Financial Risk Measurement is a challenging task, because both the types of risk and the techniques evolve very quickly. This book collects a number of novel co

Portfolio risk forecasting has been and continues to be an active research field for both academics and practitioners. Almost all institutional investment manag

Investment and risk management problems are fundamental problems for financial institutions and involve both speculative and hedging decisions. A structured app

Effective risk management is essential for the success of large projects built and operated by the Department of Energy (DOE), particularly for the one-of-a-kin

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