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

Bibliographic Details
Format: Book
Language:English
Published: New York, NY : Palgrave Macmillan, 2013.
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Table of Contents:
  • 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.