Commentaire :

ISBN 13 : 978-1137025081

Sommaire : Contribuotrs: Gabriel Frahm, Christof Wiechers, Asmerilda Hitaj, Lorenzo Mercuri, Alessandro Casati, Serge Tabachnik, Mohammad S. Hasan, Taufiq Choudhry, Tim Leung, Peng Liuz, Leandro Maciel, Philippe Durand, Yalin Gündüz, Isabelle Thomazeau, Tim R. Adam, Chitru S. Fernando, Evgenia Golubeva, Abraham Lioui, Ha Yan Raymond So, Tarik Driouchi, Zhiyuan Simon Tan, Craig O. Brown, Daniel A. Rogers, Jacek Niklewski, Timothy Rodgers, Francesca Battaglia, Maria Mazzuca, Shane Magee, Rodolfo Maino, Kalin Tintchev, Amrita Nain

PART I: Corporate
1. Strategic Risk Management and Product Market Competition
2. The Cash-Flow Risk of Corporate Market Investments
3. Foreign Currency Hedging and Firm Value: A Dynamic Panel Approach
4. Repurchases, Employee Stock Option Grants, and Hedging
5. Do Managers Exhibit Loss Aversion in their Risk Management Practices? Evidence from the Gold Mining Industry

PART II: Intermediaries
6. Does Securitization Affect Banks' Liquidity Risk? The Case of Italy
7. Stress Testing Interconnected Banking Systems
8. Estimating Endogenous Liquidity Using Transaction and Order Book Information
9. The 2008 UK Banking Crash: Evidence from Option Implied Volatility
10. International Portfolio Diversification and the 2007 Financial Crisis
11. A Hybrid Fuzzy GJR-GARCH Modelling Approach for Stock Market Volatility: Forecasting

PART III: Portfolios
12. Robust Consumption and Portfolio Rules when Asset Returns are Predictable
13. A Diversification Measure for Portfolios of Risky Assets
14. Portfolio Allocation with Higher Moments
15. The Statistics of the Maximum Drawdown in Financial Time Series
16. On the Effectiveness of Dynamic Stock Index Portfolio Hedging
17. An Optimal Timing Approach to Option Portfolio Risk Management

Langue : Anglais

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Propriétaire : Bibliothèque