomičeskaja politika 15 (2020) 6, pp. 110-139

Persistent link: https://www.econbiz.de/10012496721

On the possibility of dynamic optimization of output by changing the level of income inequality

Akaev, Askar; Sarygulov, Askar; Sokolov, Valentin - In: Ėkonomičeskaja politika 12 (2017) 6, pp. 8-23

Persistent link: https://www.econbiz.de/10011856218

Economic Development and Environmental Impact Disparities among Russia's Regions

Glazyrina, I.; Zabelina, I.; Klevakina, E. - In: Journal of the New Economic Association (2010) 7, pp. 70-88

production growth over the years 2000-2007. Standard measures of inequality (Lorenz Curve, Gini coefficient, Atkinson index …

Persistent link: https://www.econbiz.de/10008679941