Risk Analysis and Portfolio Modelling

David Allen and Elisa Luciano

JRFM, 2019, vol. 12, issue 4, 1-4

Abstract: Financial risk measurement is a challenging task because both the types of risk and their measurement techniques evolve quickly. This book collects a number of novel contributions for the measurement of financial risk, which addresses partially explored risks or risk takers in a wide variety of empirical contexts.

Keywords: risk analysis; portfolio analysis; risk attribution (search for similar items in EconPapers)
JEL-codes: C E F2 F3 G (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (3)

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