Risk Assessment: Decisions in Banking and Finance

Authors: Editors: Georg Bol, Svetlozar T. Rachev, Reinhold Würth
Editions: Physica-Verlag Heidelberg
Pages: 286 pages
Date: December 2008
New developments in assessing and managing risk are discussed in this volume. Addressing both practitioners in the banking sector and research institutions, the book provides a manifold view on the most-discussed topics in finance. Among the subjects treated are important issues such as: risk measures and allocation of risks, factor modeling, risk premia in the hedge funds industry and credit risk management. The volume provides an overview of recent developments as well as future trends in the area of risk assessment.

Stoyan V. Stoyanov, Professor of Finance at EDHEC Business School and Programme Director of the EDHEC-Risk Institute Executive MSc in Risk and Investment Management for Asia, has co-authored a chapter in the publication:
  • Stable ETL Optimal Portfolios and Extreme Risk Management
    Svetlozar T. Rachev, R. Douglas Martin, Borjana Racheva, Stoyan Stoyanov

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