请选择 进入手机版 | 继续访问电脑版
楼主: shyyw
329 3

[投资学] 优质论文集:Risk Analysis and Portfolio Modelling [推广有奖]

  • 2关注
  • 70粉丝

学科带头人

56%

还不是VIP/贵宾

-

威望
0
论坛币
174042 个
通用积分
1007.4156
学术水平
140 点
热心指数
262 点
信用等级
211 点
经验
60373 点
帖子
1634
精华
0
在线时间
2616 小时
注册时间
2005-7-28
最后登录
2021-6-21

shyyw 发表于 2021-6-10 08:56:19 |显示全部楼层

无标题.png


Contents
About the Special Issue Editors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . vii
David Edmund Allen and Elisa Luciano
Risk Analysis and Portfolio Modelling
Reprinted from: J. Risk Financial Manag. 2019, 12, 154, doi:10.3390/jrfm12040154 . . . . . . . . . . 1
Stuart M. Turnbull
Capital Allocation in Decentralized Businesses
Reprinted from: J. Risk Financial Manag. 2018, 11, 82, doi:10.3390/jrfm11040082 . . . . . . . . . . 5
Ching-Chih Wu and Tung-Hsiao Yang
Insider Trading and Institutional Holdings in Seasoned Equity Offerings
Reprinted from: J. Risk Financial Manag. 2018, 11, 53, doi:10.3390/jrfm11030053 . . . . . . . . . . 16
Gabriel Frahm and Ferdinand Huber
The Outperformance Probability of Mutual Funds
Reprinted from: J. Risk Financial Manag. 2019, 12, 108, doi:10.3390/jrfm12030108 . . . . . . . . . . 30
Andrea Bedin, Monica Billio, Michele Costola and Loriana Pelizzon
Credit Scoring in SME Asset-Backed Securities: An Italian Case Study
Reprinted from: J. Risk Financial Manag. 2019, 12, 89, doi:10.3390/jrfm12020089 . . . . . . . . . . 59
A. Ford Ramsey and Barry K. Goodwin
Value-at-Risk and Models of Dependence in the U.S. Federal Crop Insurance Program
Reprinted from: J. Risk Financial Manag. 2019, 12, 65, doi:10.3390/jrfm12020065 . . . . . . . . . . 87
Eduard Krkoska and Klaus Reiner Schenk-Hopp′e
Herding in Smart-Beta Investment Products
Reprinted from: J. Risk Financial Manag. 2019, 12, 47, doi:10.3390/jrfm12010047 . . . . . . . . . . 108
Jane Mpapalika and Christopher Malikane
The Determinants of Sovereign Risk Premium in African Countries
Reprinted from: J. Risk Financial Manag. 2019, 12, 29, doi:10.3390/jrfm12010029 . . . . . . . . . . 122
Kim Hiang Liow, Xiaoxia Zhou, Qiang Li and Yuting Huang
Time–Scale Relationship between Securitized Real Estate and Local Stock Markets: Some
Wavelet Evidence
Reprinted from: J. Risk Financial Manag. 2019, 12, 16, doi:10.3390/jrfm12010016 . . . . . . . . . . 142
Giorgio Arici, Marco Dalai, Riccardo Leonardi and Arnaldo Spalvieri
A Communication Theoretic Interpretation of Modern Portfolio Theory Including Short Sales,
Leverage and Transaction Costs
Reprinted from: J. Risk Financial Manag. 2019, 12, 4, doi:10.3390/jrfm12010004 . . . . . . . . . . . 165
Mats Wilhelmsson and Jianyu Zhao
Risk Assessment of Housing Market Segments: The Lender’s Perspective
Reprinted from: J. Risk Financial Manag. 2018, 11, 69, doi:10.3390/jrfm11040069 . . . . . . . . . . 176
Faiza Sajjad and Muhammad Zakaria
Credit Ratings and Liquidity Risk for the Optimization of Debt Maturity Structure
Reprinted from: J. Risk Financial Manag. 2018, 11, 24, doi:10.3390/jrfm11020024 . . . . . . . . . . 198


Risk Analysis and Portfolio Modelling.pdf (3.91 MB, 需要: 8 个论坛币)














关键词:Portfolio Modelling Portfoli Analysis Analysi

已有 1 人评分论坛币 收起 理由
zhou_yl + 80 精彩帖子

总评分: 论坛币 + 80   查看全部评分

stata SPSS
Ipub 在职认证  发表于 2021-6-10 14:08:43 |显示全部楼层
感谢楼主分享优质文章~~
回复

使用道具 举报

zhou_yl 发表于 2021-6-10 18:08:11 |显示全部楼层
谢谢楼主分享
回复

使用道具 举报

三重虫 发表于 2021-6-17 17:57:01 |显示全部楼层
回复

使用道具 举报

您需要登录后才可以回帖 登录 | 我要注册

京ICP备16021002-2号 京B2-20170662号 京公网安备 11010802022788号 论坛法律顾问:王进律师 知识产权保护声明   免责及隐私声明

GMT+8, 2021-6-22 01:12