Review Papers for Journal of Risk and Financial Management (JRFM)

The Journal of Risk and Financial Management (JRFM) was inaugurated in 2008 and has successfully continued publishing, with Volume 13 in 2020. Since the journal was established, JRFM has published in excess of 580 topical and interesting theoretical and empirical papers in financial economics, finan...

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Detalles Bibliográficos
Otros Autores:	McAleer, Michael (Editor)
Formato:	Libro electrónico
Idioma:	Inglés
Publicado:	Basel, Switzerland MDPI - Multidisciplinary Digital Publishing Institute 2020
Materias:	Technology: general issues big data computational science economics finance management theoretical models econometric and statistical models applications bank regulation capital adequacy standards regulatory complexity US banking crises supply chain management supply chain finance working capital factors outcomes solutions optimisation portfolio selection risk measure fat tail Copula shrinkage semi-variance CVaR excess returns efficient market hypothesis data snooping investment and capital markets market efficiency price-volume adaptive market hypothesis time-varying or adaptive market efficiency cross section of country equity returns country-level stock market anomalies empirical asset pricing international equity markets return predictability bank regulatory capital requirements marketing psychology price-volume relationship adaptive market efficiency covariance matrix estimation portfolio risk measurement stock investment country equity returns
Ver en Biblioteca Universitat Ramon Llull:	https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009655017206719