Advances in financial risk management : corporates, intermediaries and portfolios /
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Advances in financial risk management : corporates, intermediaries and portfolios /

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Format: Book
Language:English
Published: New York, NY : Palgrave Macmillan, 2013.
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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. 
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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