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The known, the unknown, and the unknowable in financial risk management : measurement and theory advancing practice /
A clear understanding of what we know, don't know, and can't know should guide any reasonable approach to managing financial risk, yet the most widely used measure in finance today--Value at Risk, or VaR--reduces these risks to a single number, creating a false sense of security among risk...
| Clasificación: | Libro Electrónico |
|---|---|
| Otros Autores: | , , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Princeton, N.J. :
Princeton University Press,
©2010.
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| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 245 | 0 | 4 | |a The known, the unknown, and the unknowable in financial risk management : |b measurement and theory advancing practice / |c Francis X. Diebold, Neil A. Doherty, Richard J. Herring, editors. |
| 260 | |a Princeton, N.J. : |b Princeton University Press, |c ©2010. | ||
| 300 | |a 1 online resource (viii, 380 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | |a Risk : a decision maker's perspective / Clive W.J. Granger -- Mild vs. wild randomness : focusing on those risks that matter / Benoit B. Mandelbrot and Nassim Nicholas Taleb -- The term structure of risk, the role of known and unknown risks, and nonstationary distributions / Riccardo Colacito and Robert F. Engle -- Crisis and noncrisis risk in financial markets : a unified approach to risk management / Robert H. Litzenberger and David M. Modest -- What we know, don't know, and can't know about bank risk : a view from the trenches / Andrew Kuritzkes and Til Schuermann -- Real estate through the ages : the known, the unknown, and the unknowable / Ashok Bardhan and Robert H. Edelstein -- Reflections on decision-making under uncertainty / Paul R. Kleindorfer -- On the role of insurance brokers in resolving the known, the unknown, and the unknowable / Neil A. Doherty and Alexander Muermann -- Insuring against catastrophes / Howard Kunreuther and Mark V. Pauly -- Managing increased capital markets intensity : the chief financial officer's role in navigating the known, the unknown, and the unknowable / Charles N. Bralver and Daniel Borge -- The role of corporate governance in coping with risk and unknowns / Kenneth E. Scott -- Domestic banking problems / Charles A.E. Goodhart -- Crisis management : the known, the unknown, and the unknowable / Donald L. Kohn -- Investing in the unknown and unknowable / Richard J. Zeckhauser. | |
| 520 | |a A clear understanding of what we know, don't know, and can't know should guide any reasonable approach to managing financial risk, yet the most widely used measure in finance today--Value at Risk, or VaR--reduces these risks to a single number, creating a false sense of security among risk managers, executives, and regulators. This book introduces a more realistic and holistic framework called KuU--the Known, the unknown, and the Unknowable--that enables one to conceptualize the different kinds of financial risks and design effective s. | ||
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 590 | |a eBooks on EBSCOhost |b EBSCO eBook Subscription Academic Collection - Worldwide | ||
| 590 | |a JSTOR |b Books at JSTOR Demand Driven Acquisitions (DDA) | ||
| 650 | 0 | |a Financial risk management. | |
| 650 | 0 | |a Risk management. | |
| 650 | 6 | |a Finances |x Gestion du risque. | |
| 650 | 6 | |a Gestion du risque. | |
| 650 | 7 | |a risk management. |2 aat | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Insurance |x Risk Assessment & Management. |2 bisacsh | |
| 650 | 7 | |a Risques financiers. |2 eclas | |
| 650 | 7 | |a Analyse des risques. |2 eclas | |
| 650 | 7 | |a Gestion de crises. |2 eclas | |
| 650 | 7 | |a Marché financier international. |2 eclas | |
| 650 | 7 | |a Activité bancaire. |2 eclas | |
| 650 | 7 | |a Financial risk management |2 fast | |
| 650 | 7 | |a Risk management |2 fast | |
| 650 | 7 | |a Finanzmanagement |2 gnd | |
| 650 | 7 | |a Risikomanagement |2 gnd | |
| 700 | 1 | |a Diebold, Francis X., |d 1959- |1 https://id.oclc.org/worldcat/entity/E39PBJgX8t8fqhTDQWFfRyYgKd | |
| 700 | 1 | |a Doherty, Neil A. | |
| 700 | 1 | |a Herring, Richard. | |
| 758 | |i has work: |a The known, the unknown, and the unknowable in financial risk management (Text) |1 https://id.oclc.org/worldcat/entity/E39PD3rqPwF8VKkQTYMcmkrvMd |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |t Known, the unknown, and the unknowable in financial risk management. |d Princeton, N.J. : Princeton University Press, ©2010 |w (DLC) 2009041544 |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=990372 |z Texto completo |
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