Bibliograph

The known, the unknown, and the unknowable in financial risk management, measurement and theory advancing practice, Francis X. Diebold, Neil A. Doherty, Richard J. Herring, editors

Type

Label

The known, the unknown, and the unknowable in financial risk management, measurement and theory advancing practice, Francis X. Diebold, Neil A. Doherty, Richard J. Herring, editors

Language

eng

Bibliography note

Includes bibliographical references and index

Illustrations

illustrations

Index

index present

Literary Form

non fiction

Main title

The known, the unknown, and the unknowable in financial risk management

Nature of contents

bibliography

Oclc number

457010496

Responsibility statement

Francis X. Diebold, Neil A. Doherty, Richard J. Herring, editors

Sub title

measurement and theory advancing practice

Table Of Contents

Risk : a decision maker's perspective / Clive W.J. Granger -- Mild vs. wild randomness : focusing on those risks that matter / Benoit B. Mandelbrot and Nassim Nicholas Taleb -- The term structure of risk, the role of known and unknown risks, and nonstationary distributions / Riccardo Colacito and Robert F. Engle -- Crisis and noncrisis risk in financial markets : a unified approach to risk management / Robert H. Litzenberger and David M. Modest -- What we know, don't know, and can't know about bank risk : a view from the trenches / Andrew Kuritzkes and Til Schuermann -- Real estate through the ages : the known, the unknown, and the unknowable / Ashok Bardhan and Robert H. Edelstein -- Reflections on decision-making under uncertainty / Paul R. Kleindorfer -- On the role of insurance brokers in resolving the known, the unknown, and the unknowable / Neil A. Doherty and Alexander Muermann -- Insuring against catastrophes / Howard Kunreuther and Mark V. Pauly -- Managing increased capital markets intensity : the chief financial officer's role in navigating the known, the unknown, and the unknowable / Charles N. Bralver and Daniel Borge -- The role of corporate governance in coping with risk and unknowns / Kenneth E. Scott -- Domestic banking problems / Charles A.E. Goodhart -- Crisis management : the known, the unknown, and the unknowable / Donald L. Kohn -- Investing in the unknown and unknowable / Richard J. Zeckhauser

Contributor

Subject

Content