Allen, David||Luciano, Elisa <br/><br/>
Risk Analysis and Portfolio Modelling 

<br/><br/><br/>English[eng] 
<br/><br/><label>Subjects--Topical Terms: </label><br/>risk assessment||mortgage portfolio||insider trade||contagion effect||risk capital||liquidity risk||hedonic modeling||rolling wavelet correlation||inverse coefficient of variation||exchange traded funds||sovereign risk/debt||securitized real estate and local stock markets||portfolio optimization||portfolio analysis||risk premium||performance measurement||risk analysis||contagion||outperformance probability||Sharpe ratio||probability of default||small and medium enterprises||RAROC||sovereign defaults||risk attribution||multiresolution analysis||credit ratings||debt maturity structure||herding||asset-backed securities||modern portfolio theory||housing segments||analytic hierarchy process||African countries||Asian firms||decentralization||credit scoring||dependence||mutual funds||spillover effect||capital allocation||copulas||matched filter||institutional holding||crop insurance||factor investing||wavelet coherence and phase difference||risk||value-at-risk||rearrangement algorithm