NORM—towards a new financial paradigm: Behavioural finance with newsoptimized risk management

This chapter contains sections titled: Introduction The problem of incomplete information in market risk assessment Refining VaR and ES calculation using semantic news analysis The implementation of semantic news analysis NORM goals NORM uses semantic news analysis technology Conclusion: NORM contri...

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Bibliographic Details
Published inThe Handbook of News Analytics in Finance pp. 319 - 322
Main Authors Vreijling, Mark, Dohmen, Thomas
Format Book Chapter
LanguageEnglish
Published Chichester, West Sussex, UK John Wiley & Sons, Ltd 16.05.2011
Subjects
financial service industry
market fluctuations
market risk assessment
market risk estimation
risk assessment
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Summary:This chapter contains sections titled: Introduction The problem of incomplete information in market risk assessment Refining VaR and ES calculation using semantic news analysis The implementation of semantic news analysis NORM goals NORM uses semantic news analysis technology Conclusion: NORM contribution to risk assessment
ISBN:9780470666791
047066679X
DOI:10.1002/9781118467411.ch17