Coverart for item
The Resource Advances in financial risk management : corporates, intermediaries and portfolios, [edited by] Jonathan A. Batten, Hong Kong University of Science and Technology, Peter MacKay, Hong Kong University of Science and Technology, and Niklas Wagner, Department of Business and Economics, University of Passau

Advances in financial risk management : corporates, intermediaries and portfolios, [edited by] Jonathan A. Batten, Hong Kong University of Science and Technology, Peter MacKay, Hong Kong University of Science and Technology, and Niklas Wagner, Department of Business and Economics, University of Passau

Label
Advances in financial risk management : corporates, intermediaries and portfolios
Title
Advances in financial risk management
Title remainder
corporates, intermediaries and portfolios
Statement of responsibility
[edited by] Jonathan A. Batten, Hong Kong University of Science and Technology, Peter MacKay, Hong Kong University of Science and Technology, and Niklas Wagner, Department of Business and Economics, University of Passau
Contributor
Editor of compilation
Subject
Language
eng
Summary
"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"--
Assigning source
Provided by publisher
Cataloging source
UKPGM
Dewey number
658.15/5
Index
no index present
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorDate
  • 1961-
  • 1969-
http://library.link/vocab/relatedWorkOrContributorName
  • Batten, Jonathan
  • MacKay, Peter
  • Wagner, Niklas F.
http://library.link/vocab/subjectName
  • Financial risk management
  • Risk management
Label
Advances in financial risk management : corporates, intermediaries and portfolios, [edited by] Jonathan A. Batten, Hong Kong University of Science and Technology, Peter MacKay, Hong Kong University of Science and Technology, and Niklas Wagner, Department of Business and Economics, University of Passau
Instantiates
Publication
Antecedent source
unknown
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
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 Gunduz 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
Control code
ocn863034738
Dimensions
unknown
Extent
1 online resource
File format
unknown
Form of item
online
Isbn
9781137025098
Isbn Type
(electronic bk.)
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
c
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
(OCoLC)863034738
Label
Advances in financial risk management : corporates, intermediaries and portfolios, [edited by] Jonathan A. Batten, Hong Kong University of Science and Technology, Peter MacKay, Hong Kong University of Science and Technology, and Niklas Wagner, Department of Business and Economics, University of Passau
Publication
Antecedent source
unknown
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
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 Gunduz 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
Control code
ocn863034738
Dimensions
unknown
Extent
1 online resource
File format
unknown
Form of item
online
Isbn
9781137025098
Isbn Type
(electronic bk.)
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
c
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
(OCoLC)863034738

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