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The world of risk management /
Risk management is a foundation discipline for the prudent conduct of investment management. Being effective requires ongoing evolution and adaptation. In The World of Risk Management, an expert team of contributors that include Nobel Prize laureates Robert C Merton and Harry M Markowitz addresses t...
| Clasificación: | Libro Electrónico |
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| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Hackensack, NJ ; London :
World Scientific Pub.,
©2006.
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| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- Ch. 1. Design of financial systems : towards a synthesis of function and structure / Robert C. Merton and Zvi Bodie
- ch. 2. Asset/liability management and enterprise risk management of an insurer / Thomas S.Y. Ho
- ch. 3. It's 11 pm
- Do you know where your liquidity is? The mean-variance-liquidity frontier / Andrew W. Lo, Constantin Petrov and Martin Wierzbicki
- ch. 4. Time diversification / Jack L. Treynor
- ch. 5. A practical framework for portfolio choice / Richard O. Michaud
- ch. 6. A Markov chain Monte Carlo method for derivative pricing and risk assessment / Sanjiv R. Das and Alistair Sinclair
- ch. 7. Active risk and information ratio / Edward Qian and Ronald Hua
- ch. 8. The year-end price of risk in a market for liquidity / Mark D. Griffiths and Drew B. Winters
- ch. 9. Resampled frontiers versus diffuse Bayes : an experiment / Harry M. Markowitz and Nilufer Usmen
- ch. 10. Fund managers may cause their benchmarks to be priced "Risks" / Michael Stutzer.