The Handbook of Risk

Inhaltsverzeichnis

Preface.

PART I: THE NATURE OF RISK.

The Failure of Invariance (P. Bernstein).

Inverted Reasoning and Its Consequences: Confusing the Present with the Future Discounting (G. Seldin).

A New Paradigm for Portfolio Risk (R. Jeffrey).

The Likelihood of Loss (M. Kritzman).

PART II: MEASURING RISK.

A Convenient Measure of Risk (R. Clarke).

Forecasting Financial Risk (J. Bilson).

Downside Risk (D. Nawrocki).

Measuring Risk for Asset Allocation, Performance Evaluation, and Risk Control: Different Problems, Same Solution (C. Culp).

Model Risk (E. Derman).

Technology and the Capital Markets (B. Warwick).

Horizon Problems and Extreme Events in Financial Risk Management (P. Christoffersen, F.X. Diebold and T. Schuermann).

PART III: INVESTMENT MANAGERS' VIEWPOINTS.

A Behavioral Framework for Time Diversification (M. Stateman & K. Fisher).

Converging Correlations and Market Shocks: Implications for Managing Risk (L. Llanes).

Investing on the Edge of Chaos (M. Howell).

Hedge Fund Risk (B. Cornell).

The Risks of Alternative Strategies (B. Cornell).

The Risk of Informationless Investing: Hedge Fund Performance (A. Weisman).

Index.

The Handbook of Risk

Investment Management Consultants Assoc. (IMCA)

Buch (Gebundene Ausgabe, Englisch)

Fr.115.00

inkl. gesetzl. MwSt.

Beschreibung

Details

Einband

Gebundene Ausgabe

Erscheinungsdatum

01.01.2003

Herausgeber

Ben Warwick

Verlag

John Wiley & Sons

Seitenzahl

274

Maße (L/B/H)

23.6/16/2.2 cm

Beschreibung

Details

Einband

Gebundene Ausgabe

Erscheinungsdatum

01.01.2003

Herausgeber

Ben Warwick

Verlag

John Wiley & Sons

Seitenzahl

274

Maße (L/B/H)

23.6/16/2.2 cm

Gewicht

574 g

Auflage

1. Auflage

Reihe

Wiley Finance Editions

Sprache

Englisch

ISBN

978-0-471-06412-1

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  • The Handbook of Risk
  • Preface.

    PART I: THE NATURE OF RISK.

    The Failure of Invariance (P. Bernstein).

    Inverted Reasoning and Its Consequences: Confusing the Present with the Future Discounting (G. Seldin).

    A New Paradigm for Portfolio Risk (R. Jeffrey).

    The Likelihood of Loss (M. Kritzman).

    PART II: MEASURING RISK.

    A Convenient Measure of Risk (R. Clarke).

    Forecasting Financial Risk (J. Bilson).

    Downside Risk (D. Nawrocki).

    Measuring Risk for Asset Allocation, Performance Evaluation, and Risk Control: Different Problems, Same Solution (C. Culp).

    Model Risk (E. Derman).

    Technology and the Capital Markets (B. Warwick).

    Horizon Problems and Extreme Events in Financial Risk Management (P. Christoffersen, F.X. Diebold and T. Schuermann).

    PART III: INVESTMENT MANAGERS' VIEWPOINTS.

    A Behavioral Framework for Time Diversification (M. Stateman & K. Fisher).

    Converging Correlations and Market Shocks: Implications for Managing Risk (L. Llanes).

    Investing on the Edge of Chaos (M. Howell).

    Hedge Fund Risk (B. Cornell).

    The Risks of Alternative Strategies (B. Cornell).

    The Risk of Informationless Investing: Hedge Fund Performance (A. Weisman).

    Index.