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Batten, Jonathan A.

Advances in Financial Risk Management

Batten, Jonathan A. - Advances in Financial Risk Management, ebook

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ISBN: 9781137025098
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Table of contents

Part I. Corporate

1. Strategic Risk Management and Product Market Competition
Tim R. Adam, Amrita Nain

2. The Cash-Flow Risk of Corporate Market Investments
Craig O. Brown

3. Foreign Currency Hedging and Firm Value: A Dynamic Panel Approach
Shane Magee

4. Repurchases, Employee Stock Option Grants, and Hedging
Daniel A. Rogers

5. Do Managers Exhibit Loss Aversion in Their Risk Management Practices? Evidence from the Gold Mining Industry
Tim R. Adam, Chitru S. Fernando, Evgenia Golubeva

Part II. Intermediaries

6. Does Securitization Affect Banks’ Liquidity Risk? The Case of Italy
Francesca Battaglia, Maria Mazzuca

7. Stress Testing Interconnected Banking Systems
Rodolfo Maino, Kalin Tintchev

8. Estimating Endogenous Liquidity Using Transaction and Order Book Information
Philippe Durand, Yalin Gündüz, Isabelle Thomazeau

9. The 2008 UK Banking Crash: Evidence from Option Implied Volatility
Ha Yan Raymond So, Tarik Driouchi, Zhiyuan Simon Tan

10. International Portfolio Diversification and the 2007 Financial Crisis
Jacek Niklewski, Timothy Rodgers

11. A Hybrid Fuzzy GJR-GARCH Modeling Approach for Stock Market Volatility Forecasting
Leandro Maciel

Part III. Portfolios

12. Robust Consumption and Portfolio Rules When Asset Returns Are Predictable
Abraham Lioui

13. A Diversification Measure for Portfolios of Risky Assets
Gabriel Frahm, Christof Wiechers

14. Hedge Fund Portfolio Allocation with Higher Moments and MVG Models
Asmerilda Hitaj, Lorenzo Mercuri

15. The Statistics of the Maximum Drawdown in Financial Time Series
Alessandro Casati, Serge Tabachnik

16. On the Effectiveness of Dynamic Stock Index Portfolio Hedging: Evidence from Emerging Markets Futures
Mohammad S. Hasan, Taufiq Choudhry

17. An Optimal Timing Approach to Option Portfolio Risk Management
Tim Leung, Peng Liu

Keywords: Finance, Risk Management, Business Finance, Corporate Finance, Investments and Securities, Macroeconomics/Monetary Economics//Financial Economics, International Economics

Editor
 
 
Publisher
Springer
Publication year
2013
Language
en
Edition
1
Page amount
437 pages
Category
Economy
Format
Ebook
eISBN (PDF)
9781137025098
Printed ISBN
978-1-349-43874-7

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