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Foundations of Risk Management
Level I Exam Weight: 20%, Full Exam Weight: 10%
1. Philippe Jorion, Value-at-Risk: The New Benchmark for Managing Financial Risk, 3rd Edition
(New York: McGraw-Hill, 2007).
• Chapter 1 . . . . . . . . . . . The Need for Risk Management
01. Value at Risk 3rd edition Chapter 1.pdf
(1.03 MB, 需要: 1 个论坛币)
2. Noel Amenc and Veronique Le Sourd, Portfolio Theory and Performance Analysis (West Sussex, England:
JohnWiley & Sons, 2003).
• Chapter 4 . . . . . . . . . . . The Capital Asset Pricing Model and Its Application to Performance Measurement
02. Portfolio Theory and Performance Analysis Chapter 4.pdf
(1.43 MB, 需要: 1 个论坛币)
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
03. Active Portfolio Management Chapter 7.pdf
(421.55 KB, 需要: 1 个论坛币)
4. René Stulz, Risk Management & Derivatives (Florence, KY: Thomson South-Western, 2002).
• Chapter 2 . . . . . . . . . . . Investors and Risk Management
• Chapter 3 . . . . . . . . . . . Creating Value with Risk Management
04. Risk Management and Derivatives Chapter 2 3.pdf
(542.91 KB, 需要: 1 个论坛币)
5. René Stulz, “Risk Management Failures:What are They andWhen Do They Happen?” Fisher College of
BusinessWorking Paper Series (October 2008).
05. Risk management failures.pdf
(236.01 KB)
6. Reto Gallati, Risk Management and Capital Adequacy (New York: McGraw-Hill, 2003).
• Chapter 6 . . . . . . . . . . . Case Studies
06. Risk Management and Capital Adequacy Chapter 6.pdf
(2.49 MB, 需要: 1 个论坛币)
7. GARP Code of Conduct. http://www.garp.com/about/GARPCodeofConduct.aspx
07. GARP_Code_Conduct.pdf
(168.16 KB)
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