Network Models in Finance: Expanding the Tools for Portfolio and Risk Management.
KONSTANTINOV Gueorgui S. ; FABOZZI Frank J.
2025
340
134.77-KONST
PORTFOLIO MANAGEMENT ; FINANCIAL RISK ; ALGORITHM ; DATA ANALYSIS ; MODELIZATION
No. | Call n° | Bar code | Commentary | |
---|---|---|---|---|
1 | [available] |
ISBN 13 : 978-1394279685
Contents :
Preface
Acknowledgments
About the Authors
Part One
Chapter 1 Introduction
Chapter 2 The Basic Structure of a Network
Chapter 3 Network Properties
Chapter 4 Network Centrality Metrics
Part Two
Chapter 5 Network Modeling
Chapter 6 Foundations for Building Portfolio Networks – Link Prediction and Association Models
Chapter 7 Foundations for Building Portfolio Networks – Statistical and Econometric Models
Chapter 8 Building Portfolio Networks – Probabilistic Models
Chapter 9 Network Processes in Asset Management
Chapter 10 Portfolio Allocation With Networks
Part Three
Chapter 11 Systematic and Systemic Risk, Spillover, and Contagion
Chapter 12 Networks in Risk Management
References
Index
Language : English
Location : Nice Library
Material : Paper
Statement : Présent
Faculty's books : Oui
Owner : Bibliothèque