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Innovations in Quantitative Risk Management

Overview of attention for book
Cover of 'Innovations in Quantitative Risk Management'

Table of Contents

  1. Altmetric Badge
    Book Overview
  2. Altmetric Badge
    Chapter 1 A Random Holding Period Approach for Liquidity-Inclusive Risk Management
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    Chapter 2 Regulatory Developments in Risk Management: Restoring Confidence in Internal Models
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    Chapter 3 Model Risk in Incomplete Markets with Jumps
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    Chapter 4 Bid-Ask Spread for Exotic Options under Conic Finance
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    Chapter 5 Derivative Pricing under the Possibility of Long Memory in the supOU Stochastic Volatility Model
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    Chapter 6 A Two-Sided BNS Model for Multicurrency FX Markets
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    Chapter 7 Modeling the Price of Natural Gas with Temperature and Oil Price as Exogenous Factors
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    Chapter 8 Copula-Specific Credit Portfolio Modeling
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    Chapter 9 Implied Recovery Rates—Auctions and Models
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    Chapter 10 Upside and Downside Risk Exposures of Currency Carry Trades via Tail Dependence
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    Chapter 11 Participating Life Insurance Contracts under Risk Based Solvency Frameworks: How to Increase Capital Efficiency by Product Design
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    Chapter 12 Reducing Surrender Incentives Through Fee Structure in Variable Annuities
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    Chapter 13 A Variational Approach for Mean-Variance-Optimal Deterministic Consumption and Investment
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    Chapter 14 Risk Control in Asset Management: Motives and Concepts
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    Chapter 15 Worst-Case Scenario Portfolio Optimization Given the Probability of a Crash
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    Chapter 16 Improving Optimal Terminal Value Replicating Portfolios
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    Chapter 17 Risk and Computation
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    Chapter 18 Extreme Value Importance Sampling for Rare Event Risk Measurement
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    Chapter 19 A Note on the Numerical Evaluation of the Hartman–Watson Density and Distribution Function
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    Chapter 20 Computation of Copulas by Fourier Methods
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    Chapter 21 Goodness-of-fit Tests for Archimedean Copulas in High Dimensions
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    Chapter 22 Duality in Risk Aggregation
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    Chapter 23 Some Consequences of the Markov Kernel Perspective of Copulas
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    Chapter 24 Copula Representations for Invariant Dependence Functions
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    Chapter 25 Nonparametric Copula Density Estimation Using a Petrov–Galerkin Projection
Overall attention for this book and its chapters
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Mentioned by

twitter
2 X users
video
1 YouTube creator

Citations

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7 Dimensions

Readers on

mendeley
89 Mendeley
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Title
Innovations in Quantitative Risk Management
Published by
Springer Proceedings in Mathematics & Statistics, January 2015
DOI 10.1007/978-3-319-09114-3
ISBNs
978-3-31-909113-6, 978-3-31-909114-3
Authors

Kathrin Glau, Matthias Scherer, Rudi Zagst

Editors

Glau, Kathrin, Scherer, Matthias, Zagst, Rudi

X Demographics

X Demographics

The data shown below were collected from the profiles of 2 X users who shared this research output. Click here to find out more about how the information was compiled.
As of 1 July 2024, you may notice a temporary increase in the numbers of X profiles with Unknown location. Click here to learn more.
Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 89 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Mexico 1 1%
Unknown 88 99%

Demographic breakdown

Readers by professional status Count As %
Student > Master 18 20%
Student > Ph. D. Student 11 12%
Student > Bachelor 10 11%
Researcher 8 9%
Other 6 7%
Other 22 25%
Unknown 14 16%
Readers by discipline Count As %
Economics, Econometrics and Finance 19 21%
Engineering 15 17%
Business, Management and Accounting 10 11%
Social Sciences 6 7%
Computer Science 5 6%
Other 16 18%
Unknown 18 20%
Attention Score in Context

Attention Score in Context

This research output has an Altmetric Attention Score of 2. This is our high-level measure of the quality and quantity of online attention that it has received. This Attention Score, as well as the ranking and number of research outputs shown below, was calculated when the research output was last mentioned on 04 November 2019.
All research outputs
#16,151,278
of 25,992,468 outputs
Outputs from Springer Proceedings in Mathematics & Statistics
#1
of 1 outputs
Outputs of similar age
#197,308
of 362,570 outputs
Outputs of similar age from Springer Proceedings in Mathematics & Statistics
#1
of 1 outputs
Altmetric has tracked 25,992,468 research outputs across all sources so far. This one is in the 36th percentile – i.e., 36% of other outputs scored the same or lower than it.
So far Altmetric has tracked 1 research outputs from this source. They receive a mean Attention Score of 1.8. This one scored the same or higher as 0 of them.
Older research outputs will score higher simply because they've had more time to accumulate mentions. To account for age we can compare this Altmetric Attention Score to the 362,570 tracked outputs that were published within six weeks on either side of this one in any source. This one is in the 44th percentile – i.e., 44% of its contemporaries scored the same or lower than it.
We're also able to compare this research output to 1 others from the same source and published within six weeks on either side of this one. This one has scored higher than all of them