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Dynamic fractal asset pricing model for financial risk evaluation

Conti, Bruno de; Gisin, Vladimir; Yarygina, Irina - In: Risk assessment and financial regulation in emerging …, (pp. 355-367). 2021

This article is dedicated to the assessment of the dynamic fractional asset pricing model for financial risk evaluation and the use of the fractal markets theory to mathematically predict the price dynamics of assets as part of a financial risk management strategy. The article identifies...

Persistent link: https://www.econbiz.de/10012591785

Application of digital twin of an enterprise in the context of implementation of the sustainable development concept in financial management

Kunin, Vladimir A.; Ryskov, Igor E. - In: Finance, Economics, and Industry for Sustainable …, (pp. 79-92). 2024

Persistent link: https://www.econbiz.de/10014577977

Preface: Decision making and risk/return optimization in financial economics

AitSahlia, Farid; Barone-Adesi, Giovanni; Clark, Ephraim; … - In: Decision making and risk/return optimization in …, (pp. 1-2). 2019

Persistent link: https://www.econbiz.de/10012127903

Systemic risk and financial interconnectedness : network measures and the impact of the indirect effect

Billio, Monica; Costola, Michele; Panzica, Roberto; … - In: Systemic risk tomography : signals, measurement and …, (pp. 43-72). 2017

Persistent link: https://www.econbiz.de/10011617884

Are critical slowing down indicators useful to detect financial crises?

Gatfaoui, Hayette; Nagot, Isabelle; De Peretti, Philippe - In: Systemic risk tomography : signals, measurement and …, (pp. 73-93). 2017

Persistent link: https://www.econbiz.de/10011617887

Onset of financial instability studied via agent-based models

Liu, Yi-Fang; Andersen, Jørgen Vitting; De Peretti, … - In: Systemic risk tomography : signals, measurement and …, (pp. 95-125). 2017

Persistent link: https://www.econbiz.de/10011617889

Score-driven systemic risk signaling for European sovereign bond yields and CDS spreads

Lange, Rutger-Jan; Lucas, André; Siegmann, Adriaan Hendrik - In: Systemic risk tomography : signals, measurement and …, (pp. 129-150). 2017

Persistent link: https://www.econbiz.de/10011617892

Bayesian selection of systemic risk networks

Ahelegbey, Daniel Felix; Giudici, Paolo - In: Bayesian model comparison, (pp. 117-153). 2014

Persistent link: https://www.econbiz.de/10010465208

ARCH/GARCH models in applied financial econometrics

Engle, Robert F.; Focardi, Sergio; Fabozzi, Frank J. - 2008

Persistent link: https://www.econbiz.de/10003765831

Systemic risk and financial interconnectedness : network measures and the impact of the indirect effect

Billio, Monica; Costola, Michele; Panzica, Roberto Calogero - In: Network connectivity, systematic and systemic risk, (pp. 182-206). 2018

Persistent link: https://www.econbiz.de/10012305842