Risk Assessment

Edited by Georg Bol (), Svetlozar T. Rachev () and Reinhold Würth

in Contributions to Economics from Springer, currently edited by Johannes Glaeser

Date: 2009
ISBN: 978-3-7908-2050-8
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Chapters in this book:

Automotive Finance: The Case for an Industry-Specific Approach to Risk Management

Christian Diekmann

Evidence on Time-Varying Factor Models for Equity Portfolio Construction

Markus Ebner and Thorsten Neumann

Time Dependent Relative Risk Aversion

Enzo Giacomini, Michael Handel and Wolfgang Härdle

Portfolio Selection with Common Correlation Mixture Models

Markus Haas and Stefan Mittnik

A New Tempered Stable Distribution and Its Application to Finance

Young Shin Kim, Svetlozar T. Rachev, Michele Leonardo Bianchi and Frank J. Fabozzi

Estimation of α-Stable Sub-Gaussian Distributions for Asset Returns

Sebastian Kring, Svetlozar T. Rachev, Markus Höchstötter and Frank J. Fabozzi

Risk Measures for Portfolio Vectors and Allocation of Risks

Ludger Rüschendorf

The Road to Hedge Fund Replication: The Very First Steps

Lars Jaeger

Asset Securitisation as a Profits Management Instrument

Markus Schmidtchen

Recent Advances in Credit Risk Management

Frances Cowell, Borjana Racheva and Stefan Trück

Stable ETL Optimal Portfolios and Extreme Risk Management

Svetlozar T. Rachev, R. Douglas Martin, Borjana Racheva and Stoyan Stoyanov

Pricing Tranches of a CDO and a CDS Index: Recent Advances and Future Research

Dezhong Wang, Svetlozar T. Rachev and Frank J. Fabozzi

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DOI: 10.1007/978-3-7908-2050-8

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