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The handbook of risk / edited by Ben Warwick.

Contributor(s): Material type: TextPublication details: Hoboken, N.J. : Wiley, c2003.Description: vii, 274 p. : ill. ; 24 cmISBN:
  • 0471064122
ISSN:
  • 9780471480617
Subject(s): LOC classification:
  • HB615 .H266
Contents:
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.
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Holdings
Cover image Item type Current library Home library Collection Shelving location Call number Materials specified Vol info URL Copy number Status Notes Date due Barcode Item holds Item hold queue priority Course reserves
Books Methodist University Library Main General Stacks HB615 .H266 (Browse shelf(Opens below)) Available 10976
Books Methodist University Library Main General Stacks HB615 .H266 (Browse shelf(Opens below)) Available 10975
Books Methodist University Library Main General Stacks HB615 .H266 (Browse shelf(Opens below)) Available 10974
Books Methodist University Library Main General Stacks Reference HB615 .H266 (Browse shelf(Opens below)) Available 10972

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.

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