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Palgrave Macmillan

Advances in Risk Management

  • Book
  • © 2007

Overview

Part of the book series: Finance and Capital Markets Series (FCMS)

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Table of contents (18 chapters)

Keywords

About this book

This important book brings together an edited series of papers about risk management and the latest developments in the field. Covering topics such as Stochastic Volatility, Risk Dynamics and Portfolio Diversification, this book is vital for optimal portfolio allocation for private and institutional investors, and is an indispensable tool.

Editors and Affiliations

  • State University of New York (Plattsburgh), USA

    Greg N. Gregoriou

About the editor

TARAS BELETSKI PhD Student in Financial Mathematics and a Member of the Graduate Research Training Programme Mathematics and Practise, University of Kaiserlautern, Germany OLHA BODNAR Research Assistant at the Department of Statistics, European University Viadrina, Germany EMANUELE BORGONOVO Assistant Professor in the Department of Quantitative Methods at Bocconi University, Italy RICCARDO BRAMANTE Professor of Economic Statistics at Milan Catholic University, Italy RACHEL CAMPBELL Assistant Professor of Finance at the University of Maastricht, The Netherlands ALAIN CHARBONNEAU Professor of Mathematics and Numerical Methods in the Department of Computer Sciences at the Université du Québec en Outaouais, Canada F. J. CHULIA HELENA CHULIÁ Researcher at the University of Valencia, Spain F.J. CLIMENT FABIEN COUDERC Member of the Research Team at RiskMetrics Group, Geneva Office, Switzerland JEAN-DAVID FERMANIAN Head of Risk at Cooperneff AM, USA GIAMPAOLO GABBI Professor of Banking and ofRisk Management, University of Siena, Head of the Financial Areas of Masters in Economics of the University of Siena, Senior Teacher at SDA Bocconi, Milan, Italy HAYETTE GATFAOUI Associate Professor at Rouen Graduate School of Management, France MOHAMMED SBAI IXIS Student in the Ecole Nationale des Ponts et Chaussées, currently working in IXIS Corporate and Investment Bank, France STEPHEN JEWSON Manages a group at Risk Management Solutions, London, UK. KEES KOEDIJK Full Professor, Department of Financial Management, Erasmus University Rotterdam, The Netherlands. RALF KORN Professor for Financial Mathematics and Stochastic Control at the University of Kaiserlautern, Germany ANNICK LAMBERT Professor of Statistics at the Université du Québec en Outaouais, Canada MANUEL MORENO Assistant Professor of Financial Economics and Accounting at Universidad Pompeu Fabra of Barcelona, Spain. ABDELJALIL EL MOUSSADEK MSc in Applied Finance, L'École des Sciences de la Gestion, Université du Québec, Canada JEAN-PAUL PAQUIN Teaches Project Financial Evaluation at the Université du Québec, Canada and Associated Professor and Researcher at ISMANS, France MARCO PERCOCO Research Fellow in the Department of Economics at Bocconi University, Italy IGOR POUCHKAREV Department of Finance, Faculty of Economics, Erasmus University, Rotterdam, The Netherlands AMIYATOSH PURNANANDAM Assistant Professor of Finance, Stephen M. Ross School of Business, University of Michigan, USA OLIVIER RENAULT Vice President in the Fixed Income Quantitative Research team of Citigroup Global Markets, London, UK PIERRE ROSTAN Professor of Finance at Audencia Nantes, France OLIVIER SCAILLET Professor of Probability and Statistics at HEC Genève and FAME PILAR SORIANO Researcher at the University of Valencia, Spain JAAP SPRONK Vice-Dean International New Business Development Director, Bachelor and Master Programmes in Economics, and Professor of Finance and Investment, Erasmus University, Rotterdam, The Netherlands RAYMOND THÉORET Professor of Finance at L'École des Sciences de la Gestion, Université du Québec, Canada HIPÒLIT TORRÓ Professor of Finance in the Department of Financial Economics at the University of Valencia, Spain JUAN E. TRINIDAD MITCH WARACHKA Assistant Professor in the Lee Kong Chian School of Business at the Singapore Management University YONGGAN ZHAO Assistant Professor of Finance, Nanyang Technological University, Singapore WILLIAM T. ZIEMBA Alumni Professor of Financial Modeling and Stochastic Optimization, Emeritus in the Sauder School of Business, University of British Columbia, Canada.

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