Risk Assessment: Decisions in Banking and Finance - Contributions to Economics - Georg Bol - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783790820492 - November 19, 2008
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Georg Bol
Risk Assessment: Decisions in Banking and Finance - Contributions to Economics 2009 edition

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New developments in assessing and managing risk are discussed in this volume. Among the subjects treated are important issues such as: risk measures and allocation of risks, factor modeling, risk premia in the hedge funds industry and credit risk management.

Marc Notes: Title from e-book title screen (viewed January 19, 2009).; Includes bibliographical references.; Electronic reproduction.; UK: MyiLibrary; 2009. Table of Contents: Automotive Finance: The Case for an Industry-Specific Approach to Risk Management.- Evidence on Time-Varying Factor Models for Equity Portfolio Construction.- Time Dependent Relative Risk Aversion.- Portfolio Selection with Common Correlation Mixture Models.- A New Tempered Stable Distribution and Its Application to Finance.- Estimation of ?-Stable Sub-Gaussian Distributions for Asset Returns.- Risk Measures for Portfolio Vectors and Allocation of Risks.- The Road to Hedge Fund Replication: The Very First Steps.- Asset Securitisation as a Profits Management Instrument.- Recent Advances in Credit Risk Management.- Stable ETL Optimal Portfolios and Extreme Risk Management.- Pricing Tranches of a CDO and a CDS Index: Recent Advances and Future Research.

Media Books     Hardcover Book   (Book with hard spine and cover)
Released November 19, 2008
ISBN13 9783790820492
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 286
Dimensions 155 × 235 × 17 mm   ·   544 g
Language French  
Editor Bol, Georg
Editor Rachev, Svetlozar T.
Editor Wurth, Reinhold

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