Advanced Financial Moment Risk Identification and Control

Author: Xu Huafu
Publisher:
Publish Date: 2007-02-01
Features: This book systematically discusses the formation, manifestation, testing, and mitigation of a series of theoretical and practical issues related to moment sequences risk. Based on research in modeling theory and methods, it further develops an identification and control scheme for financial dynamic risk. On one hand, it provides a theoretical foundation for further research on higher-order moment risk, offering theoretical support and technical assistance for related topics such as dynamic portfolio investment and dynamic asset pricing under higher-order moment risk. On the other hand, the dynamic risk identification and control scheme provides a set of tools and methods for financial decision-making institutions, investment decision-making institutions, and fund management mechanisms to identify risks and dynamically avoid the impact of financial risks in portfolio investments.