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OCoLC |
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20220616084002.0 |
| 008 |
130923s2013 nyu 000 0 eng |
| 010 |
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|a 2013035857
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| 020 |
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|a 9781137025081 (hardback)
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|a 1137025085 (hardback)
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| 035 |
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|a (CaEvSKY)sky257876876
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|a (OCoLC)843857856
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|a DLC
|b eng
|e rda
|c DLC
|d DLC
|d UtOrBLW
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| 042 |
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|a pcc
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|a EEMB
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| 050 |
0 |
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|a HD61
|b .A374 2013
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| 082 |
0 |
0 |
|a 658.15/5
|2 23
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| 245 |
0 |
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|a Advances in financial risk management :
|b corporates, intermediaries and portfolios /
|c [edited by] Jonathan A. Batten, Monash University, Melbourne, Australia ; Peter MacKay, Hong Kong University of Science and Technology ; and Niklas Wagner, Department of Business and Economics, University of Passau, Germany.
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| 264 |
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1 |
|a New York, NY :
|b Palgrave Macmillan,
|c 2013.
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| 300 |
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|a xxvi, 411 pages :
|b illustrations ;
|c 23 cm
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| 336 |
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|a text
|b txt
|2 rdacontent
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| 337 |
|
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|a unmediated
|b n
|2 rdamedia
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| 338 |
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|a volume
|b nc
|2 rdacarrier
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| 504 |
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|a Includes bibliographical references and index.
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| 505 |
8 |
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|a Machine generated contents note: -- PART I: CORPORATE -- 1. Strategic Risk Management and Product Market Competition; Tim R. Adam and Amrita Nain -- 2. The 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; Tim R. Adam, Chitru S. Fernando and Evgenia Golubeva -- PART II: INTERMEDIARIES -- 6. Does Securitization Affect Banks' Liquidity Risk? The Case of Italy; Francesca Battaglia and Maria Mazzuca -- 7. Stress Testing Interconnected Banking Systems; Rodolfo Maino and Kalin Tintchev -- 8. Estimating Endogenous Liquidity Using Transaction and Order Book Information; Philippe Durand, Yalin Gündüz and Isabelle Thomazeau -- 9. The 2008 UK Banking Crash: Evidence from Option Implied Volatility; Ha Yan Raymond So, Tarik Driouchi and Zhiyuan Simon Tan -- 10. International Portfolio Diversification and the 2007 Financial Crisis; Jacek Niklewski and Timothy Rodgers -- 11. A Hybrid Fuzzy GJR-GARCH Modelling Approach for Stock Market Volatility: Forecasting; Leandro Maciel -- PART III: PORTFOLIOS -- 12. Robust Consumption and Portfolio Rules when Asset Returns are Predictable; Abraham Lioui -- 13. A Diversification Measure for Portfolios of Risky Assets; Gabriel Frahm and Christof Wiechers -- 14. Portfolio Allocation with Higher Moments; Asmerilda Hitaj and Lorenzo Mercuri -- 15. The Statistics of the Maximum Drawdown in Financial Time Series; Alessandro Casati and Serge Tabachnik -- 16. On the Effectiveness of Dynamic Stock Index Portfolio Hedging; Mohammad S. Hasan and Taufiq Choudhry -- 17. An Optimal Timing Approach to Option Portfolio Risk Management; Tim Leung and Peng Liu.
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| 520 |
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|a "Advances in Financial Risk Management: Corporates, Intermediaries and Portfolios is essential reading to those interested in better understanding developments in the post-Global Financial Crisis (GFC) environment. There are seventeen papers that provide the latest research on measuring, managing and pricing financial risk, allocated into three very broad perspectives: risk management in non-financial corporations; in financial intermediaries such as banks, which must comply with regulatory standards on measuring and managing risk; and finally within the context of a portfolio of securities of different credit quality and marketability. This unique compilation of papers provides an expansive view of the latest techniques available to academics and practitioners to measure and manage risk"--
|c Provided by publisher.
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| 650 |
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0 |
|a Financial risk management.
|0 http://id.loc.gov/authorities/subjects/sh2005007073
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| 650 |
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0 |
|a Risk management.
|0 http://id.loc.gov/authorities/subjects/sh85114200
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| 650 |
|
7 |
|a BUSINESS & ECONOMICS / Banks & Banking.
|2 bisacsh
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| 650 |
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7 |
|a BUSINESS & ECONOMICS / Finance.
|2 bisacsh
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| 650 |
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7 |
|a BUSINESS & ECONOMICS / Insurance / Risk Assessment & Management.
|2 bisacsh
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| 700 |
1 |
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|a Batten, Jonathan.
|0 http://id.loc.gov/authorities/names/nb2001028942
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| 700 |
1 |
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|a MacKay, Peter,
|d 1961-
|0 http://id.loc.gov/authorities/names/n2013059458
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| 700 |
1 |
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|a Wagner, Niklas F.,
|d 1969-
|0 http://id.loc.gov/authorities/names/no2001036166
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|g nyu
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|i 2
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|i 83aa856a-1fe3-51e5-bf38-43f17bfe96b1
|s d6e0af64-1d4c-5966-a7ed-403fe0f2122e
|t 0
|
| 952 |
f |
f |
|p Can Circulate
|a Michigan State University-Library of Michigan
|b Michigan State University
|c MSU Gast Business Library
|d MSU Gast Business Library
|t 0
|e HD61 .A374 2013
|h Library of Congress classification
|i Printed Material
|m 31293007177821
|n 1
|
