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Financial risk has evolved from simple variability of returns in stock trading activities toward interconnected uncertainty factors in our economic systems. In this context, building global portfolios provides a natural mechanism to manage diversified risk between asset classes. This paper proposes a novel framework for the asset selection and allocation under global diversification principles using...
Scope: Commercial banks, as the key of the nation's economy and the center of financial credit, play a multiple irreplaceable role in the financial system. Credit risks threaten the economic system as a whole. Therefore, predicting bank financial credit risks is crucial to prevent and lessen the incoming negative effects on the economic system. Objective: This study aims to apply a credit risk assessment...
In the twenty-first century economic researches using statistical modelling methods have numerous challenges and opportunities, calling for increasing numbers of non-traditional statistical approaches. Statistical modelling is one of the most widespread methods of research of economic systems. The selection of methods of modelling of economic systems depends on a great number of conditions (modelling...
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