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Insights, Trends and Frontiers: A Literature Review on Financial and Risk Modelling in the Information Age (2008-2019)

  • 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.
Metadaten
Author:Markus Vogl, Peter RötzelORCiD
URL:https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3764570
Document Type:Working Paper
Language:English
Year of Completion:2021
Release Date:2021/01/13
Tag:Citation Network; Financial Modelling; Literature Review; Quantitative Finance; risk modelling
GND Keyword:Risikomanagment; Finanzwirtschaft; Modellierung
Urheberrecht:1
research focus :Wissensmanagement und Strukturwandel / Business Transformation and Innovation Management
Licence (German):Keine Lizenz - es gilt das deutsche Urheberrecht
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