Advances in financial risk management : corporates, intermediaries and portfolios /
Format: | Book |
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Language: | English |
Published: |
New York, NY :
Palgrave Macmillan,
2013.
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Subjects: | |
Access: | Check Holdings for more information. |
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- Machine generated contents note: pt. I Corporate
- 1. Strategic Risk Management and Product Market Competition / Amrita Nain
- 2. Cash-Flow Risk of Corporate Market Investments / Craig O. Brown
- 3. Foreign Currency Hedging and Firm Value: A Dynamic Panel Approach / Shane Magee
- 4. Repurchases, Employee Stock Option Grants, and Hedging / Daniel A. Rogers
- 5. Do Managers Exhibit Loss Aversion in Their Risk Management Practices? Evidence from the Gold Mining Industry / Evgenia Golubeva
- pt. II Intermediaries
- 6. Does Securitization Affect Banks' Liquidity Risk? The Case of Italy / Maria Mazzuca
- 7. Stress Testing Interconnected Banking Systems / Kalin Tintchev
- 8. Estimating Endogenous Liquidity Using Transaction and Order Book Information / Isabelle Thomazeau
- 9. 2008 UK Banking Crash: Evidence from Option Implied Volatility / Zhiyuan Simon Tan
- 10. International Portfolio Diversification and the 2007 Financial Crisis / Timothy Rodgers
- 11. Hybrid Fuzzy GJR-GARCH Modeling Approach for Stock Market Volatility Forecasting / Leandro Maciel
- pt. III Portfolios
- 12. Robust Consumption and Portfolio Rules When Asset Returns Are Predictable / Abraham Lioui
- 13. Diversification Measure for Portfolios of Risky Assets / Christof Wiechers
- 14. Hedge Fund Portfolio Allocation with Higher Moments and MVG Models / Lorenzo Mercuri
- 15. Statistics of the Maximum Drawdown in Financial Time Series / Serge Tabachnik
- 16. On the Effectiveness of Dynamic Stock Index Portfolio Hedging: Evidence from Emerging Markets Futures / Taufiq Choudhry
- 17. Optimal Timing Approach to Option Portfolio Risk Management / Peng Liu.