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Advances in financial risk management : = corporates, intermediaries and portfolios /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Advances in financial risk management :/ [edited by] Jonathan A. Batten, Hong Kong University of Science and Technology, Peter MacKay, Hong Kong University of Science and Technology, and Niklas Wagner, Department of Business and Economics, University of Passau.
Reminder of title:	corporates, intermediaries and portfolios /
other author:	Batten, Jonathan,
Description:	1 online resource.
[NT 15003449]:	PART I: CORPORATE 1. Strategic Risk Management and Product Market Competition -- Tim R. Adam and Amrita Nain 2. The Cash-Flow Risk of Corporate Market Investments -- Craig O. Brown 3. Foreign Currency Hedging and Firm Value: A Dynamic Panel Approach -- Shane Magee 4. Repurchases, Employee Stock Option Grants, and Hedging -- Daniel A. Rogers 5. Do Managers Exhibit Loss Aversion in their Risk Management Practices?: Evidence from the Gold Mining Industry -- Tim R. Adam, Chitru S. Fernando and Evgenia Golubeva PART II: INTERMEDIARIES 6. Does Securitization Affect Banks' Liquidity Risk? The Case of Italy -- Francesca Battaglia and Maria Mazzuca 7. Stress Testing Interconnected Banking Systems -- Rodolfo Maino and Kalin Tintchev 8. Estimating Endogenous Liquidity Using Transaction and Order Book Information -- Philippe Durand, Yalin Gunduz and Isabelle Thomazeau 9. The 2008 UK Banking Crash: Evidence from Option Implied Volatility -- Ha Yan Raymond So, Tarik Driouchi and Zhiyuan Simon Tan 10. International Portfolio Diversification and the 2007 Financial Crisis -- Jacek Niklewski and Timothy Rodgers 11. A Hybrid Fuzzy GJR-GARCH Modelling Approach for Stock Market Volatility: Forecasting -- Leandro Maciel PART III: PORTFOLIOS 12. Robust Consumption and Portfolio Rules when Asset Returns are Predictable -- Abraham Lioui 13. A Diversification Measure for Portfolios of Risky Assets -- Gabriel Frahm and Christof Wiechers 14. Portfolio Allocation with Higher Moments -- Asmerilda Hitaj and Lorenzo Mercuri 15. The Statistics of the Maximum Drawdown in Financial Time Series -- Alessandro Casati and Serge Tabachnik 16. On the Effectiveness of Dynamic Stock Index Portfolio Hedging -- Mohammad S. Hasan and Taufiq Choudhry 17. An Optimal Timing Approach to Option Portfolio Risk Management -- Tim Leung and Peng Liu.
Subject:	Financial risk management. -
Online resource:	http://link.springer.com/10.1057/9781137025098
ISBN:	1137025093 (electronic bk.)

Advances in financial risk management : = corporates, intermediaries and portfolios /
Advances in financial risk management :corporates, intermediaries and portfolios /[edited by] Jonathan A. Batten, Hong Kong University of Science and Technology, Peter MacKay, Hong Kong University of Science and Technology, and Niklas Wagner, Department of Business and Economics, University of Passau. - 1 online resource.

PART I: CORPORATE 1. Strategic Risk Management and Product Market Competition -- Tim R. Adam and Amrita Nain 2. The Cash-Flow Risk of Corporate Market Investments -- Craig O. Brown 3. Foreign Currency Hedging and Firm Value: A Dynamic Panel Approach -- Shane Magee 4. Repurchases, Employee Stock Option Grants, and Hedging -- Daniel A. Rogers 5. Do Managers Exhibit Loss Aversion in their Risk Management Practices?: Evidence from the Gold Mining Industry -- Tim R. Adam, Chitru S. Fernando and Evgenia Golubeva PART II: INTERMEDIARIES 6. Does Securitization Affect Banks' Liquidity Risk? The Case of Italy -- Francesca Battaglia and Maria Mazzuca 7. Stress Testing Interconnected Banking Systems -- Rodolfo Maino and Kalin Tintchev 8. Estimating Endogenous Liquidity Using Transaction and Order Book Information -- Philippe Durand, Yalin Gunduz and Isabelle Thomazeau 9. The 2008 UK Banking Crash: Evidence from Option Implied Volatility -- Ha Yan Raymond So, Tarik Driouchi and Zhiyuan Simon Tan 10. International Portfolio Diversification and the 2007 Financial Crisis -- Jacek Niklewski and Timothy Rodgers 11. A Hybrid Fuzzy GJR-GARCH Modelling Approach for Stock Market Volatility: Forecasting -- Leandro Maciel PART III: PORTFOLIOS 12. Robust Consumption and Portfolio Rules when Asset Returns are Predictable -- Abraham Lioui 13. A Diversification Measure for Portfolios of Risky Assets -- Gabriel Frahm and Christof Wiechers 14. Portfolio Allocation with Higher Moments -- Asmerilda Hitaj and Lorenzo Mercuri 15. The Statistics of the Maximum Drawdown in Financial Time Series -- Alessandro Casati and Serge Tabachnik 16. On the Effectiveness of Dynamic Stock Index Portfolio Hedging -- Mohammad S. Hasan and Taufiq Choudhry 17. An Optimal Timing Approach to Option Portfolio Risk Management -- Tim Leung and Peng Liu.

