Catálogo de publicaciones - libros

Palabras clave – provistas por la editorial

growth optimal portfolio; Wishart model; conditional Value-at-Risk (CoVaR); systemic risk; utility functions; current drawdown; risk measure; risk-based portfolios; capital market pricing model; systemic risk measures; Big Data; International Financial Reporting Standard 9; cartography; stock prices; copula models; CoVaR; quantitative risk management; auto-regressive; fractional Kelly allocation; independence assumption; deep learning; structural models; financial regulation; data science; efficient frontier; weighted logistic regression; estimation error; financial markets; capital allocation; multi-step ahead forecasts; target matrix; value at risk; random matrices; credit risk; portfolio theory; convex programming; admissible convex risk measures; non-stationarity; financial mathematics; quantile regression; Markowitz portfolio theory; shrinkage; loss given default; ordered probit