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Advances in financial risk management : = corporates, intermediaries and portfolios /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Advances in financial risk management :/ [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.
其他題名:	corporates, intermediaries and portfolios /
其他作者:	Batten, Jonathan,
面頁冊數:	1 online resource.
標題:	Financial risk management. -
電子資源:	http://www.palgraveconnect.com/doifinder/10.1057/9781137025098
ISBN:	1137025093 (electronic bk.)

Advances in financial risk management : = corporates, intermediaries and portfolios /
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. - 1 online resource.

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.

"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"--

ISBN: 1137025093 (electronic bk.)

Source: 591559Palgrave Macmillanhttp://www.palgraveconnect.comSubjects--Topical Terms:

564847
Financial risk management.
Index Terms--Genre/Form:

554714
Electronic books.

LC Class. No.: HD61 / .A374 2013

Dewey Class. No.: 658.15/5

Advances in financial risk management : = corporates, intermediaries and portfolios /
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245 0 0 $a Advances in financial risk management : $b corporates, intermediaries and portfolios / $c [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.
264 1 $a New York, NY : $b Palgrave Macmillan, $c 2013.
300 $a 1 online resource.
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505 0 $a 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.
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"-- $c Provided by publisher.
588 $a Description based on print version record.
650 0 $a Financial risk management. $3 564847
650 0 $a Risk management. $3 559158
650 7 $a BUSINESS & ECONOMICS / Banks & Banking. $2 bisacsh $3 834331
650 7 $a BUSINESS & ECONOMICS / Finance. $2 bisacsh $3 834498
650 7 $a BUSINESS & ECONOMICS / Industrial Management $2 bisacsh $3 860693
650 7 $a BUSINESS & ECONOMICS / Insurance / Risk Assessment & Management. $2 bisacsh $3 834497
650 7 $a BUSINESS & ECONOMICS / Management Science $2 bisacsh $3 860214
650 7 $a BUSINESS & ECONOMICS / Management $2 bisacsh $3 860388
650 7 $a BUSINESS & ECONOMICS / Organizational Behavior $2 bisacsh $3 834421
655 4 $a Electronic books. $2 local $3 554714
700 1 $a Batten, Jonathan, $e editor of compilation. $3 1005573
700 1 $a MacKay, Peter, $d 1961- $e editor of compilation. $3 1005574
700 1 $a Wagner, Niklas F., $d 1969- $3 932775
856 4 0 $3 Palgrave Connect $u http://www.palgraveconnect.com/doifinder/10.1057/9781137025098