{"text_format":"2","workbook":"xls","n_sheets":1,"sheets":["report2"],"not_rendered":{"charts":0,"images":0,"macros":0,"external_links":1,"defined_names":1,"comments":0,"pivot_tables":0},"unopened":[],"bounds":{"document_bytes":16777216,"sheet_cells":100000,"run_cost":"one","rows_first":2000,"rows_last":500,"rows_between":2000,"halvings":0,"cell_chars":16384,"cell_head_chars":4096},"cells_cut":0,"cells_raw":0,"read":"whole","date_system":"1900","formulas":"cached_only"}

{"sheet":"report2","index":0,"n_rows":26,"n_cols":5,"rows_kept":26,"cut":false,"hidden":false,"merged":[[0,2,0,3],[0,4,0,5],[1,2,1,3],[1,4,1,5],[2,2,2,3],[3,2,3,3],[8,2,8,3],[9,2,9,3],[10,2,10,3],[11,2,11,3],[12,2,12,3],[17,2,17,3],[18,2,18,3],[22,2,22,3]],"flags":["formulas_cached_only"]}
[null,"1.","Record Nr.",null,"UNINA9910965668703321"]
[null,null,"Titolo",null,"The world of risk management / / editor, H. Gifford Fong"]
[null,null,"Pubbl/distr/stampa",null,"Hackensack, NJ ; ; London, : World Scientific Pub., c2006"]
[null,null,"ISBN",null,"9786611372590"]
[{"$nulls":4},"9781281372598"]
[{"$nulls":4},"1281372595"]
[{"$nulls":4},"9789812700865"]
[{"$nulls":4},"9812700862"]
[null,null,"Edizione",null,"[1st ed.]"]
[null,null,"Descrizione fisica",null,"1 online resource (233 p.)"]
[null,null,"Classificazione",null,"85.30"]
[null,null,"Disciplina",null,"332.6"]
[null,null,"Soggetti",null,"Investments"]
[{"$nulls":4},"Derivative securities"]
[{"$nulls":4},"Portfolio management"]
[{"$nulls":4},"Asset-liability management"]
[{"$nulls":4},"Risk management"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Description based upon print version of record."]
[null,null,null,"Nota di bibliografia","Includes bibliographical references."]
[null,null,"Nota di contenuto",null,"CONTENTS; 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"]
[{"$nulls":4},"Chapter 6 A Markov Chain Monte Carlo Method for Derivative Pricing and Risk Assessment Sanjiv R. Das and Alistair SinclairChapter 7 Active Risk and Information Ratio Edward Qian and Ronald Hua; Chapter 8 The Year-End Price of Risk in a Market for Liquidity Mark D. Griffiths and Drew B.Winters; Chapter 9 Resampled Frontiers versus Diffuse Bayes: An Experiment Harry M. Markowitz and Nilufer Usmen; Chapter 10 Fund Managers May Cause Their Benchmarks to be Priced \"Risks\" Michael Stutzer"]
[null,null,null,"Sommario/riassunto","Risk management is a foundation discipline for the prudent conduct of investment management. Being effective requires ongoing evolution "]
[{"$nulls":4},"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"]