Show simple item record

dc.contributor.authorGeman, Hélyette
dc.contributor.authorKharoubi, Cécile
dc.date.accessioned2009-07-10T08:27:48Z
dc.date.available2009-07-10T08:27:48Z
dc.date.issued2004
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/1043
dc.language.isoenen
dc.subjectFonds spéculatifsen
dc.subjectGestion de portefeuilleen
dc.subjectGestion du risqueen
dc.subjectRisken
dc.subjectManagementen
dc.subject.ddcEconomie financièreen
dc.subject.classificationjelG11en
dc.titleHedge funds : A copula approach for risk managementen
dc.typeChapitre d'ouvrage
dc.description.abstractenThe last five years have witnessed a great momentum in the research into measures of financial risk. After many years of ad-hoc and non-consistent measures, now the problem is finally well formulated and some useful and very user-friendly solutions have been proposed. These new measures of risk should be of great interest for investors, financial institutions as well as for regulators.Under the editorship of Professor Giorgio Szego of the University of Rome "La Sapienza", this book is a collection of the revised and updated papers from prestigious international specialists who are leaders in their field, amongst whom is Robert Engle, a newly-announced Nobel prize-winner in finance. These authors bring a broad perspective across a wide selection of topics, ranging from the critique of some currently used methods, like Value at Risk, to the presentation of some correct risk measures and of some advanced application. The book provides a detailed and up-to-date reference for researchers within academia, and risk managers or financial engineers.en
dc.identifier.citationpages302-320en
dc.relation.ispartoftitleRisk measures for the 21st centuryen
dc.relation.ispartofeditorSzegö, Giorgio
dc.relation.ispartofpublnameWileyen
dc.relation.ispartofpublcityLondresen
dc.relation.ispartofdate2004
dc.relation.ispartofpages512en
dc.description.sponsorshipprivateouien
dc.subject.ddclabel332en
dc.relation.ispartofisbn978-0-470-86154-7en


Files in this item

FilesSizeFormatView

There are no files associated with this item.

This item appears in the following Collection(s)

Show simple item record