ISBN 13 : 978-1394279685

Sommaire :
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

Langue : Anglais

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Professeur EDHEC : Oui

Propriétaire : Bibliothèque