The handbook of risk
- نوع فایل : کتاب
- زبان : انگلیسی
- مؤلف : Ben Warwick
- ناشر : New York ; Chichester : Wiley
- چاپ و سال / کشور: 2002
- شابک / ISBN : 9780471064121
Description
PREFACE PART ONE The Nature of Risk 1 CHAPTER 1 The Failure of Invariance by Peter L. Bernstein 3 CHAPTER 2 Inverted Reasoning and Its Consequences: Confusing the Present with the Future-Discounting by George C. Selden 17 CHAPTER 3 A New Paradigm for Portfolio Risk by Robert H. Jeffrey 27 CHAPTER 4 The Likelihood of Loss by Mark Kritzman 35 PART TWO Measuring Risk 43 CHAPTER 5 Measuring and Managing Investment Risk by Roger G. Clarke 45 CHAPTER 6 An Assessment of Alternative Models of Financial Market Volatility by John F. O. Bilson 57 CHAPTER 7 The Case for the Relevancy of Downside Risk Measures by David Nawrocki 79 contents v vii CHAPTER 8 Measuring Risk for Asset Allocation, Performance Evaluation, and Risk Control: Different Problems, Same Solution by Christopher L. Culp, Ph.D., and Ron Mensink 97 CHAPTER 9 Model Risk by Emanuel Derman 129 CHAPTER 10 Technology and the Capital Markets by Ben Warwick 143 CHAPTER 11 Horizon Problems and Extreme Events in Financial Risk Management by Peter F. Christoffersen, Francis X. Diebold, and Til Schuermann 155 PART THREE The Investment Manager’s Viewpoint 171 CHAPTER 12 A Behavioral Framework for Time Diversification by Kenneth Fisher and Meir Statman 173 CHAPTER 13 Converging Correlations and Market Shocks: Implications for Managing Risk by Louis Llanes 189 CHAPTER 14 Investing on the Edge of Chaos by Mike Howell 207 CHAPTER 15 Hedge Fund Risk by Brian Cornell 219 CHAPTER 16 The Risk of Informationless Investing: Hedge Fund Performance Measurement Bias by Andrew B.Weisman 247 INDEX 265
