TY - UNPD A1 - Vogl, Markus A1 - Rötzel, Peter T1 - Insights, Trends and Frontiers: A Literature Review on Financial and Risk Modelling in the Information Age (2008-2019) N2 - This study provides an overview of the model evolution and research trends in the field of financial and risk modelling by applying a bibliometric approach from 2008–2019 and an overall citation network analysis. We present a content analysis of contributing authors, countries, journals, main topics, agreements, disagreements and frontiers within the research community and highlight quantitative features such as implemented models, aggregated model-family combinations and algorithms. Moreover, we describe the data sets employed by researchers. Finally, we discuss insights, such as the main statement, namely the non-existence of a “single-best”-approach as well as the future prospects of our findings. KW - Financial Modelling KW - Literature Review KW - risk modelling KW - Quantitative Finance KW - Citation Network KW - Risikomanagment KW - Finanzwirtschaft KW - Modellierung Y1 - 2021 UR - https://opus4.kobv.de/opus4-h-ab/frontdoor/index/index/docId/1762 UR - https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3764570 ER -