[下载]The World of Risk Management

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182422.rar (9.24 MB, 需要: 20 个论坛币) 本附件包括：

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2007-12-17 20:31:00 上传

[下载]The World of Risk Management
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Risk management is a foundation discipline for the prudent conduct of investment management. Being effective requires ongoing evolution and adaptation. In The World of Risk Management, an expert team of contributors that include Nobel Prize laureates Robert C Merton and Harry M Markowitz addresses the important issues arising in the practice of risk management.
A common thread among these distinguished articles is a rigorous theoretical or conceptual basis. Illustrated with full color figures throughout, they discuss topics ranging from broad policy considerations to detailed how-to prescriptions, providing professionals and academics with useful practical implementations.

Contents:

• Design of Financial Systems: Towards a Synthesis of Function and Structure (R C Merton & Z Bodie)
• Asset/Liability Management and Enterprise Risk Management of an Insurer (T S Y Ho)
• It's 11pm ?Do You Know Where Your Liquidity Is? The Mean Variance Liquidity Frontier (A W Lo et al.)
• Time Diversification (J L Treynor)
• A Practical Framework for Portfolio Choice (R O Michaud)
• A Markov Chain Monte Carlo Method for Derivative Pricing and Risk Assessment (S R Das & A Sinclair)
• Active Risk and Information Ratio (E Qian & R Hua)
• The Year-End Price of Risk in a Market for Liquidity (M D Griffiths & D B Winters)
• Resampled Frontiers versus Diffuse Bayes: An Experiment (H M Markowitz & N Usmen)
• Fund Managers May Cause Their Benchmarks to be Priced "Risks" (M Stutzer)

[此贴子已经被作者于2007-12-17 20:50:16编辑过]

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关键词：Management Managemen Manage World Risk 下载 World Management The Risk

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