Recent Applications of Financial Risk Modelling and Portfolio Management

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 being made available that have caused a multitude of different investment models to be explored and implemented. Professionals and researchers in this field are in need of up-to-date research that analyzes these contemporary models of practice and keeps pace with the advancements being made within financial risk modelling and portfolio control.

Recent Applications of Financial Risk Modelling and Portfolio Management is a pivotal reference source that provides vital research on the use of modern data analysis as well as quantitative methods for developing successful portfolio and risk management techniques. While highlighting topics such as credit scoring, investment strategies, and budgeting, this publication explores diverse models for achieving investment goals as well as improving upon traditional financial modelling methods. This book is ideally designed for researchers, financial analysts, executives, practitioners, policymakers, academicians, and students seeking current research on contemporary risk management strategies in the financial sector.

Tihana Škrinjarić , PhD, is employed as an assistant professor at the Department of Mathematics at the Faculty of Economics and Business of the University of Zagreb. Her research areas are risk management, econometrics and financial economics, with special focus on regime switching methodology and portfolio management. She has published more than 80 publications in the abovementioned research areas; she has participated at dozen of international conferences on econometrics and operational research. Tihana has been a member of the Croatian Operational Research Society and the Croatian Statistical Association.

Mirjana Čižmešija , PhD, is a full professor at the Department of Statistics, Faculty of Economics and Business Zagreb (FEB). Her doctoral thesis titled Statistical and methodological background of business tendency surveys was defended in 2001 at FEB. Her research interests include business and consumer surveys, statistical methods for management decision-making and business forecasting. She has been working on numerous research projects, out of which, founded by the Croatian Science Foundation, stand out: The role of economic sentiment in explaining macroeconomic trends: methodological improvements and new areas of application (as a project leader) and Economic sentiment: statistical, political, behavioural, and media aspects of its influence on economic activity (as a researcher). She has published more than 100 scientific articles and studies. She has been a reviewer for many respectable international journals, some of which are Quality & Quantity, Economic Research and The World Economy. She is a member of the review panels by Croatian Science Foundation and by the Swiss National Science Foundation and the member of the editorial board of several scientific journals and conferences. She was the Head of the Department of statistics and the president of the FEB Graduate studies committee.

Bryan Christiansen is an Adjunct Business Professor at Southern New Hampshire University and a co-Founder of the management consultancy, Soluvex, LLC (New Mexico), in the USA. He is currently Editor-in-Chief of the IGI Global Book Series, Advances in Digital Crime, Forensics, and Cyber Terrorism as well as Advances in Psychology, Mental Health, and Behavioral Studies. Christiansen is fluent in Chinese, Japanese, and Spanish, and is currently learning Russian. He is presently in Costa Rica to conduct primary research for a Reference book on Latin America and the Caribbean, and to establish a manufacturing plant for clean energy products and semiconductors in the region. Christiansen will give a presentation in New York City in 2025 for his work on organizational sociology. He has presented at several universities in other countries including Oxford University in the United Kingdom (2016). Bryan Christiansen es un profesor adjunto de negocios en la Southern New Hampshire University y cofundador de la consultora de gestión Soluvex, LLC (Nuevo México), en Estados Unidos. Actualmente es editor en jefe de la serie de libros IGI Global, Avances en delitos digitales, ciencia forense y terrorismo cibernético, así como Avances en psicología, salud mental y estudios del comportamiento. Christiansen habla chino, japonés y español con fluidez y actualmente está aprendiendo ruso. Actualmente se encuentra en Costa Rica para realizar una investigación primaria para un libro de referencia sobre América Latina y el Caribe y para establecer una planta de fabricación de semiconductores y productos de energía limpia en la región. Christiansen dará una presentación en la ciudad de Nueva York en 2025 por su trabajo sobre sociología organizacional. Ha presentado en varias universidades de otros países incluida la Universidad de Oxford en el Reino Unido (2016).