Advances in Financial Risk Management
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34

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Published By Palgrave Macmillan

9781137025098

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Estimating Endogenous Liquidity Using Transaction and Order Book Information

Advances in Financial Risk Management ◽

10.1057/9781137025098.0015 ◽

2013 ◽

Author(s):

Philippe Durand ◽

Yalin GÃ¼ndÃ¼z ◽

Isabelle Thomazeau

Keyword(s):

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On the Effectiveness of Dynamic Stock Index Portfolio Hedging

Advances in Financial Risk Management ◽

10.1057/9781137025098.0024 ◽

2013 ◽

Author(s):

Mohammad S. Hasan ◽

Taufiq Choudhry

Keyword(s):

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Hedge Fund Portfolio Allocation with Higher Moments and MVG Models

Advances in Financial Risk Management ◽

10.1057/9781137025098.0022 ◽

2013 ◽

Author(s):

Asmerilda Hitaj ◽

Lorenzo Mercuri

Keyword(s):

Portfolio Allocation ◽

Higher Moments ◽

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A Diversification Measure for Portfolios of Risky Assets

Advances in Financial Risk Management ◽

10.1057/9781137025098.0021 ◽

2013 ◽

Author(s):

Gabriel Frahm ◽

Christof Wiechers

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The 2008 UK Banking Crash

Advances in Financial Risk Management ◽

10.1057/9781137025098.0016 ◽

2013 ◽

Author(s):

Ha Yan Raymond So ◽

Tarik Driouchi ◽

Zhiyuan Simon Tan

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Stress Testing Interconnected Banking Systems

Advances in Financial Risk Management ◽

10.1057/9781137025098.0014 ◽

2013 ◽

Author(s):

Rodolfo Maino ◽

Kalin Tintchev

Keyword(s):

Stress Testing ◽

Banking Systems

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The Cash-Flow Risk of Corporate Market Investments

Advances in Financial Risk Management ◽

10.1057/9781137025098.0008 ◽

2013 ◽

Author(s):

Craig O. Brown

Keyword(s):

Cash Flow ◽

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Strategic Risk Management and Product Market Competition

Advances in Financial Risk Management ◽

10.1057/9781137025098.0007 ◽

2013 ◽

Author(s):

Tim R. Adam ◽

Amrita Nain

Keyword(s):

Risk Management ◽

Market Competition ◽

Product Market ◽

Product Market Competition ◽

Strategic Risk ◽

Strategic Risk Management

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The Statistics of the Maximum Drawdown in Financial Time Series

Advances in Financial Risk Management ◽

10.1057/9781137025098.0023 ◽

2013 ◽

Author(s):

Alessandro Casati ◽

Serge Tabachnik

Keyword(s):

Time Series ◽

Financial Time Series ◽

Financial Time ◽

Maximum Drawdown

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Do Managers Exhibit Loss Aversion in Their Risk Management Practices? Evidence from the Gold Mining Industry

Advances in Financial Risk Management ◽

10.1057/9781137025098.0011 ◽

2013 ◽

Author(s):

Tim R. Adam ◽

Chitru S. Fernando ◽

Evgenia Golubeva

Keyword(s):

Risk Management ◽

Loss Aversion ◽

Gold Mining ◽

Management Practices ◽

Mining Industry

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