Coverart for item
The Resource Advances in financial risk management : corporates, intermediaries and portfolios, Edited by Jonathan A. Batten, Peter Mackay, Niklas Wagner, (electronic book ;)

Advances in financial risk management : corporates, intermediaries and portfolios, Edited by Jonathan A. Batten, Peter Mackay, Niklas Wagner, (electronic book ;)

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, Peter Mackay, Niklas Wagner
Contributor
Subject
Language
eng
Summary
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.
Member of
Cataloging source
UK-WkNB
Dewey number
658.155
Illustrations
illustrations
Index
no index present
Literary form
non fiction
http://library.link/vocab/relatedWorkOrContributorName
  • Batten, Jonathan
  • Mackay, Peter
  • Wagner, Niklas
http://library.link/vocab/subjectName
  • Financial risk management
  • Corporations
Summary expansion
Advances in Financial Risk Management presents the latest research on measuring, managing and pricing financial risk. It provides an expansive view of the latest techniques available to academics and practitioners in three critical areas: corporate, financial and portfolio risk management. It brings together both empirical and theoretical perspectives on issues that remain paramount despite financial market volatility abating in recent years. Looking ahead, the prospects for the financial services industry are for more regulatory oversight and attention being paid to the modeling and measuring of financial risk. This volume contributes to this ongoing debate and provides valuable insights into the issues and appropriate practice of financial risk management. Advances in Financial Risk Management is essential reading for anyone interested in better understanding the latest developments in risk management in the post-Global Financial Crisis (GFC) environment
Label
Advances in financial risk management : corporates, intermediaries and portfolios, Edited by Jonathan A. Batten, Peter Mackay, Niklas Wagner, (electronic book ;)
Instantiates
Publication
Note
Users can print and/or download individual articles/chapters and other individual items from Palgrave Connect ebooks, limited to no more than one chapter per title per authorised user
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
9781137025098
Extent
440 p.
Form of item
electronic
Isbn
9781137025081
Other physical details
49 figures, 69.
Specific material designation
unspecified
Type of computer file
PDF.
Label
Advances in financial risk management : corporates, intermediaries and portfolios, Edited by Jonathan A. Batten, Peter Mackay, Niklas Wagner, (electronic book ;)
Publication
Note
Users can print and/or download individual articles/chapters and other individual items from Palgrave Connect ebooks, limited to no more than one chapter per title per authorised user
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
9781137025098
Extent
440 p.
Form of item
electronic
Isbn
9781137025081
Other physical details
49 figures, 69.
Specific material designation
unspecified
Type of computer file
PDF.

Library Locations

Processing Feedback ...