Read more
Contains articles presented at a conference which was held on April 20, 2001 at the Fox School under the auspices of the Institute of Global Management Studies (IGMS) and the Advanta Center for Financial Services Studies, as the Second Annual International Business Forum sponsored by the IGMS.
List of contents
Part I: Concepts, Measurement, and Management of Risk . Global Risk Management: Concepts and Strategies (J.J. Choi, M.R. Powers*). Risk, Public Perception, and Education: Quantitative and Qualitative Risk (M. Shubik*). What's New in Value-at-Risk? a Selective Survey (N.D. Pearson*). "Leapfrogging" The Variance: The Financial Management of Extreme-Event Risk (M.R. Powers*). Part II: Market, Credit, and Financial Risk. Assessing Market and Credit Risk of Country Funds: A Value-at-Risk Analysis (M.G. Papaioannou*, E.K Gatzonas). Frictions and Tax-Advantaged Hedge Fund Returns (D.M. Schizer*). Financial versus Operational Hedging (B. Chowdhry*). Part III: International Risk. A Simple Model of Foreign Exchange Exposure (G.M. Bodnar*, R.C. Marson*). The Impact of the Asian Financial Crisis on Multinationals (G. Allayannis*, J.P. Weston). Managing Political Risk in the Age of Terrorism (L.D. Howell*). Part IV: Insuring Risk. Security Measures and Determination of Capital Requirements (J.-P. Berliet*). Integrating Reinsurance Strategy with Asset Strategy to Achieve Capital Efficiencies (J. Lamm-Tennant*). The "Flight to Quality," Global Capacity, and U.S. Reinsurance Prices (M.A. Weiss*, J.-H. Chung).
Summary
Contains articles presented at a conference which was held on April 20, 2001 at the Fox School under the auspices of the Institute of Global Management Studies (IGMS) and the Advanta Center for Financial Services Studies, as the Second Annual International Business Forum sponsored by the IGMS.
