The handbook of risk /
The handbook of risk /
edited by Ben Warwick.
- Hoboken, N.J. : Wiley, c2003.
- vii, 274 p. : ill. ; 24 cm.
Includes index
Ch. 1. The Failure of Invariance / Peter L. Bernstein --
Ch. 2. Inverted Reasoning and Its Consequences: Confusing the Present with the Future-Discounting / George C. Selden --
Ch. 3. A New Paradigm for Portfolio Risk / Robert H. Jeffrey --
Ch. 4. The Likelihood of Loss / Mark Kritzman --
Ch. 5. Measuring and Managing Investment Risk / Roger G. Clarke --
Ch. 6. An Assessment of Alternative Models of Financial Market Volatility / John F.O. Bilson --
Ch. 7. The Case for the Relevancy of Downside Risk Measures / David Nawrocki --
Ch. 8. Measuring Risk for Asset Allocation, Performance Evaluation, and Risk Control: Different Problems, Same Solution / Christopher L. Culp and Ron Mensink --
Ch. 9. Model Risk / Emanuel Derman.
0471064122
9780471480617
Risk.
Risk management.
HB615 / .H266
Includes index
Ch. 1. The Failure of Invariance / Peter L. Bernstein --
Ch. 2. Inverted Reasoning and Its Consequences: Confusing the Present with the Future-Discounting / George C. Selden --
Ch. 3. A New Paradigm for Portfolio Risk / Robert H. Jeffrey --
Ch. 4. The Likelihood of Loss / Mark Kritzman --
Ch. 5. Measuring and Managing Investment Risk / Roger G. Clarke --
Ch. 6. An Assessment of Alternative Models of Financial Market Volatility / John F.O. Bilson --
Ch. 7. The Case for the Relevancy of Downside Risk Measures / David Nawrocki --
Ch. 8. Measuring Risk for Asset Allocation, Performance Evaluation, and Risk Control: Different Problems, Same Solution / Christopher L. Culp and Ron Mensink --
Ch. 9. Model Risk / Emanuel Derman.
0471064122
9780471480617
Risk.
Risk management.
HB615 / .H266