Investment Risk Management

Hardcover | January 16, 2015

EditorH. Kent Baker, Greg Filbeck

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All investments carry with them some degree of risk. In the financial world, individuals, professional money managers, financial institutions, and many others encounter and must deal with risk. Risk management is a process of determining what risks exist in an investment and then handlingthose risks in the best-suited way. This is important because it can reduce or augment risk depending on the goals of investors and portfolio managers. The main purpose of Investment Risk Management is to provide an overview of developments in risk management and a synthesis of research involving these developments. The book examines ways to alter exposures through measuring and managing those exposures and provides an understanding of the lateststrategies and trends within risk management. The scope of the coverage is broad and encompasses the most important aspects of investment risk management. Its 30 chapters are organized into six sections: (1) foundations of risk management, (2) types of risk, (3) quantitative assessment of risk, (4)risk and risk classes, (5) hedging risk and (6) going forward. The book should be of particular interest to sophisticated practitioners, investors, academics, and graduate finance students. Investment Risk Management provides a fresh look at this intriguing but complex subject.

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All investments carry with them some degree of risk. In the financial world, individuals, professional money managers, financial institutions, and many others encounter and must deal with risk. Risk management is a process of determining what risks exist in an investment and then handlingthose risks in the best-suited way. This is impo...

H. Kent Baker is a University Professor of Finance in the Kogod School of Business at American University. Professor Baker is an author or editor of 22 books including Investor Behavior - The Psychology of Financial Planning and Investing, Market Microstructure of Emerging and Developed Markets, Behavioral Finance - Investors, Corporat...

other books by H. Kent Baker

Investor Behavior: The Psychology of Financial Planning and Investing
Investor Behavior: The Psychology of Financial Planning...

Hardcover|Feb 10 2014

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Format:HardcoverDimensions:712 pages, 9.41 × 6.61 × 1.81 inPublished:January 16, 2015Publisher:Oxford University PressLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:0199331960

ISBN - 13:9780199331963

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Table of Contents

SECTION ONE: FOUNDATIONS OF RISK MANAGEMENT1. H. Kent Baker and Greg Filbeck: Investment Risk Management: An Overview2. Raimund M. Kovacevic, Georg Ch. Pflug, and Alois Pichler: Measuring and Managing Risk3. M. Martin Boyer and Monica Marin: How Risk Management Adds Value4. Mark Bradshaw and Bjorn Jorgensen: Accounting and Risk ManagementSECTION TWO: TYPES OF RISK5. Ramon P. Degennaro and Chanaka P. Edirisinghe: Market Risk6. Norbert J. Jobst: Credit Risk Measurement and Management7. Pavel V. Shevchenko: Operational Risk8. Kose John, Samir Saadi, and Hui Zhu: Liquidity Risk9. Aswath Damodaran: Country Risk: Determinants, Measures, and Implications10. Andreas Krause: Systemic Risk11. M. Martin Boyer, Franca Glenzer, and Samuel Ouzan: Behavioral Risk12. Didier Cossin: Governance Risk: A Guide for Investors13. Claus Huber, Felix Gasser, and Nicolas Brkler: Inflation Risk: Causes and Instruments for Protection14. Sumit Mathur: Risk Aggregation and Capital ManagementSECTION THREE: QUANTITATIVE ASSESSMENT OF RISK15. Markus Lieppold: Value-at-Risk and Other Risk Measures16. Martin ?ihak: Stress Testing17. David E. Allen, Robert J. Powell, and Abhay K. Singh: Risk Management and Regulation18. Gregg Fisher, Tim Nguyen, and Cristian I. Tiu: Risk Budgeting19. Pilar Grau Carles: Risk-Adjusted Performance Measurement20. Philippe Bertrand: Risk Attribution AnalysisSECTION FOUR: RISK AND ASSET CLASSES21. Harold C. Barnett: Risk and Mortgage-Backed Securities in a Time of Transition22. James T. Moser: Credit Value Adjustment23. Razvan Pascalau: Risk Management and Hedge FundsSECTION FIVE: HEDGING RISK24. Kit Pong Wong, Greg Filbeck, and H. Kent Baker: Options25. Ludwig B. Chincarini: Trading Futures to Manage Risk26. Dimitris Tsouknidis and Elias Boukrami: Swaps27. Udo Broll, Simone Raab, and Peter Welzel: The Economics of Credit Derivatives28. Othmane Boukrami and Bert van Lier: Foreign Exchange Derivatives in Frontier MarketsSECTION SIX: GOING FORWARD29. Gabriele Sabato: Risk Management and Financial Disasters30. Hunter M. Holzhauer: The Future of Risk Management