Advances in Financial Risk Management de Jonathan A. Batten

Advances in Financial Risk Management: Corporates, Intermediaries and Portfolios

Jonathan A. Batten

P. Mackay

N. Wagner

Peter MacKay

The latest research on measuring, managing and pricing financial risk. Three broad perspectives are considered: financial risk in non-financial corporations; in financial intermediaries such as banks; and finally within the context of a portfolio of securities of different credit quality and marketability.

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	Preț	Express
Paperback (1)	630^.46 lei 6-8 săpt.
Palgrave Macmillan UK – 2013	630^.46 lei 6-8 săpt.
Hardback (1)	632^.73 lei 6-8 săpt.
Palgrave Macmillan UK – 5 noi 2013	632^.73 lei 6-8 săpt.

Preț

Express

Paperback (1)

630^.46 lei 6-8 săpt.

Palgrave Macmillan UK – 2013

630^.46 lei 6-8 săpt.

Hardback (1)

632^.73 lei 6-8 săpt.

Palgrave Macmillan UK – 5 noi 2013

632^.73 lei 6-8 săpt.

Cuprins

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 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

Notă biografică

Gabriel Frahm, Helmut Schmidt University, GermanyChristof Wiechers, University of Cologne, GermanyAsmerilda Hitaj, University of Milan, ItalyLorenzo Mercuri, University of Milan, ItalyAlessandro Casati, Antares Technologies, FranceSerge Tabachnik, Antares Technologies, FranceMohammad S. Hasan, University of Kent, UKTaufiq Choudhry, University of Southampton, UKTim Leung, Columbia University, USAPeng Liuz, Johns Hopkins University, USALeandro Maciel, University of Campinas, BrazilPhilippe Durand, Banque de France, Paris, France Yalin Gündüz, Deutsche Bundesbank, Frankfurt, GermanyIsabelle Thomazeau, Banque de France, Paris, FranceTim R. Adam, Humboldt University of Berlin, GermanyChitru S. Fernando, University of Oklahoma, USAEvgenia Golubeva, University of Oklahoma, USAAbraham Lioui, EDHEC Business School, FranceHa Yan Raymond So, MacroValue Investors Ltd, Hong Kong, and King's College London, UKTarik Driouchi, King's College London, UKZhiyuan Simon Tan, King's College London, UKCraig O. Brown, National University of Singapore, SingaporeDaniel A. Rogers, Portland State University, USAJacek Niklewski, Coventry University, UKTimothy Rodgers, Coventry University, UKFrancesca Battaglia, Università Parthenope, ItalyMaria Mazzuca, Università della Calabria, ItalyShane Magee, Macquarie University, AustraliaRodolfo Maino, International Monetary Fund, USA Kalin Tintchev, International Monetary Fund, USAAmrita Nain,University of Iowa, USA