Advances in Financial Risk Management

Edited by Jonathan Batten, Peter MacKay and Niklas Wagner

in Palgrave Macmillan Books from Palgrave Macmillan

Date: 2013
ISBN: 978-1-137-02509-8
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Citations: View citations in EconPapers (9)

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Chapters in this book:

Ch 1 Strategic Risk Management and Product Market Competition

Tim R. Adam and Amrita Nain

Ch 2 The Cash-Flow Risk of Corporate Market Investments

Craig O. Brown

Ch 3 Foreign Currency Hedging and Firm Value: A Dynamic Panel Approach

Shane Magee

Ch 4 Repurchases, Employee Stock Option Grants, and Hedging

Daniel A. Rogers

Ch 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

Ch 6 Does Securitization Affect Banks’ Liquidity Risk? The Case of Italy

Francesca Battaglia and Maria Mazzuca

Ch 7 Stress Testing Interconnected Banking Systems

Rodolfo Maino and Kalin Tintchev

Ch 8 Estimating Endogenous Liquidity Using Transaction and Order Book Information

Philippe Durand, Yalin Gündüz and Isabelle Thomazeau

Ch 9 The 2008 UK Banking Crash: Evidence from Option Implied Volatility

Ha Yan Raymond So, Tarik Driouchi and Zhiyuan Simon Tan

Ch 10 International Portfolio Diversification and the 2007 Financial Crisis

Jacek Niklewski and Timothy Rodgers

Ch 11 A Hybrid Fuzzy GJR-GARCH Modeling Approach for Stock Market Volatility Forecasting

Leandro Maciel

Ch 12 Robust Consumption and Portfolio Rules When Asset Returns Are Predictable

Abraham Lioui

Ch 13 A Diversification Measure for Portfolios of Risky Assets

Gabriel Frahm and Christof Wiechers

Ch 14 Hedge Fund Portfolio Allocation with Higher Moments and MVG Models

Asmerilda Hitaj and Lorenzo Mercuri

Ch 15 The Statistics of the Maximum Drawdown in Financial Time Series

Alessandro Casati and Serge Tabachnik

Ch 16 On the Effectiveness of Dynamic Stock Index Portfolio Hedging: Evidence from Emerging Markets Futures

Mohammad S. Hasan and Taufiq Choudhry

Ch 17 An Optimal Timing Approach to Option Portfolio Risk Management

Tim Leung and Peng Liu

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Persistent link: https://EconPapers.repec.org/RePEc:pal:palbok:978-1-137-02509-8

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DOI: 10.1057/9781137025098

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