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GND: 1080271465


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model risksequential learningprior knowledgenormal linearlinear regressionregression modelbayes factorsbayesian riskmanagement guideguide modelrisk sequentiallearning financialfinancial marketstime invariantmodel uncertaintystatistical modelsmodels chapterknowledge betabeta bernoullibernoulli modelparameter distributionsanalysis normalhypothesis testingfactors versusoffice modelsportfolio managementportfolio selectionbayes statistikbayesian inferencesequentielle entscheidungsequential decision makingbehavioural financebank regulationregulation monetarymonetary policypolicy lessonslessons greatgreat recessionrecession bayesianrisk managementmarkets bayesianmarkets covercover titletitle pagepage copyrightcopyright contentscontents prefacepreface acknowledgmentsacknowledgments chapterchapter modelsmodels discontinuousdiscontinuous marketsmarkets riskrisk modelsmodels modelrisk timeinvariant models
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Years of publications: 2003 - 2017

The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata

Matt Sekerke


Biblio: Johns Hopkins Institute for Applied Economics ; Economic consultant based in New York whose work focuses on the financial services industry and the application of advanced quantitative modeling techniques to financial data. BA in economics and mathematics from The Johns Hopkins University. MA in history from The Johns Hopkins University. MBA in econometrics and statistics, analytic finance, and entrepreneurship from the University of Chicago Booth School of Business. CFA charterholder, certified Financial Risk Manager, certified Energy Risk Professional.

Profession

  • Economist
  • External links

  • Gemeinsame Normdatei (GND) im Katalog der Deutschen Nationalbibliothek
  • NACO Authority File
  • Virtual International Authority File (VIAF)
  • International Standard Name Identifier (ISNI)


  • Publishing years

    1
      2017
    2
      2015

    Series

    1. Wiley finance series (1)
    2. Wiley Finance Ser. (1)