Recent Applications of Financial Risk Modelling and Portfolio Management

Recent Applications of Financial Risk Modelling and Portfolio Management

Release Date: September, 2020|Copyright: © 2021 |Pages: 432
DOI: 10.4018/978-1-7998-5083-0
ISBN13: 9781799850830|ISBN10: 1799850838|EISBN13: 9781799850847
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Description & Coverage
Description:

In today’s financial market, portfolio and risk management are facing an array of challenges. This is due to increasing levels of knowledge and data that are being made available that have caused a multitude of different investment models to be explored and implemented. Professionals and researchers in this field are in need of up-to-date research that analyzes these contemporary models of practice and keeps pace with the advancements being made within financial risk modelling and portfolio control.

Recent Applications of Financial Risk Modelling and Portfolio Management is a pivotal reference source that provides vital research on the use of modern data analysis as well as quantitative methods for developing successful portfolio and risk management techniques. While highlighting topics such as credit scoring, investment strategies, and budgeting, this publication explores diverse models for achieving investment goals as well as improving upon traditional financial modelling methods. This book is ideally designed for researchers, financial analysts, executives, practitioners, policymakers, academicians, and students seeking current research on contemporary risk management strategies in the financial sector.

Coverage:

The many academic areas covered in this publication include, but are not limited to:

  • Budgeting
  • Corporate Risk Modelling
  • Credit Scoring
  • Financial Management
  • Forecasting
  • International Business
  • Investment Strategies
  • Portfolio Analysis
  • Risk Management
  • Shock Spillovers
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Editor/Author Biographies

Tihana Škrinjarić, PhD, is employed as an assistant professor at the Department of Mathematics at the Faculty of Economics and Business of the University of Zagreb. Her research areas are risk management, econometrics and financial economics, with special focus on regime switching methodology and portfolio management. She has published more than 80 publications in the abovementioned research areas; she has participated at dozen of international conferences on econometrics and operational research. Tihana has been a member of the Croatian Operational Research Society and the Croatian Statistical Association.

Mirjana Čižmešija, PhD, is a full professor at the Department of Statistics, Faculty of Economics and Business Zagreb (FEB). Her doctoral thesis titled Statistical and methodological background of business tendency surveys was defended in 2001 at FEB. Her research interests include business and consumer surveys, statistical methods for management decision-making and business forecasting. She has been working on numerous research projects, out of which, founded by the Croatian Science Foundation, stand out: The role of economic sentiment in explaining macroeconomic trends: methodological improvements and new areas of application (as a project leader) and Economic sentiment: statistical, political, behavioural, and media aspects of its influence on economic activity (as a researcher). She has published more than 100 scientific articles and studies. She has been a reviewer for many respectable international journals, some of which are Quality & Quantity, Economic Research and The World Economy. She is a member of the review panels by Croatian Science Foundation and by the Swiss National Science Foundation and the member of the editorial board of several scientific journals and conferences. She was the Head of the Department of statistics and the president of the FEB Graduate studies committee.

Bryan Christiansen is the Chief Executive Officer of Tactical Systems, LLC in Indiana, USA. A former business lecturer at universities in Russia, Turkey, and the USA, he has traveled to 41 countries where he has conducted international business since 1985 in multiple languages and various industries with Global 500 firms and smaller. Christiansen received his Bachelor of Science degree in Marketing at the University of the State of New York in 1996 and his MBA degree at Capella University in 2003. The author of 29 Scopus-indexed Reference books on business, cultural studies, economics, and psychology, he is fluent in Chinese, Japanese, Spanish, and Turkish. Christiansen is currently working with a Russian theoretical mathematician on a new economic model for developing nations.

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