The known, the unknown, and the unknowable in financial risk management : measurement and theory advancing practice /

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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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Otros Autores: Diebold, Francis X., 1959-, Doherty, Neil A., Herring, Richard
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Princeton, N.J. : Princeton University Press, ©2010.
Temas:
Financial risk management.
Risk management.
Finances > Gestion du risque.
Gestion du risque.
risk management.
BUSINESS & ECONOMICS > Insurance > Risk Assessment & Management.
Risques financiers.
Analyse des risques.
Gestion de crises.
Marché financier international.
Activité bancaire.
Financial risk management
Risk management
Finanzmanagement
Risikomanagement
Acceso en línea:Texto completo
Tabla de Contenidos:
  • 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.

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