Advances in Financial Risk Management
Editor
- Jonathan A. Batten(Monash University)Peter MacKay(Hong Kong University of Science and Technology)Niklas Wagner(University of Passau)
Abstract
No abstract is available for this item.Individual chapters are listed in the "Chapters" tab
Suggested Citation
- Jonathan A. Batten & Peter MacKay & Niklas Wagner (ed.), 2013. "Advances in Financial Risk Management," Palgrave Macmillan Books, Palgrave Macmillan, number 978-1-137-02509-8, October.
Handle: RePEc:pal:palbok:978-1-137-02509-8
DOI: 10.1057/9781137025098
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Citations
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Cited by:
- Tim Leung & Yoshihiro Shirai, 2015.
"Optimal derivative liquidation timing under path-dependent risk penalties,"
Journal of Financial Engineering (JFE), World Scientific Publishing Co. Pte. Ltd., vol. 2(01), pages 1-32.
- Tim Leung & Yoshihiro Shirai, 2015. "Optimal Derivative Liquidation Timing Under Path-Dependent Risk Penalties," Papers 1502.00358, arXiv.org.
- Prateek Sharma & Vipul, 2018. "Improving portfolio diversification: Identifying the right baskets for putting your eggs," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 39(6), pages 698-711, September.
- Oberoi, Jaideep, 2018. "Interest rate risk management and the mix of fixed and floating rate debt," Journal of Banking & Finance, Elsevier, vol. 86(C), pages 70-86.
- Bessler, Wolfgang & Conlon, Thomas & Huan, Xing, 2019. "Does corporate hedging enhance shareholder value? A meta-analysis," International Review of Financial Analysis, Elsevier, vol. 61(C), pages 222-232.
- Vasyl Golosnoy & Benno Hildebrandt & Steffen Köhler, 2019. "Modeling and Forecasting Realized Portfolio Diversification Benefits," JRFM, MDPI, vol. 12(3), pages 1-16, July.
- Panos Kouvelis & Xiaole Wu & Yixuan Xiao, 2019. "Cash Hedging in a Supply Chain," Management Science, INFORMS, vol. 65(8), pages 3928-3947, August.
- Leandro Maciel & Fernando Gomide & Rosangela Ballini, 2016. "Evolving Fuzzy-GARCH Approach for Financial Volatility Modeling and Forecasting," Computational Economics, Springer;Society for Computational Economics, vol. 48(3), pages 379-398, October.
- Prateek SHARMA, 2017. "Economic value of portfolio diversification: Evidence from international multi-asset portfolios," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(4(613), W), pages 33-42, Winter.
Book Chapters
The following chapters of this book are listed in IDEAS- Tim R. Adam & Amrita Nain, 2013. "Strategic Risk Management and Product Market Competition," Palgrave Macmillan Books, in: Jonathan A. Batten & Peter MacKay & Niklas Wagner (ed.), Advances in Financial Risk Management, chapter 1, pages 3-29, Palgrave Macmillan.
- Craig O. Brown, 2013. "The Cash-Flow Risk of Corporate Market Investments," Palgrave Macmillan Books, in: Jonathan A. Batten & Peter MacKay & Niklas Wagner (ed.), Advances in Financial Risk Management, chapter 2, pages 30-56, Palgrave Macmillan.
- Shane Magee, 2013. "Foreign Currency Hedging and Firm Value: A Dynamic Panel Approach," Palgrave Macmillan Books, in: Jonathan A. Batten & Peter MacKay & Niklas Wagner (ed.), Advances in Financial Risk Management, chapter 3, pages 57-80, Palgrave Macmillan.
- Daniel A. Rogers, 2013. "Repurchases, Employee Stock Option Grants, and Hedging," Palgrave Macmillan Books, in: Jonathan A. Batten & Peter MacKay & Niklas Wagner (ed.), Advances in Financial Risk Management, chapter 4, pages 81-104, Palgrave Macmillan.
- Tim R. Adam & Chitru S. Fernando & Evgenia Golubeva, 2013. "Do Managers Exhibit Loss Aversion in Their Risk Management Practices? Evidence from the Gold Mining Industry," Palgrave Macmillan Books, in: Jonathan A. Batten & Peter MacKay & Niklas Wagner (ed.), Advances in Financial Risk Management, chapter 5, pages 105-124, Palgrave Macmillan.
