[下載]The World of Risk Management [推廣有獎(jiǎng)]

40關(guān)注
132
粉絲

院士

68%

還不是VIP/貴賓

威望: 0 級(jí)
論壇幣: 5812 個(gè)
通用積分: 1310.2102
學(xué)術(shù)水平: 324 點(diǎn)
熱心指數(shù): 365 點(diǎn)
信用等級(jí): 253 點(diǎn)
經(jīng)驗(yàn): 63240 點(diǎn)
帖子: 1815
精華: 1
在線時(shí)間: 6467 小時(shí)
注冊(cè)時(shí)間: 2007-1-5
最后登錄: 2024-12-23

樓主

voodoo 發(fā)表于 2007-12-17 20:47:00 |只看作者 |壇友微信交流群|倒序 |AI寫論文

相似文件

換一批

是否 +2 論壇幣

k人參與回答

經(jīng)管之家送您一份

應(yīng)屆畢業(yè)生專屬福利!

求職就業(yè)群

趙安豆老師微信：zhaoandou666

經(jīng)管之家聯(lián)合CDA

送您一個(gè)全額獎(jiǎng)學(xué)金名額~ !

立即領(lǐng)取

感謝您參與論壇問(wèn)題回答

經(jīng)管之家送您兩個(gè)論壇幣！

+2 論壇幣

182422.rar (9.24 MB, 需要: 20 個(gè)論壇幣) 本附件包括：

9812565175.pdf

Risk management is a foundation discipline for the prudent conduct of investment management. Being effective requires ongoing evolution and adaptation. In The World of Risk Management, an expert team of contributors that include Nobel Prize laureates Robert C Merton and Harry M Markowitz addresses the important issues arising in the practice of risk management.
A common thread among these distinguished articles is a rigorous theoretical or conceptual basis. Illustrated with full color figures throughout, they discuss topics ranging from broad policy considerations to detailed how-to prescriptions, providing professionals and academics with useful practical implementations.

Contents:

Design of Financial Systems: Towards a Synthesis of Function and Structure (R C Merton & Z Bodie)
Asset/Liability Management and Enterprise Risk Management of an Insurer (T S Y Ho)
It's 11pm ?Do You Know Where Your Liquidity Is? The Mean Variance Liquidity Frontier (A W Lo et al.)
Time Diversification (J L Treynor)
A Practical Framework for Portfolio Choice (R O Michaud)
A Markov Chain Monte Carlo Method for Derivative Pricing and Risk Assessment (S R Das & A Sinclair)
Active Risk and Information Ratio (E Qian & R Hua)
The Year-End Price of Risk in a Market for Liquidity (M D Griffiths & D B Winters)
Resampled Frontiers versus Diffuse Bayes: An Experiment (H M Markowitz & N Usmen)
Fund Managers May Cause Their Benchmarks to be Priced "Risks" (M Stutzer)

[此貼子已經(jīng)被作者于2007-12-17 20:50:16編輯過(guò)]