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  • English  (3)
  • 2010-2014  (3)
  • 1930-1934
  • Basingstoke [u.a.] : Palgrave Macmillan  (2)
  • London : Palgrave Macmillan  (1)
  • Birmingham, AL, USA : EBSCO Industries, Inc.
  • Boston, MA : Safari
  • Accounting  (3)
  • Economics  (3)
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  • English  (3)
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  • Economics  (3)
  • 1
    Online Resource
    Online Resource
    Retail Credit Risk Management (2013)
    London : Palgrave Macmillan
    Details
    ISBN: 9781137006769
    Language: English
    Pages: Online-Ressource (XV, 236 p, online resource)
    Series Statement: Palgrave Macmillan Studies in Banking and Financial Institutions
    Series Statement: SpringerLink
    Series Statement: Bücher
    Series Statement: Springer ebook collection / Palgrave Economics and Finance Collection 2000 - 2013
    Parallel Title: Erscheint auch als
    RVK:
    QK 320
    Keywords: Business ; Business and Management ; Accounting ; Bookkeeping ; Business enterprises Finance ; Management ; Finance ; Investment banking ; Securities ; Risk management ; Kreditrisiko ; Risikomanagement
    Abstract: Introducing the fundamentals of retail credit risk management, this book provides a broad and applied investigation of the related modeling theory and methods, and explores the interconnections of risk management, by focusing on retail and the constant reference to the implications of the financial crisis for credit risk management
    DOI: 10.1057/9781137006769
    URL: Volltext  (lizenzpflichtig)
    URL: Volltext  (Deutschlandweit zugänglich)
    URL: Volltext
    URL: Volltext
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    Online Resource
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    MPI Ethno. Forsch.
  • 2
    Online Resource
    Online Resource
    Crisis, risk and stability in financial markets (2013)
    Basingstoke [u.a.] : Palgrave Macmillan
    Details
    Language: English
    Pages: XIV, 234 S.
    Series Statement: Palgrave Macmillan studies in banking and financial institutions
    Parallel Title: Print version Crisis, Risk and Stability in Financial Markets
    RVK:
    QK 600
    Keywords: Accounting ; Bookkeeping ; Business enterprises Finance ; Finance ; Banks and banking ; Investment banking ; Securities ; Macroeconomics ; Europa ; Kreditwesen ; Risikomanagement ; Regulierung ; Finanzkrise ; Aufsatzsammlung
    Abstract: This book presents an in-depth appreciation of key topics related to the behaviour of financial institutions in the crisis and stresses areas of major research interest. It covers a selection of papers specialising ranging from the analysis of bank and stock market performance in the crisis, to other areas such as microinsurance and social lending
    Abstract: This book presents an in-depth appreciation of key topics related to the behaviour of financial institutions in the crisis and stresses areas of major research interest. It covers a selection of papers specialising ranging from the analysis of bank and stock market performance in the crisis, to other areas such as microinsurance and social lending
    Description / Table of Contents: Cover; Title; Copyright; Contents; List of Illustrations; Notes on Contributors; Introduction; 1 Financial Stability and Economic Growth; 2 Financial Crisis and EU Banks' Performance; 3 Diversification, Diversity and Systemic Risk in European Banking; 4 Basel III, Pillar 2: The Role of Banks' Internal Control Systems; 5 Shadow Banking and Systemic Risk: In Search of Regulatory Solutions; 6 Social Lending in Europe: Structures, Regulation and Pricing Models; 7 Banks' Ratings, the Financial Crisis and Size of Entities; 8 Stock Exchange Mergers in the Aftermath of the Crisis: New Insights
    Description / Table of Contents: 9 Sustainability and Financial Inclusion in MicroinsuranceIndex
    Note: Description based upon print version of record
    DOI: 10.1057/9781137001832
    URN: 10.1057/9781137001832
    URL: Volltext
    URL: Volltext
    URL: Volltext  (lizenzpflichtig)
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    Online Resource
    MPI Ethno. Forsch.
  • 3
    Online Resource
    Online Resource
    Understanding investment funds : insights from performance and risk analysis (2013)
    Basingstoke [u.a.] : Palgrave Macmillan
    Details
    ISBN: 9781137273604
    Language: English
    Pages: XIII, 179 S.
