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Advances in Financial Risk Management

Corporates, Intermediaries and Portfolios

  • Jonathan A. Batten
  • Peter MacKay
  • Niklas Wagner

Table of contents

  1. Front Matter
    Pages i-xxvi
  2. Corporate

  3. Intermediaries

    1. Front Matter
      Pages 125-125
    2. Francesca Battaglia, Maria Mazzuca
      Pages 127-147
    3. Rodolfo Maino, Kalin Tintchev
      Pages 148-180
    4. Philippe Durand, Yalin Gündüz, Isabelle Thomazeau
      Pages 181-200
    5. Ha Yan Raymond So, Tarik Driouchi, Zhiyuan Simon Tan
      Pages 201-224
    6. Jacek Niklewski, Timothy Rodgers
      Pages 225-252
  4. Portfolios

    1. Front Matter
      Pages 285-285
    2. Gabriel Frahm, Christof Wiechers
      Pages 312-330
    3. Asmerilda Hitaj, Lorenzo Mercuri
      Pages 331-346
    4. Alessandro Casati, Serge Tabachnik
      Pages 347-363
  5. Back Matter
    Pages 405-411

About this book

Introduction

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.

Keywords

banking financial risk management Hedging investment Investments Portfolio Portfolio Diversification Risk Management Volatility

Editors and affiliations

  • Jonathan A. Batten
    • 1
  • Peter MacKay
    • 2
  • Niklas Wagner
    • 3
  1. 1.Monash UniversityMelbourneAustralia
  2. 2.Hong Kong University of Science and TechnologyHong Kong
  3. 3.Department of Business and EconomicsUniversity of PassauGermany

Bibliographic information

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Finance, Business & Banking
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