Risk management : foundations for a changing financial world

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Risk management : foundations for a changing financial world / Walter V. "Bud" Haslett Jr

資料種別:: 図書
出版情報:: Hoboken, N.J. : Wiley, c2010
形態:: xv, 797 p. ; 26 cm
シリーズ名:: CFA Institute investment perspectives series <BB02036258>
著者名:: Haslett, Walter V. <DA17162685>
ISBN:: 9780470903391 [0470903392]
書誌ID:: BB05237904

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注記:

Includes bibliographical references and index

主題:

Financial risk management; Risk management

言語:

英語

目次情報:

Foreword

Acknowledgments

Introduction

Overview-Two Decades Of Risk Management / Part I：

1990-1999

A Framework For Understanding Market Crisis / Richard M. BookstaberChapter 1：

Practical Issues In Choosing And Applying Risk Management Tools / Jacques LongerstaeyChapter 2：

The Three P's Of Total Risk Management / Andrew W. LoChapter 3：

Reporting And Monitoring Risk Exposure / Robert W. KoppraschChapter 4：

2000-Present

Risk Management: A Review / SÃ©bastien LleoChapter 5：

Defining Risk / Glyn A. HoltonChapter 6：

Value And Risk: Beyond Betas / Aswath DamodaranChapter 7：

(A Simple Theory Of The Financial Crisis; Or, Why Fischer Black Still Matters / Tyler CowenChapter 8：

(Managing Firm Risk / Bluford H. PutnamChapter 9：

(Risk Measurement Versus Risk Management / D. Sykes WilfordChapter 10：

Measuring Risk / Part II：

What Volatility Tells Us About Diversification And Risk Management / Max DarnellChapter 11：

Risk: Measuring The Risk In Value At Risk / Philippe JorionChapter 12：

How Risk Management Can Benefi T Portfolio Managers / Michelle MccarthyChapter 13：

Merging The Risk Management Objectives Of The Client And Investment Manager / Bennett W. GolubChapter 14：

The Mismeasurement Of Risk / Mark Kritzman ; Don RichChapter 15：

Riskiness In Risk Measurement / Roland LochoffChapter 16：

The Second Moment / Don EzraChapter 17：

The Sense And Nonsense Of Risk Budgeting / Arjan B. Berkelaar ; Adam Kobor ; Masaki TsumagariChapter 18：

Understanding And Monitoring The Liquidity Crisis Cycle / Richard BookstaberChapter 19：

Why Company-Specifi C Risk Changes Over Time / James A. Bennett ; Richard W. SiasChapter 20：

Black Monday And Black Swans / John C. BogleChapter 21：

The Uncorrelated Return Myth / Richard M. EnnisChapter 22：

Managing Risk / Part III：

Alternative Investments

Risk Management For Hedge Funds: Introduction And Overview / Chapter 23：

Risk Management For Alternative Investment Strategies / Leslie RahlChapter 24：

Sources Of Change And Risk For Hedge Funds / Clifford S. AsnessChapter 25：

Risk Management In A Fund Of Funds / S. Luke EllisChapter 26：

Hedge Funds: Risk And Return / Burton G. Malkiel ; Atanu SahaChapter 27：

Credit Risk

Tumbling Tower Of Babel: Subprime Securitization And The Credit Crisis / Jeremy Graveline ; Michael Kokalari ; Bruce I. JacobsChapter 28：

Applying Modern Risk Management To Equity And Credit Analysis / Robert C. MertonChapter 30：

Derivatives

The Uses And Risks Of Derivatives / Joanne M. HillChapter 31：

Effective Risk Management In The Investment Firm / Mark C. BrickellChapter 32：

Risk-Management Programs / Maarten NederlofChapter 33：

Does Risk Management Add Value? / Charles W. SmithsonChapter 34：

Risk Management And Fiduciary Duties / Robert M. MclaughlinChapter 35：

Global Risk

Financial Risk Management In Global Portfolios / R. Charles TschampionChapter 36：

Universal Hedging: Optimizing Currency Risk And Reward In International Equity Portfolios / Fischer BlackChapter 37：

Strategies For Hedging / Mark P. KritzmanChapter 38：

Currency Risk Management In Emerging Markets / H. Gifford FongChapter 39：

Managing Geopolitical Risks / Marvin ZonisChapter 40：

Country Risk In Global Financial Management / Claude B. Erb ; Campbell R. Harvey ; Tadas E. ViskantaChapter 41：

Political Risk In The World Economies / Chapter 42：

Nonfinancial Risk

A Behavioral Perspective On Risk Management / Chapter 43：

Behavioral Risk: Anecdotes And Disturbing Evidence / Arnold S. WoodChapter 44：

The Ten Commandments Of Operational Due Diligence / Robert P. Swan IIIChapter 45：

Models / Emanuel DermanChapter 46：

The Use And Misuse Of Models In Investment Management / Douglas T. BreedenChapter 47：

Regulating Financial Markets: Protecting Us From Ourselves And Others / Meir StatmanChapter 48：

Pension Risk

Budgeting And Monitoring Pension Fund Risk / William F. SharpeChapter 49：

The Plan Sponsor's Perspective On Risk Management Programs / Desmond MacintyreChapter 50：

Evaluating A Risk-Management Program / Christopher J. CampisanoChapter 51：

Developing And Implementing A Risk-Budgeting System / Leo J. De BeverChapter 52：

Liability-Driven Investment Strategies For Pension Funds / Roman Von AhChapter 53：

About the Contributors

Index

Foreword

Acknowledgments

Introduction

Overview-Two Decades Of Risk Management / Part I：

1990-1999

A Framework For Understanding Market Crisis / Richard M. BookstaberChapter 1：

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