    Edition: Online-Ausg. 2013 Electronic reproduction; Available via World Wide Web
    Parallel Title: Print version Understanding Investment Funds : Insights from Performance and Risk Analysis
    RVK:
    QK 530
    Keywords: Finance ; Accounting ; Bookkeeping ; Business enterprises Finance ; Banks and banking ; Investment banking ; Securities ; Risk management ; Economics ; Management science
    Abstract: In light of recent financial crises, the role of investment funds is a recurring subject for discussion. Traditional methods must be adapted with the objective to strengthen scientific knowledge of investment funds. This book provides new insights, ideas and empirical evidence to improve tools and methods for fund performance analysis
    Description / Table of Contents: ""Cover""; ""Title""; ""Copyright""; ""Contents""; ""List of Figures""; ""List of Tables""; ""Acknowledgments""; ""Notes on Contributors""; ""Introduction""; ""Part I New Performance Measure Methodologies""; ""Is There a Link between Past Performance and Fund Failure?""; ""1.1 Introduction""; ""1.2 Data and variable construction""; ""1.2.1 Data""; ""1.2.2 Selection of relevant performance measures""; ""1.3 The link between fund performance and subsequent disappearance""; ""1.3.1 Global results""; ""1.3.2 Specific aspects of predictability""; ""1.4 Conclusion""
    Description / Table of Contents: ""The Fund Synthetic Index: An Alternative Benchmark for Mutual Funds""""2.1 Introduction""; ""2.2 Methodology and data""; ""2.2.1 Fund synthetic index construction""; ""2.2.2 Data""; ""2.3 Results""; ""2.3.1 A statistical comparison""; ""2.3.2 Value at Risk analysis""; ""2.3.3 Correlation issues""; ""2.4 Conclusion""; ""Hedge Funds Risk-adjusted Performance Evaluation: A Fuzzy Set Theory-Based Approach""; ""3.1 Introduction""; ""3.2 Theoretical background and definitions""; ""3.3 Possibilistic performance and application""; ""3.3.1 Definitions""; ""3.3.2 Empirical study""
    Description / Table of Contents: ""3.4 Concluding remarks""""Part II Advanced Risk Analyses and Modeling""; ""Hedge Funds Risk Measurement in the Presence of Persistence Phenomena""; ""4.1 Introduction""; ""4.2 Value at Risk framework""; ""4.2.1 VaR and financial markets""; ""4.2.2 The benchmark model: RiskMetrics""; ""4.2.3 The ARFIMA-FIAPARCH models""; ""4.3 Model performances""; ""4.3.1 Kupiec's test (1995)""; ""4.3.2 The Manganelli and Engle's test (2004)""; ""4.4 Data and return dynamics analysis""; ""4.4.1 Unit root and stationarity tests""; ""4.4.2 Testing for persistence""
    Description / Table of Contents: ""4.5 Double long memory estimation and prevision""""4.5.1 The ARFIMA-FIGARCH/FIAPARCH models""; ""4.5.2 Backtesting tests""; ""4.6 Conclusion""; ""Conditioned Higher-Moment Portfolio: Optimization Using Optimal Control""; ""5.1 Introduction""; ""5.2 Context""; ""5.2.1 The conditioned portfolio problem""; ""5.2.2 Portfolio optimization involving higher moments of returns""; ""5.2.3 Data""; ""5.3 Results""; ""5.3.1 Mean-kurtosis (MK) optimization""; ""5.3.2 Mean-variance-kurtosis (MVK) optimization""; ""5.3.3 Mean-variance-skewness-kurtosis (MVSK) optimization""; ""5.4 Conclusion""
    Description / Table of Contents: ""The Hazard-Adjusted Portfolio: A New Capital Allocation Scheme from an Extreme-Risk Management Perspective""""6.1 Introduction""; ""6.2 Inferring univariate and multivariate market stability""; ""6.2.1 Filtering for market stability""; ""6.2.2 Pure bivariate MSM""; ""6.2.3 BiMSM crisis indicators""; ""6.3 Multifractal effects in the fund universe""; ""6.3.1 Univariate multifractal effects""; ""6.3.2 Multivariate multifractal effects""; ""6.3.3 Multifractality between pairs of assets""; ""6.3.4 Dynamics of co-movementsthe structural decomposition of correlations""
    Description / Table of Contents: ""6.3.5 Detecting crises based on multifractal dynamics of volatility processes""
    Note: Includes bibliographical references and index , Electronic reproduction; Available via World Wide Web
    DOI: 10.1057/9781137273611
    URN: 10.1057/9781137273611
    URL: Volltext
    URL: Volltext
    URL: Volltext  (lizenzpflichtig)
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    Online Resource
    MPI Ethno. Forsch.
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