Cargando…
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...
| Otros Autores: | , , |
|---|---|
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Princeton, N.J. :
Princeton University Press,
2010.
|
| Colección: | Book collections on Project MUSE.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
| LEADER | 00000cam a22000004a 4500 | ||
|---|---|---|---|
| 001 | musev2_36287 | ||
| 003 | MdBmJHUP | ||
| 005 | 20230905043821.0 | ||
| 006 | m o d | ||
| 007 | cr||||||||nn|n | ||
| 008 | 091009s2010 nju o 00 0 eng d | ||
| 020 | |a 9781400835287 | ||
| 020 | |z 9780691128832 | ||
| 035 | |a (OCoLC)811405240 | ||
| 040 | |a MdBmJHUP |c MdBmJHUP | ||
| 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. |
| 264 | 1 | |a Princeton, N.J. : |b Princeton University Press, |c 2010. | |
| 264 | 3 | |a Baltimore, Md. : |b Project MUSE, |c 2016 | |
| 264 | 4 | |c ©2010. | |
| 300 | |a 1 online resource (392 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 | ||
| 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. | ||
| 588 | |a Description based on print version record. | ||
| 650 | 7 | |a Risikomanagement |2 gnd | |
| 650 | 7 | |a Finanzmanagement |2 gnd | |
| 650 | 7 | |a Risk management. |2 fast |0 (OCoLC)fst01098164 | |
| 650 | 7 | |a Financial risk management. |2 fast |0 (OCoLC)fst01739657 | |
| 650 | 7 | |a Activite bancaire. |2 eclas | |
| 650 | 7 | |a Marche financier international. |2 eclas | |
| 650 | 7 | |a Gestion de crises. |2 eclas | |
| 650 | 7 | |a Analyse des risques. |2 eclas | |
| 650 | 7 | |a Risques financiers. |2 eclas | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Insurance |x Risk Assessment & Management. |2 bisacsh | |
| 650 | 7 | |a risk management. |2 aat | |
| 650 | 6 | |a Gestion du risque. | |
| 650 | 6 | |a Finances |x Gestion du risque. | |
| 650 | 0 | |a Risk management. | |
| 650 | 0 | |a Financial risk management. | |
| 655 | 7 | |a Electronic books. |2 local | |
| 700 | 1 | |a Herring, Richard. | |
| 700 | 1 | |a Doherty, Neil A. | |
| 700 | 1 | |a Diebold, Francis X., |d 1959- | |
| 710 | 2 | |a Project Muse. |e distributor | |
| 830 | 0 | |a Book collections on Project MUSE. | |
| 856 | 4 | 0 | |z Texto completo |u https://projectmuse.uam.elogim.com/book/36287/ |
| 945 | |a Project MUSE - Custom Collection | ||
| 945 | |a Project MUSE - Archive Complete Supplement IV | ||
| 945 | |a Project MUSE - Archive Political Science and Policy Studies Supplement IV | ||