- Francesca Battaglia & Maria Mazzuca, 2013. "Does Securitization Affect Banks’ Liquidity Risk? The Case of Italy," Palgrave Macmillan Books, in: Jonathan A. Batten & Peter MacKay & Niklas Wagner (ed.), Advances in Financial Risk Management, chapter 6, pages 127-147, Palgrave Macmillan.
- Rodolfo Maino & Kalin Tintchev, 2013. "Stress Testing Interconnected Banking Systems," Palgrave Macmillan Books, in: Jonathan A. Batten & Peter MacKay & Niklas Wagner (ed.), Advances in Financial Risk Management, chapter 7, pages 148-180, Palgrave Macmillan.
- Philippe Durand & Yalin Gündüz & Isabelle Thomazeau, 2013. "Estimating Endogenous Liquidity Using Transaction and Order Book Information," Palgrave Macmillan Books, in: Jonathan A. Batten & Peter MacKay & Niklas Wagner (ed.), Advances in Financial Risk Management, chapter 8, pages 181-200, Palgrave Macmillan.
- Ha Yan Raymond So & Tarik Driouchi & Zhiyuan Simon Tan, 2013. "The 2008 UK Banking Crash: Evidence from Option Implied Volatility," Palgrave Macmillan Books, in: Jonathan A. Batten & Peter MacKay & Niklas Wagner (ed.), Advances in Financial Risk Management, chapter 9, pages 201-224, Palgrave Macmillan.
- Jacek Niklewski & Timothy Rodgers, 2013. "International Portfolio Diversification and the 2007 Financial Crisis," Palgrave Macmillan Books, in: Jonathan A. Batten & Peter MacKay & Niklas Wagner (ed.), Advances in Financial Risk Management, chapter 10, pages 225-252, Palgrave Macmillan.
- Leandro Maciel, 2013. "A Hybrid Fuzzy GJR-GARCH Modeling Approach for Stock Market Volatility Forecasting," Palgrave Macmillan Books, in: Jonathan A. Batten & Peter MacKay & Niklas Wagner (ed.), Advances in Financial Risk Management, chapter 11, pages 253-283, Palgrave Macmillan.
- Abraham Lioui, 2013. "Robust Consumption and Portfolio Rules When Asset Returns Are Predictable," Palgrave Macmillan Books, in: Jonathan A. Batten & Peter MacKay & Niklas Wagner (ed.), Advances in Financial Risk Management, chapter 12, pages 287-311, Palgrave Macmillan.
- Gabriel Frahm & Christof Wiechers, 2013. "A Diversification Measure for Portfolios of Risky Assets," Palgrave Macmillan Books, in: Jonathan A. Batten & Peter MacKay & Niklas Wagner (ed.), Advances in Financial Risk Management, chapter 13, pages 312-330, Palgrave Macmillan.
- Asmerilda Hitaj & Lorenzo Mercuri, 2013. "Hedge Fund Portfolio Allocation with Higher Moments and MVG Models," Palgrave Macmillan Books, in: Jonathan A. Batten & Peter MacKay & Niklas Wagner (ed.), Advances in Financial Risk Management, chapter 14, pages 331-346, Palgrave Macmillan.
- Alessandro Casati & Serge Tabachnik, 2013. "The Statistics of the Maximum Drawdown in Financial Time Series," Palgrave Macmillan Books, in: Jonathan A. Batten & Peter MacKay & Niklas Wagner (ed.), Advances in Financial Risk Management, chapter 15, pages 347-363, Palgrave Macmillan.
- Mohammad S. Hasan & Taufiq Choudhry, 2013. "On the Effectiveness of Dynamic Stock Index Portfolio Hedging: Evidence from Emerging Markets Futures," Palgrave Macmillan Books, in: Jonathan A. Batten & Peter MacKay & Niklas Wagner (ed.), Advances in Financial Risk Management, chapter 16, pages 364-390, Palgrave Macmillan.
- Tim Leung & Peng Liu, 2013. "An Optimal Timing Approach to Option Portfolio Risk Management," Palgrave Macmillan Books, in: Jonathan A. Batten & Peter MacKay & Niklas Wagner (ed.), Advances in Financial Risk Management, chapter 17, pages 391-404, Palgrave Macmillan.
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