The Handbook of Risk

IMCA, Ben Warwick (Editor)
    

ISBN: 978-0-471-06412-1

Hardcover

274 pages

January 2003

The ultimate source for risk management information
 

Before entering into any investment, the risk of that venture must be identified and quantified. The Handbook of Risk provides in-depth coverage of risk from every possible angle and illuminates the subject by covering the quantitative and and behavioral issues faced by investment professionals on a day-to-day basis. This valuable reference offers a prescriptive and descriptive treatment of risk management for those looking to control, contain, and minimize the risk of their investments.

The Handbook of Risk is also a perfect companion for professionals looking to complete IMCA certification courses.

Preface.

PART I: THE NATURE OF RISK.

The Failure of Invariance (P. Bernstein).

Inverted Reasoning and Its Consequences: Confusing the Present with the Future Discounting (G. Seldin).

A New Paradigm for Portfolio Risk (R. Jeffrey).

The Likelihood of Loss (M. Kritzman).

PART II: MEASURING RISK.

A Convenient Measure of Risk (R. Clarke).

Forecasting Financial Risk (J. Bilson).

Downside Risk (D. Nawrocki).

Measuring Risk for Asset Allocation, Performance Evaluation, and Risk Control: Different Problems, Same Solution (C. Culp).

Model Risk (E. Derman).

Technology and the Capital Markets (B. Warwick).

Horizon Problems and Extreme Events in Financial Risk Management (P. Christoffersen, F.X. Diebold and T. Schuermann).

PART III: INVESTMENT MANAGERS' VIEWPOINTS.

A Behavioral Framework for Time Diversification (M. Stateman & K. Fisher).

Converging Correlations and Market Shocks: Implications for Managing Risk (L. Llanes).

Investing on the Edge of Chaos (M. Howell).

Hedge Fund Risk (B. Cornell).

The Risks of Alternative Strategies (B. Cornell).

The Risk of Informationless I nvesting: Hedge Fund Performance (A. Weisman).

Index

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