TY  - BOOK
AU  - Diebold,Francis X.
TI  - Financial risk measurement and management
T2  - The international library of critical writings in economics
SN  - 9781849803908 (hbk.)
PY  - 2012///
CY  - Northampton, Mass.
PB  - Edward Elgar
KW  - Financial risk management
KW  - Financial risk
KW  - Measurement
KW  - Investments
KW  - Finance
KW  - Economics
N1  - Includes bibliographical references
N2  - This authoritative volume charts the origins, development, and current frontiers of financial risk management. It emphasizes the role for risk management created by real-world market imperfections, and progresses to consider stochastic financial modeling, the failure of 'normality', and time-varying volatility. Professor Diebold has selected seminal papers by leading academics which cover multiple markets (equities, bonds, etc.), univariate and multivariate perspectives, connectedness and systemic risks, and stress testing. The collection, along with an original introduction by the editor, will be of interest to academics, market participants, and policymakers, particularly as we chart a new course following the financial crisis of 2007-2008
ER  -