Risk Assessment

Decisions in Banking and Finance

AvGeorg Bol,Svetlozar T. Rachev

Häftad, Engelska, 2010

Del i serien Contributions to Economics

1 613 kr

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Beskrivning

New developments in assessing and managing risk are discussed in this volume. Addressing both practitioners in the banking sector and research institutions, the book provides a manifold view on the most-discussed topics in finance. 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. The volume provides an overview of recent developments as well as future trends in the area of risk assessment.

Produktinformation

Utgivningsdatum:2010-10-19
Mått:155 x 235 x 17 mm
Vikt:452 g
Format:Häftad
Språk:Engelska
Serie:Contributions to Economics
Antal sidor:286
Förlag:Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN:9783790825572

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.