Liquidity Dynamics and Risk Modeling : Navigating Trading and Investment Portfolios Frontiers with Machine Learning Algorithms

by Mazin A.M. Al Janabi

Chapter 1: Beyond the Surface: In-depth Perspectives on Liquidity and Risk Frontiers -- Chapter 2: Unlocking the Microstructure of Liquidity Risk: Understanding Interactions with other Financial Risks and Best Practices in Oversight and Governance -- Chapter 3: Crises to Opportunities: Derivatives Trading, Liquidity Management, and Risk Mitigation Strategies in Emerging Markets -- Chapter 4: Insights into Liquidity Dynamics: Optimizing Asset Allocation and Portfolio Risk Management with Machine Learning Algorithms -- Chapter 5: Navigating Liquidity Waves: Practical Applications of Liquidity Risk Management and Investable Portfolio Optimization in Financial Markets -- Chapter 6: Leveraging Liquidity Models in Commodity Markets: Customizing Risk-Appetite Trading Limits for Robust Investment Portfolios -- Chapter 7: Liquidity Spectrum: Unraveling Theoretical Frameworks and Leveraging Modeling Algorithms for In-Depth Insights into Overall and Relative Liquidity Risk Dynamics -- Chapter 8: Beyond Boundaries: Navigating Liquidity Frontiers with Advanced L-VaR Optimization Algorithms and Strategic Integration of Bid-Ask Modeling Spreads.

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Year of publication:	2024
Authors:	Al Janabi, Mazin A. M.
Publisher:	2024.: Cham : Springer Nature Switzerland 2024.: Cham : Imprint: Palgrave Macmillan
Subject:	Asset Management \| Liquidity Risk \| Risk Management \| Portfolio Management \| Financial Engineering \| Computational Finance \| Financial Markets \| Financial Technology \| Artificial Intelligence \| Machine Learning \| Data Analytics \| Finance \| Emerging Markets \| Quantitative Finance \| Hedge Funds \| Mutual Funds \| Trading of Securities \| Investments \| Liquidty Adjusted Value at Risk \| Al Janabi Model \| Portfolio-Management \| Portfolio selection \| Künstliche Intelligenz \| Artificial intelligence \| Finanzmarkt \| Financial market \| Risikomanagement \| Risk management \| Investmentfonds \| Investment Fund \| Hedgefonds \| Hedge fund \| Risikomaß \| Risk measure \| Anlageverhalten \| Behavioural finance \| Financial engineering \| Kapitalmarkttheorie \| Financial economics \| Kapitalanlage \| Financial investment \| Finanzanalyse \| Financial analysis \| Institutioneller Investor \| Institutional investor

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Extent:	1 Online-Ressource (XXXV, 643 p. 30 illus., 6 illus. in color.)
Type of publication:	Book / Working Paper
Language:	English
ISBN:	978-3-031-71503-7 ; 978-3-031-71502-0 ; 978-3-031-71504-4 ; 978-3-031-71505-1
Other identifiers:	10.1007/978-3-031-71503-7 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10015157948