The World of Risk Management

Edited by H Gifford Fong

Abstract: The World of Risk Management

Keywords: Risk; Risk Analysis; Risk Management; Investment Management; Portfolio Management; Security Analysis; Asset Analysis (search for similar items in EconPapers)
Date: 2005
ISBN: 9789812565174
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Citations: View citations in EconPapers (1)

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https://www.worldscientific.com/worldscibooks/10.1142/5954 (text/html)
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Chapters in this book:

Ch 1 DESIGN OF FINANCIAL SYSTEMS: TOWARDS A SYNTHESIS OF FUNCTION AND STRUCTURE , pp 1-27: Robert Merton and Zvi Bodie
Ch 2 ASSET/LIABILITY MANAGEMENT AND ENTERPRISE RISK MANAGEMENT OF AN INSURER , pp 29-45: Thomas S. Y. Ho
Ch 3 IT'S 11 PM—DO YOU KNOW WHERE YOUR LIQUIDITY IS?: THE MEAN–VARIANCE–LIQUIDITY FRONTIER , pp 47-92: Andrew Lo, Constantin Petrov and Martin Wierzbicki
Ch 4 TIME DIVERSIFICATION , pp 93-109: Jack L. Treynor
Ch 5 A PRACTICAL FRAMEWORK FOR PORTFOLIO CHOICE , pp 111-130: Richard O. Michaud
Ch 6 A MARKOV CHAIN MONTE CARLO METHOD FOR DERIVATIVE PRICING AND RISK ASSESSMENT , pp 131-149: Sanjiv R. Das and Alistair Sinclair
Ch 7 ACTIVE RISK AND INFORMATION RATIO , pp 151-167: Edward Qian and Ronald Hua
Ch 8 THE YEAR-END PRICE OF RISK IN A MARKET FOR LIQUIDITY , pp 169-182: Mark D. Griffiths and Drew B. Winters
Ch 9 RESAMPLED FRONTIERS VERSUS DIFFUSE BAYES: AN EXPERIMENT , pp 183-202: Harry Markowitz and Nilufer Usmen
Ch 10 FUND MANAGERS MAY CAUSE THEIR BENCHMARKS TO BE PRICED “RISKS” , pp 203-218: Michael Stutzer

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