"Advances in Financial Risk Management: Corporates, Intermediaries and Portfolios is essential reading to those interested in better understanding developments in the post-Global Financial Crisis (GFC) environment. There are seventeen papers that provide the latest research on measuring, managing and pricing financial risk, allocated into three very broad perspectives: risk management in non-financial corporations; in financial intermediaries such as banks, which must comply with regulatory standards on measuring and managing risk; and finally within the context of a portfolio of securities of different credit quality and marketability. This unique compilation of papers provides an expansive view of the latest techniques available to academics and practitioners to measure and manage risk"--

ISBN: 1137025093 (electronic bk.)

Source: 591559Palgrave Macmillanhttp://www.palgraveconnect.comSubjects--Topical Terms:

781346
Financial risk management.
Index Terms--Genre/Form:

542853
Electronic books.

LC Class. No.: HD61 / .A374 2013

Dewey Class. No.: 658.15/5

Advances in financial risk management : = corporates, intermediaries and portfolios /
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245 0 0 $a Advances in financial risk management : $b corporates, intermediaries and portfolios / $c [edited by] Jonathan A. Batten, Hong Kong University of Science and Technology, Peter MacKay, Hong Kong University of Science and Technology, and Niklas Wagner, Department of Business and Economics, University of Passau.
264 1 $a New York, NY : $b Palgrave Macmillan, $c 2013.
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505 0 $a PART I: CORPORATE 1. Strategic Risk Management and Product Market Competition -- Tim R. Adam and Amrita Nain 2. The Cash-Flow Risk of Corporate Market Investments -- Craig O. Brown 3. Foreign Currency Hedging and Firm Value: A Dynamic Panel Approach -- Shane Magee 4. Repurchases, Employee Stock Option Grants, and Hedging -- Daniel A. Rogers 5. Do Managers Exhibit Loss Aversion in their Risk Management Practices?: Evidence from the Gold Mining Industry -- Tim R. Adam, Chitru S. Fernando and Evgenia Golubeva PART II: INTERMEDIARIES 6. Does Securitization Affect Banks' Liquidity Risk? The Case of Italy -- Francesca Battaglia and Maria Mazzuca 7. Stress Testing Interconnected Banking Systems -- Rodolfo Maino and Kalin Tintchev 8. Estimating Endogenous Liquidity Using Transaction and Order Book Information -- Philippe Durand, Yalin Gunduz and Isabelle Thomazeau 9. The 2008 UK Banking Crash: Evidence from Option Implied Volatility -- Ha Yan Raymond So, Tarik Driouchi and Zhiyuan Simon Tan 10. International Portfolio Diversification and the 2007 Financial Crisis -- Jacek Niklewski and Timothy Rodgers 11. A Hybrid Fuzzy GJR-GARCH Modelling Approach for Stock Market Volatility: Forecasting -- Leandro Maciel PART III: PORTFOLIOS 12. Robust Consumption and Portfolio Rules when Asset Returns are Predictable -- Abraham Lioui 13. A Diversification Measure for Portfolios of Risky Assets -- Gabriel Frahm and Christof Wiechers 14. Portfolio Allocation with Higher Moments -- Asmerilda Hitaj and Lorenzo Mercuri 15. The Statistics of the Maximum Drawdown in Financial Time Series -- Alessandro Casati and Serge Tabachnik 16. On the Effectiveness of Dynamic Stock Index Portfolio Hedging -- Mohammad S. Hasan and Taufiq Choudhry 17. An Optimal Timing Approach to Option Portfolio Risk Management -- Tim Leung and Peng Liu.
520 $a "Advances in Financial Risk Management: Corporates, Intermediaries and Portfolios is essential reading to those interested in better understanding developments in the post-Global Financial Crisis (GFC) environment. There are seventeen papers that provide the latest research on measuring, managing and pricing financial risk, allocated into three very broad perspectives: risk management in non-financial corporations; in financial intermediaries such as banks, which must comply with regulatory standards on measuring and managing risk; and finally within the context of a portfolio of securities of different credit quality and marketability. This unique compilation of papers provides an expansive view of the latest techniques available to academics and practitioners to measure and manage risk"-- $c Provided by publisher.
588 $a Description based on print version record.
650 0 $a Financial risk management. $3 781346
650 0 $a Risk management. $3 540477
650 7 $a BUSINESS & ECONOMICS / Banks & Banking. $2 bisacsh $3 1598780
650 7 $a BUSINESS & ECONOMICS / Finance. $2 bisacsh $3 1598784
650 7 $a BUSINESS & ECONOMICS / Industrial Management $2 bisacsh $3 1599405
650 7 $a BUSINESS & ECONOMICS / Insurance / Risk Assessment & Management. $2 bisacsh $3 1599129
650 7 $a BUSINESS & ECONOMICS / Management Science $2 bisacsh $3 1598988
650 7 $a BUSINESS & ECONOMICS / Management $2 bisacsh $3 1599125
650 7 $a BUSINESS & ECONOMICS / Organizational Behavior $2 bisacsh $3 1599406
655 4 $a Electronic books. $2 lcsh $3 542853
700 1 $a Batten, Jonathan, $e editor of compilation. $3 3648058
700 1 $a MacKay, Peter, $d 1961- $e editor of compilation. $3 3648059
700 1 $a Wagner, Niklas F., $d 1969- $3 1964230
776 0 8 $i Print version: $t Advances in financial risk management $z 9781137025081 $w (DLC) 2013035857 $w (OCoLC)843857856
856 4 0 $3 Palgrave Connect $u http://link.springer.com/10.1057/9781137025098