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Risk Assessment

Overview of attention for book
Cover of 'Risk Assessment'

Table of Contents

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    Book Overview
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    Chapter 1 Automotive Finance: The Case for an Industry-Specific Approach to Risk Management
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    Chapter 2 Evidence on Time-Varying Factor Models for Equity Portfolio Construction
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    Chapter 3 Time Dependent Relative Risk Aversion
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    Chapter 4 Portfolio Selection with Common Correlation Mixture Models
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    Chapter 5 A New Tempered Stable Distribution and Its Application to Finance
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    Chapter 6 Estimation of α-Stable Sub-Gaussian Distributions for Asset Returns
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    Chapter 7 Risk Measures for Portfolio Vectors and Allocation of Risks
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    Chapter 8 The Road to Hedge Fund Replication: The Very First Steps
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    Chapter 9 Asset Securitisation as a Profits Management Instrument
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    Chapter 10 Recent Advances in Credit Risk Management
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    Chapter 11 Stable ETL Optimal Portfolios and Extreme Risk Management
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    Chapter 12 Pricing Tranches of a CDO and a CDS Index: Recent Advances and Future Research
Attention for Chapter 2: Evidence on Time-Varying Factor Models for Equity Portfolio Construction
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Citations

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Chapter title
Evidence on Time-Varying Factor Models for Equity Portfolio Construction
Chapter number 2
Book title
Risk Assessment
Published by
Physica-Verlag HD, January 2009
DOI 10.1007/978-3-7908-2050-8_2
Book ISBNs
978-3-79-082049-2, 978-3-79-082050-8
Authors

Markus Ebner, Thorsten Neumann

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Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 1 Mendeley reader of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Unknown 1 100%

Demographic breakdown

Readers by professional status Count As %
Other 1 100%
Readers by discipline Count As %
Economics, Econometrics and Finance 1 100%

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