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Kurzbeschreibung Risk and risk management have been one of the hottest topics for investors over the past five years. The Handbook of Riskilluminates the subject of risk by covering the quantitative and behavioral issues faced by investment professionals on a day-to-day basis. In an accessible, user-friendly style this valuable reference offers a prescriptive and descriptive treatment of risk management.
Aus dem Inhalt Preface.
PART I: THE NATURE OF RISK.
The Failure of Invariance (P. Bernstein).
Inverted Reasoning and Its Consequences: Confusing the Present with the Future Discounting (G. Seldin).
A New Paradigm for Portfolio Risk (R. Jeffrey).
The Likelihood of Loss (M. Kritzman).
PART II: MEASURING RISK.
A Convenient Measure of Risk (R. Clarke).
Forecasting Financial Risk (J. Bilson).
Downside Risk (D. Nawrocki).
Measuring Risk for Asset Allocation, Performance Evaluation, and Risk Control: Different Problems, Same Solution (C. Culp).
Model Risk (E. Derman).
Technology and the Capital Markets (B. Warwick).
Horizon Problems and Extreme Events in Financial Risk Management (P. Christoffersen, F.X. Diebold and T. Schuermann).
PART III: INVESTMENT MANAGERS' VIEWPOINTS.
A Behavioral Framework for Time Diversification (M. Stateman & K. Fisher).
Converging Correlations and Market Shocks: Implications for Managing Risk (L. Llanes).
Investing on the Edge of Chaos (M. Howell).
Hedge Fund Risk (B. Cornell).
The Risks of Alternative Strategies (B. Cornell).
The Risk of Informationless Investing: Hedge Fund Performance (A. Weisman).
