Difference between revisions of "Template:Financial risk"

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imported>Mersenne56
(Added a number of examples to the "Modeling" section)
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| group2 = [[Financial risk modeling|Modeling]]
 
| group2 = [[Financial risk modeling|Modeling]]
 
| list2  =  
 
| list2  =  
 +
* [[Black–Scholes model]]
 +
* [[Expected shortfall|Conditional Value-at-Risk (CVaR)]]
 +
* [[Copula (probability theory)|Copula]]
 +
* [[First-hitting-time model]]
 
* [[Market portfolio]]
 
* [[Market portfolio]]
 
* [[Modern portfolio theory]]
 
* [[Modern portfolio theory]]
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* [[Sharpe ratio]]
 
* [[Sharpe ratio]]
 
* [[Sortino ratio]]
 
* [[Sortino ratio]]
 +
* [[Survival analysis]] ([[Proportional hazards model]])
 
* [[Value at risk|Value-at-Risk (VaR)]] and extensions [[Profit at risk]], [[Margin at risk]], [[Liquidity at risk]]
 
* [[Value at risk|Value-at-Risk (VaR)]] and extensions [[Profit at risk]], [[Margin at risk]], [[Liquidity at risk]]
  

Revision as of 08:57, 14 March 2020