Advances in Financial Risk Management
-15%
portes grátis
Advances in Financial Risk Management
Corporates, Intermediaries and Portfolios
MacKay, Peter; Mackay, P.; Wagner, N.; Batten, Jonathan A.
Palgrave Macmillan
11/2013
411
Dura
Inglês
9781137025081
15 a 20 dias
6495
Descrição não disponível.
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, Yal?n Guenduez 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
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
banking;financial risk management;Hedging;investment;Investments;Portfolio;Portfolio Diversification;Risk Management;Volatility;investments and securities
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, Yal?n Guenduez 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
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
