[下载]2009FRM Core Reading: Foundations of Risk Management部分

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<p>1. Philippe Jorion, Value‐at‐Risk: The New Benchmark for Managing Financial Risk, 3rd Edition (New York: McGraw‐Hill, 2007).<br/>• Chapter 1 – The Need for Risk Management</p><p> 321181.pdf (1.02 MB, 需要: 2 个论坛币)

2009-5-2 16:06:00 上传

[下载]2009FRM Core Reading: Foundations of Risk Management部分
需要: 2 个论坛币  [购买]

</p>

[此贴子已经被作者于2009-5-2 17:07:43编辑过]

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关键词：core reading Foundations Management foundation Managemen

2.Noel Amenc and Veronique Le Sourd, Portfolio Theory and Performance Analysis (West Sussex, England: Wiley, 2003).
•Chapter 4 – The Capital Asset Pricing Model and Its Application to Performance Measurement

 

321938.pdf (188.38 KB, 需要: 5 个论坛币)

2009-5-5 13:12:00 上传

需要: 5 个论坛币  [购买]

[此贴子已经被作者于2009-5-5 13:12:11编辑过]

3. Richard Grinold and Ronald Kahn, Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk, 2nd Edition (New York: McGraw‐Hill, 1999).
• Chapter 7 – Expected Returns and the Arbitrage Pricing Theory

321183.pdf (177.03 KB, 需要: 5 个论坛币)

2009-5-2 16:11:00 上传

[下载]2009FRM Core Reading: Foundations of Risk Management部分
需要: 5 个论坛币  [购买]

[此贴子已经被作者于2009-5-2 17:07:30编辑过]

4. René M. Stulz, Risk Management & Derivatives (Florence, KY: Thomson South‐Western, 2002).
• Chapter 2 – Investors and Risk Management
• Chapter 3 – Creating Value with Risk Management

 

321185.pdf (148.58 KB, 需要: 5 个论坛币)

2009-5-2 16:13:00 上传

[下载]2009FRM Core Reading: Foundations of Risk Management部分
需要: 5 个论坛币  [购买]

321186.pdf (184.26 KB, 需要: 5 个论坛币)

2009-5-2 16:14:00 上传

[下载]2009FRM Core Reading: Foundations of Risk Management部分
需要: 5 个论坛币  [购买]

[此贴子已经被作者于2009-5-2 17:07:15编辑过]

5. René M. Stulz, “Risk Management Failures: What are They and When Do They Happen?” Fisher College of Business Working Paper Series (Oct. 2008).

321190.pdf (276.97 KB, 需要: 3 个论坛币)

2009-5-2 16:17:00 上传

[下载]2009FRM Core Reading: Foundations of Risk Management部分
需要: 3 个论坛币  [购买]

[此贴子已经被作者于2009-5-2 17:05:26编辑过]

6. Reto Gallati, Risk Management and Capital Adequacy (New York: McGraw‐Hill, 2003).
• Chapter 6 – Case Studies

  321191.pdf (344.83 KB, 需要: 5 个论坛币)

2009-5-2 16:19:00 上传

[下载]2009FRM Core Reading: Foundations of Risk Management部分
需要: 5 个论坛币  [购买]

[此贴子已经被作者于2009-5-2 17:05:14编辑过]

7. GARP Code of Conduct http://www.garp.com/about/GARPCodeofConduct.aspx

此上传的文件为PDF格式，比直接在网页上看好看很多。

  321192.pdf (168.16 KB, 需要: 1 个论坛币)

2009-5-2 16:25:00 上传

[下载]2009FRM Core Reading: Foundations of Risk Management部分
需要: 1 个论坛币  [购买]

[此贴子已经被作者于2009-5-2 17:04:22编辑过]

以下是引用belsevens在2009-5-2 16:09:00的发言：

2.Noel Amenc and Veronique Le Sourd, Portfolio Theory and Performance Analysis (West Sussex, England: Wiley, 2003).
•Chapter 4 – The Capital Asset Pricing Model and Its Application to Performance Measurement

 

终于找到这个资料，整理好了放上来。

不过一共有70个Reference，全部看是绝对不可能的。但又是不是全部都不用看，只看Notes和Hankbook就够了呢?

请过来人指点一下迷津吧！

[此贴子已经被作者于2009-5-6 3:48:37编辑过]

thanks for sharing

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