Financial, Economic and Behavioral Aspects to Risk Management

ISBN-13: 9783659808555 / Angielski / Miękka / 2015 / 72 str.

Schlender Sergio Guilherme;Righi Marcelo Brutti;Ceretta Paulo Sergio

Opis

The book introduces financial, economic and behavioral contributions to risk management. Chapters highlight the use of Pair Copula Constructions to portfolio optimization, the connection between risk models and transaction cost economics, and the herding behavior in future markets that provide new insights to diversification of portfolios, financial risk estimation, behavior of financial institutions and investor strategies.

O autorze

Sergio Guilherme Schlender is professor of Farroupilha Federal Institute at Santa Rosa. He has a Master degree in Organizational Management at Federal University of Santa Maria. His present publications and recent contributions are in the area of Financial econometrics.