Abstract
Part I: Concepts, Measurement, and Management of Risk . Global Risk Management: Concepts and Strategies (J.J. Choi, M.R. Powers*). Risk, Public Perception, and Education: Quantitative and Qualitative Risk (M. Shubik*). What's New in Value-at-Risk? a Selective Survey (N.D. Pearson*). Leapfrogging The Variance: The Financial Management of Extreme-Event Risk (M.R. Powers*). Part II: Market, Credit, and Financial Risk. Assessing Market and Credit Risk of Country Funds: A Value-at-Risk Analysis (M.G. Papaioannou*, E.K Gatzonas). Frictions and Tax-Advantaged Hedge Fund Returns (D.M. Schizer*). Financial versus Operational Hedging (B. Chowdhry*). Part III: International Risk. A Simple Model of Foreign Exchange Exposure (G.M. Bodnar*, R.C. Marson*). The Impact of the Asian Financial Crisis on Multinationals (G. Allayannis*, J.P. Weston). Managing Political Risk in the Age of Terrorism (L.D. Howell*). Part IV: Insuring Risk. Security Measures and Determination of Capital Requirements (J.-P. Berliet*). Integrating Reinsurance Strategy with Asset Strategy to Achieve Capital Efficiencies (J. Lamm-Tennant*). The Flight to Quality, Global Capacity, and U.S. Reinsurance Prices (M.A. Weiss*, J.-H. Chung).
Published Version
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