Advances in financial risk management : corporates, intermediaries and portfolios /
Format: | Book |
---|---|
Language: | English |
Published: |
New York, NY :
Palgrave Macmillan,
2013.
|
Subjects: | |
Access: | Check Holdings for more information. |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
MARC
LEADER | 00000cam a2200000 i 4500 | ||
---|---|---|---|
001 | 1474715 | ||
005 | 20140326095055.0 | ||
008 | 130923t20132013nyua b 001 0 eng | ||
010 | |a 2013035857 | ||
035 | |a (OCoLC)ocn843857856 | ||
035 | |a 1474715 | ||
040 | |a DLC |e rda |b eng |c DLC |d YDX |d BTCTA |d UKMGB |d BDX |d OCLCO |d YDXCP |d OCLCF |d OCLCO |d NhCcYME | ||
020 | |a 9781137025081 (hardback) | ||
020 | |a 1137025085 (hardback) | ||
050 | 0 | 0 | |a HD61 |b .A374 2013 |
049 | |a PVUM | ||
245 | 0 | 0 | |a Advances in financial risk management : |b corporates, intermediaries and portfolios / |c edited by Jonathan A. Batten, Peter MacKay, and Niklas Wagner. |
264 | 1 | |a New York, NY : |b Palgrave Macmillan, |c 2013. | |
300 | |a xxvi, 411 pages ; |c 23 cm | ||
336 | |a text |2 rdacontent | ||
337 | |a unmediated |2 rdamedia | ||
338 | |a volume |2 rdacarrier | ||
504 | |a Includes bibliographical references and index. | ||
505 | 0 | 0 | |a Machine generated contents note: |g pt. I |t Corporate -- |g 1. |t Strategic Risk Management and Product Market Competition / |r Amrita Nain -- |g 2. |t Cash-Flow Risk of Corporate Market Investments / |r Craig O. Brown -- |g 3. |t Foreign Currency Hedging and Firm Value: A Dynamic Panel Approach / |r Shane Magee -- |g 4. |t Repurchases, Employee Stock Option Grants, and Hedging / |r Daniel A. Rogers -- |g 5. |t Do Managers Exhibit Loss Aversion in Their Risk Management Practices? Evidence from the Gold Mining Industry / |r Evgenia Golubeva -- |g pt. II |t Intermediaries -- |g 6. |t Does Securitization Affect Banks' Liquidity Risk? The Case of Italy / |r Maria Mazzuca -- |g 7. |t Stress Testing Interconnected Banking Systems / |r Kalin Tintchev -- |g 8. |t Estimating Endogenous Liquidity Using Transaction and Order Book Information / |r Isabelle Thomazeau -- |g 9. |t 2008 UK Banking Crash: Evidence from Option Implied Volatility / |r Zhiyuan Simon Tan -- |g 10. |t International Portfolio Diversification and the 2007 Financial Crisis / |r Timothy Rodgers -- |g 11. |t Hybrid Fuzzy GJR-GARCH Modeling Approach for Stock Market Volatility Forecasting / |r Leandro Maciel -- |g pt. III |t Portfolios -- |g 12. |t Robust Consumption and Portfolio Rules When Asset Returns Are Predictable / |r Abraham Lioui -- |g 13. |t Diversification Measure for Portfolios of Risky Assets / |r Christof Wiechers -- |g 14. |t Hedge Fund Portfolio Allocation with Higher Moments and MVG Models / |r Lorenzo Mercuri -- |g 15. |t Statistics of the Maximum Drawdown in Financial Time Series / |r Serge Tabachnik -- |g 16. |t On the Effectiveness of Dynamic Stock Index Portfolio Hedging: Evidence from Emerging Markets Futures / |r Taufiq Choudhry -- |g 17. |t Optimal Timing Approach to Option Portfolio Risk Management / |r Peng Liu. |
590 | |a January14gift | ||
598 | |a 17-JAN-14 |z 26-MAR-14 | ||
650 | 0 | |a Financial risk management. | |
650 | 0 | |a Risk management. | |
700 | 1 | |a Batten, Jonathan, |e editor of compilation. | |
700 | 1 | |a MacKay, Peter, |d 1961- |e editor of compilation. | |
700 | 1 | |a Wagner, Niklas F., |d 1969- |e editor of compilation. | |
994 | |a C0 |b PVU | ||
999 | f | f | |i 5f7c199d-ef88-5d2e-a487-d2902dbf05ba |s 697967f0-13d2-5795-a322-3ba22621d527 |t 0 |
952 | f | f | |p Default |a Villanova University |b Villanova PA |c Falvey Memorial Library |d Falvey Main Stacks |t 0 |e HD61 .A374 2013 |h Library of Congress classification |i Book |m 39346010155036 |n 1 |