Advances in financial risk management: corporates, intermediaries and portfolios
"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, managi...
Gespeichert in:
| Weitere Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Basingstoke
Palgrave Macmillan
2013
|
| Ausgabe: | 1. publ. |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Zusammenfassung: | "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".. |
| Beschreibung: | Index S. 405 - 411 |
| Beschreibung: | XXVI, 411 S. Ill., graph. Darst. |
| ISBN: | 9781137025081 |
Internformat
MARC
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| 245 | 1 | 0 | |a Advances in financial risk management |b corporates, intermediaries and portfolios |c ed. by Jonathan A. Batten ... |
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| 500 | |a Index S. 405 - 411 | ||
| 520 | |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".. | ||
| 650 | 7 | |a BUSINESS & ECONOMICS / Banks & Banking |2 bisacsh | |
| 650 | 7 | |a BUSINESS & ECONOMICS / Finance |2 bisacsh | |
| 650 | 7 | |a BUSINESS & ECONOMICS / Insurance / Risk Assessment & Management |2 bisacsh | |
| 650 | 4 | |a Wirtschaft | |
| 650 | 4 | |a Financial risk management | |
| 650 | 4 | |a Risk management | |
| 650 | 4 | |a BUSINESS & ECONOMICS / Banks & Banking | |
| 650 | 4 | |a BUSINESS & ECONOMICS / Finance | |
| 650 | 4 | |a BUSINESS & ECONOMICS / Insurance / Risk Assessment & Management | |
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| 999 | |a oai:aleph.bib-bvb.de:BVB01-027088183 | ||
Datensatz im Suchindex
| _version_ | 1804151873743093760 |
|---|---|
| adam_text | ADVANCES IN FINANCIAL RISK MANAGEMENT
/
: 2013
TABLE OF CONTENTS / INHALTSVERZEICHNIS
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 GA02NDA02Z 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
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
|
| any_adam_object | 1 |
| author2 | Batten, Jonathan A. |
| author2_role | edt |
| author2_variant | j a b ja jab |
| author_GND | (DE-588)17091559X |
| author_facet | Batten, Jonathan A. |
| building | Verbundindex |
| bvnumber | BV041647492 |
| classification_rvk | QP 710 |
| ctrlnum | (OCoLC)873487345 (DE-599)BVBBV041647492 |
| discipline | Wirtschaftswissenschaften |
| edition | 1. publ. |
| format | Book |
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| id | DE-604.BV041647492 |
| illustrated | Illustrated |
| indexdate | 2024-07-10T01:01:44Z |
| institution | BVB |
| isbn | 9781137025081 |
| language | English |
| lccn | 013035857 |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027088183 |
| oclc_num | 873487345 |
| open_access_boolean | |
| owner | DE-739 DE-11 DE-473 DE-BY-UBG |
| owner_facet | DE-739 DE-11 DE-473 DE-BY-UBG |
| physical | XXVI, 411 S. Ill., graph. Darst. |
| publishDate | 2013 |
| publishDateSearch | 2013 |
| publishDateSort | 2013 |
| publisher | Palgrave Macmillan |
| record_format | marc |
| spelling | Advances in financial risk management corporates, intermediaries and portfolios ed. by Jonathan A. Batten ... 1. publ. Basingstoke Palgrave Macmillan 2013 XXVI, 411 S. Ill., graph. Darst. txt rdacontent n rdamedia nc rdacarrier Index S. 405 - 411 "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".. BUSINESS & ECONOMICS / Banks & Banking bisacsh BUSINESS & ECONOMICS / Finance bisacsh BUSINESS & ECONOMICS / Insurance / Risk Assessment & Management bisacsh Wirtschaft Financial risk management Risk management BUSINESS & ECONOMICS / Banks & Banking BUSINESS & ECONOMICS / Finance BUSINESS & ECONOMICS / Insurance / Risk Assessment & Management Finanzmanagement (DE-588)4139075-1 gnd rswk-swf Risikomanagement (DE-588)4121590-4 gnd rswk-swf Finanzmanagement (DE-588)4139075-1 s Risikomanagement (DE-588)4121590-4 s DE-604 Batten, Jonathan A. (DE-588)17091559X edt LoC Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027088183&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Advances in financial risk management corporates, intermediaries and portfolios BUSINESS & ECONOMICS / Banks & Banking bisacsh BUSINESS & ECONOMICS / Finance bisacsh BUSINESS & ECONOMICS / Insurance / Risk Assessment & Management bisacsh Wirtschaft Financial risk management Risk management BUSINESS & ECONOMICS / Banks & Banking BUSINESS & ECONOMICS / Finance BUSINESS & ECONOMICS / Insurance / Risk Assessment & Management Finanzmanagement (DE-588)4139075-1 gnd Risikomanagement (DE-588)4121590-4 gnd |
| subject_GND | (DE-588)4139075-1 (DE-588)4121590-4 |
| title | Advances in financial risk management corporates, intermediaries and portfolios |
| title_auth | Advances in financial risk management corporates, intermediaries and portfolios |
| title_exact_search | Advances in financial risk management corporates, intermediaries and portfolios |
| title_full | Advances in financial risk management corporates, intermediaries and portfolios ed. by Jonathan A. Batten ... |
| title_fullStr | Advances in financial risk management corporates, intermediaries and portfolios ed. by Jonathan A. Batten ... |
| title_full_unstemmed | Advances in financial risk management corporates, intermediaries and portfolios ed. by Jonathan A. Batten ... |
| title_short | Advances in financial risk management |
| title_sort | advances in financial risk management corporates intermediaries and portfolios |
| title_sub | corporates, intermediaries and portfolios |
| topic | BUSINESS & ECONOMICS / Banks & Banking bisacsh BUSINESS & ECONOMICS / Finance bisacsh BUSINESS & ECONOMICS / Insurance / Risk Assessment & Management bisacsh Wirtschaft Financial risk management Risk management BUSINESS & ECONOMICS / Banks & Banking BUSINESS & ECONOMICS / Finance BUSINESS & ECONOMICS / Insurance / Risk Assessment & Management Finanzmanagement (DE-588)4139075-1 gnd Risikomanagement (DE-588)4121590-4 gnd |
| topic_facet | BUSINESS & ECONOMICS / Banks & Banking BUSINESS & ECONOMICS / Finance BUSINESS & ECONOMICS / Insurance / Risk Assessment & Management Wirtschaft Financial risk management Risk management Finanzmanagement Risikomanagement |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027088183&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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