Risk Assessment

Decisions in Banking and Finance

AvGeorg Bol,Svetlozar T. Rachev

Inbunden, Engelska, 2008

Del i serien Contributions to Economics

1 640 kr

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Beskrivning

New developments in assessing and managing risk are discussed in this volume. Among the subjects treated are important issues such as: risk measures and allocation of risks, factor modeling, risk premia in the hedge funds industry and credit risk management.

Produktinformation

Utgivningsdatum:2008-11-19
Mått:155 x 235 x undefined mm
Format:Inbunden
Språk:Engelska
Serie:Contributions to Economics
Antal sidor:286
Förlag:Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN:9783790820492

Utforska kategorier

Innehållsförteckning

Automotive Finance: The Case for an Industry-Specific Approach to Risk Management.- Evidence on Time-Varying Factor Models for Equity Portfolio Construction.- Time Dependent Relative Risk Aversion.- Portfolio Selection with Common Correlation Mixture Models.- A New Tempered Stable Distribution and Its Application to Finance.- Estimation of ?-Stable Sub-Gaussian Distributions for Asset Returns.- Risk Measures for Portfolio Vectors and Allocation of Risks.- The Road to Hedge Fund Replication: The Very First Steps.- Asset Securitisation as a Profits Management Instrument.- Recent Advances in Credit Risk Management.- Stable ETL Optimal Portfolios and Extreme Risk Management.- Pricing Tranches of a CDO and a CDS Index: Recent Advances and Future Research.