Riassunto
The latest research on measuring, managing and pricing financial risk. Three broad perspectives are considered: financial risk in non-financial corporations; in financial intermediaries such as banks; and finally within the context of a portfolio of securities of different credit quality and marketability.
Informazioni sull?autore
Gabriel Frahm, Helmut Schmidt University, GermanyChristof Wiechers, University of Cologne, GermanyAsmerilda Hitaj, University of Milan, ItalyLorenzo Mercuri, University of Milan, ItalyAlessandro Casati, Antares Technologies, FranceSerge Tabachnik, Antares Technologies, FranceMohammad S. Hasan, University of Kent, UKTaufiq Choudhry, University of Southampton, UKTim Leung, Columbia University, USAPeng Liuz, Johns Hopkins University, USALeandro Maciel, University of Campinas, BrazilPhilippe Durand, Banque de France, Paris, France Yalin Gündüz, Deutsche Bundesbank, Frankfurt, GermanyIsabelle Thomazeau, Banque de France, Paris, FranceTim R. Adam, Humboldt University of Berlin, GermanyChitru S. Fernando, University of Oklahoma, USAEvgenia Golubeva, University of Oklahoma, USAAbraham Lioui, EDHEC Business School, FranceHa Yan Raymond So, MacroValue Investors Ltd, Hong Kong, and King's College London, UKTarik Driouchi, King's College London, UKZhiyuan Simon Tan, King's College London, UKCraig O. Brown, National University of Singapore, SingaporeDaniel A. Rogers, Portland State University, USAJacek Niklewski, Coventry University, UKTimothy Rodgers, Coventry University, UKFrancesca Battaglia, Università Parthenope, ItalyMaria Mazzuca, Università della Calabria, ItalyShane Magee, Macquarie University, AustraliaRodolfo Maino, International Monetary Fund, USA Kalin Tintchev, International Monetary Fund, USAAmrita Nain, University of Iowa, USA
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