Risk Assessment

Decisions in Banking and Finance

  • Georg Bol
  • Svetlozar T. Rachev
  • Reinhold Würth
Conference proceedings

Part of the Contributions to Economics book series (CE)

Table of contents

  1. Front Matter
    Pages I-VIII
  2. Enzo Giacomini, Michael Handel, Wolfgang K. Härdle
    Pages 15-46
  3. Markus Haas, Stefan Mittnik
    Pages 47-76
  4. Young Shin Kim, Svetlozar T. Rachev, Michele Leonardo Bianchi, Frank J. Fabozzi
    Pages 77-109
  5. Sebastian Kring, Svetlozar T. Rachev, Markus Höchstötter, Frank J. Fabozzi
    Pages 111-152
  6. Frances Cowell, Borjana Racheva, Stefan Trück
    Pages 215-234
  7. Svetlozar T. Rachev, R. Douglas Martin, Borjana Racheva, Stoyan Stoyanov
    Pages 235-262
  8. Dezhong Wang, Svetlozar T. Rachev, Frank J. Fabozzi
    Pages 263-286

About these proceedings


New developments in assessing and managing risk are discussed in this volume. Addressing both practitioners in the banking sector and research institutions, the book provides a manifold view on the most-discussed topics in finance. Among the subjects treated are important issues such as: risk measures and allocation of risks, factor modeling, risk premia in the hedge funds industry and credit risk management. The volume provides an overview of recent developments as well as future trends in the area of risk assessment.


Banking Credit Risk Credit Risk Management Finance Funds Risk Assessment Risk Management

Editors and affiliations

  • Georg Bol
    • 1
  • Svetlozar T. Rachev
    • 1
  • Reinhold Würth
    • 2
  1. 1.Kollegium am SchlossUniversity of Karlsruhe (TH)KarlsruheGermany
  2. 2.Germany

Bibliographic information

  • DOI
  • Copyright Information Physica-Verlag HD 2009
  • Publisher Name Physica-Verlag HD
  • eBook Packages Business and Economics
  • Print ISBN 978-3-7908-2049-2
  • Online ISBN 978-3-7908-2050-8
  • Series Print ISSN 1431-1933
  • Buy this book on publisher's site