The world of risk management / / editor, H. Gifford Fong

• Pubblicazione: Hackensack, NJ ; ; London, : World Scientific Pub., c2006
• Edizione: 1st ed.
• Descrizione fisica: 1 online resource (233 p.)
• Disciplina: 332.6
• Soggetto topico: Investments; Derivative securities; Portfolio management; Asset-liability management; Risk management
• Classificazione: 85.30
• Altri autori: FongH. Gifford
• Note generali: Description based upon print version of record.
• Nota di bibliografia: Includes bibliographical references.
• Nota di contenuto: 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 ; 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
• Sommario/riassunto: 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 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
• Titolo autorizzato: The world of risk management
• ISBN: 9786611372590; 9781281372598; 1281372595; 9789812700865; 9812700862
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 9910965668703321
• Lo trovi qui: Univ. Federico II