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010   $a9786611372590
010   $a9781281372598
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100   $a20051102d2006      uy         0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 04$aThe world of risk management /$feditor, H. Gifford Fong
205   $a1st ed.
210   $aHackensack, NJ ;$aLondon $cWorld Scientific Pub.$dc2006
215   $a1 online resource (233 p.)
300   $aDescription based upon print version of record.
311 08$a9789812565174 
311 08$a9812565175 
320   $aIncludes bibliographical references.
327   $aCONTENTS; Introduction; Practitioner's Digest; Chapter 1 Design of Financial Systems: Towards a Synthesis of Function and Structure Robert C. Merton and Zvi Bodie; Chapter 2 Asset/Liability Management and Enterprise Risk Management of an Insurer Thomas S. Y. Ho; Chapter 3 It's 11 pm-Do You Know Where Your Liquidity Is? The Mean-Variance-Liquidity Frontier AndrewW. Lo, Constantin Petrov and Martin Wierzbicki; Chapter 4 Time Diversification Jack L. Treynor; Chapter 5 A Practical Framework for Portfolio Choice Richard O. Michaud
327   $aChapter 6 A Markov Chain Monte Carlo Method for Derivative Pricing and Risk Assessment Sanjiv R. Das and Alistair SinclairChapter 7 Active Risk and Information Ratio Edward Qian and Ronald Hua; Chapter 8 The Year-End Price of Risk in a Market for Liquidity Mark D. Griffiths and Drew B.Winters; Chapter 9 Resampled Frontiers versus Diffuse Bayes: An Experiment Harry M. Markowitz and Nilufer Usmen; Chapter 10 Fund Managers May Cause Their Benchmarks to be Priced "Risks" Michael Stutzer
330   $aRisk 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 the important issues arising in the practice of risk management. A common thread among these distinguished articles is a rigorous theoretical or conceptual basis. Illustrated with full color figures throughout, they discuss topics ranging from broad policy considerations to detailed how-to prescripti
606   $aInvestments
606   $aDerivative securities
606   $aPortfolio management
606   $aAsset-liability management
606   $aRisk management
615  0$aInvestments.
615  0$aDerivative securities.
615  0$aPortfolio management.
615  0$aAsset-liability management.
615  0$aRisk management.
676   $a332.6
686   $a85.30$2bcl
701   $aFong$b H. Gifford$0594727
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910965668703321
996   $aThe world of risk management$94339408
997   $aUNINA