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Title Advances in financial risk management [electronic resource] ; corporates, intermediaries and portfolios / Edited by Jonathan A. Batten, Peter Mackay, Niklas Wagner.

Published Basingstoke : Palgrave Macmillan : [distributor] Not Avail, 2013.


Location Call No. Status
Physical description 440 p. : 49 figures, 69.
Notes Electronic book text.
Epublication based on: 9781137025081.
Contents PART I: CORPORATE 1. Strategic Risk Management and Product Market Competition-- Tim R. Adam and 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 and Evgenia Golubeva PART II: INTERMEDIARIES 6. Does Securitization Affect Banks' Liquidity Risk? The Case of Italy-- Francesca Battaglia and Maria Mazzuca 7. Stress Testing Interconnected Banking Systems-- Rodolfo Maino and Kalin Tintchev 8. Estimating Endogenous Liquidity Using Transaction and Order Book Information-- Philippe Durand, Yalin Gunduz and Isabelle Thomazeau 9. The 2008 UK Banking Crash: Evidence from Option Implied Volatility-- Ha Yan Raymond So, Tarik Driouchi and Zhiyuan Simon Tan 10. International Portfolio Diversification and the 2007 Financial Crisis-- Jacek Niklewski and Timothy Rodgers 11. A Hybrid Fuzzy GJR-GARCH Modelling 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 and Christof Wiechers 14. Portfolio Allocation with Higher Moments-- Asmerilda Hitaj and Lorenzo Mercuri 15. The Statistics of the Maximum Drawdown in Financial Time Series-- Alessandro Casati and Serge Tabachnik 16. On the Effectiveness of Dynamic Stock Index Portfolio Hedging-- Mohammad S. Hasan and Taufiq Choudhry 17. An Optimal Timing Approach to Option Portfolio Risk Management-- Tim Leung and Peng Liu.
File type Document
Summary The latest research on measuring, managing and pricing financial risk. Three broad perspectives are considered: financial risk in non-financial corporations; in financial intermediaries such as banks; and finally within the context of a portfolio of securities of different credit quality and marketability. Advances in Financial Risk Management presents the latest research on measuring, managing and pricing financial risk. It provides an expansive view of the latest techniques available to academics and practitioners in three critical areas: corporate, financial and portfolio risk management. It brings together both empirical and theoretical perspectives on issues that remain paramount despite financial market volatility abating in recent years. Looking ahead, the prospects for the financial services industry are for more regulatory oversight and attention being paid to the modeling and measuring of financial risk. This volume contributes to this ongoing debate and provides valuable insights into the issues and appropriate practice of financial risk management. Advances in Financial Risk Management is essential reading for anyone interested in better understanding the latest developments in risk management in the post-Global Financial Crisis (GFC) environment.
System notes PDF.
History notes Jonathan A. Batten is Professor of Finance at Monash University, Melbourne, Australia. He is also the editor of Emerging Markets Review and associate editor of the Journal of Banking & Finance and has undertaken consulting work for the World Bank and the Asian Development Bank. His research interests include credit spread modeling, market integration, financial market development and nonlinear dynamics. Peter MacKay is Associate Professor at the Hong Kong University of Science and Technology. He is associate editor for the Multinational Finance Journal and the International Review of Financial Analysis. His research spans several areas of corporate finance, namely, capital structure, corporate risk management, corporate investment, working capital management, and corporate governance. He has undertaken consulting work for the Venture-Capital and Alternative Investment Associations of Hong Kong. Niklas Wagner is Professor of Finance at Passau University, Germany. Professor Wagner is International Review of Financial Analysis subject editor and regularly serves as a referee for leading finance journals. His publications cover the areas of empirical asset pricing, applied financial econometrics as well as derivatives and risk management.
Other author Batten, Jonathan.
Mackay, Peter.
Wagner, Niklas.
Subject Financial risk management.
Corporate finance.
International finance.
Economic & financial crises & disasters.
Investment & securities.
Finance and Accounting.
ISBN 9781137025098 : £70.00
1137025093 : £70.00