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Recently there has been a resurgence of interest in the study of optimal monetary policy under uncertainty. This book provides a thorough survey of the literature that has resulted from this renewed interest. The authors ground recent contributions on the 'science of monetary policy' in the...
Persistent link: https://www.econbiz.de/10012420009
One of the unforeseen consequences of the WTO agreements has been controversy over risk. This volume explores aspects … of risk with special reference to the WTO, where national instruments to reduce risk may conflict with international … trade rules. The book is divided into sections dealing with: accounting for risk in trade agreements; risk and the WTO …
Persistent link: https://www.econbiz.de/10011851983
academic research articles one should know in risk measurement and management. Through his central position in financial … Diebold's fascinating compilation summarizes the history of risk management research, focussing on research prior to the … involved in risk management, both in academia and in industry.'--Andrew Lo, MIT Sloan Management, US. This authoritative volume …
Persistent link: https://www.econbiz.de/10011852322
Who's afraid of the big bad bear? : or, why investment in equities for retirement is not scary and why investing … annuitants / Susan Thorp, Geoffrey Kingston and Hazel Bateman -- Smoothing investment returns / Anthony Asher -- Ansett …
Persistent link: https://www.econbiz.de/10012420067
of Risk-Bearing', Review of Economic Studies, 31 (2), April, 91-6 -- Peter A. Diamond (1967), 'The Role of a Stock Market …', Econometrica, 40 (2), March, 289-303 -- Jacques H. Drèze (1974), 'Investment Under Private Ownership: Optimality, Equilibrium and …), July, 1613-38 -- Fernando Alvarez and Urban J. Jermann (2000), 'Efficiency, Equilibrium, and Asset Pricing with Risk of …
Persistent link: https://www.econbiz.de/10012420093
This book investigates the relationships between rural poverty, risk, and development. Building upon the author's work … in the area, it summarises the contributions of recent theoretical and empirical work to our understanding of how risk … affects rural poverty levels in developing countries. In particular the book examines what we do and do not know about risk …
Persistent link: https://www.econbiz.de/10011851057
Tamarkin (1998), 'Bettors Love Skewness, Not Risk, at the Horse Track', Journal of Political Economy, 106 (1), 205 … for State Contingent Claims: The Importance of Market Ecology, Modelling Procedures and Investment Strategies', Economica … D. Hall (1988), 'An Exception to the Risk Preference Anomaly', Journal of Business, 61 (3), July, 337-46 -- Michael Cain …
Persistent link: https://www.econbiz.de/10011852213
There is a broad range of literature on the economics of insurance and risk management. This timely publication … theory to many different insurance markets. It also offers important insights into the factors influencing corporate risk … management decisions, and the theoretical underpinnings for why corporations with well-diversified shareholders would reduce risk …
Persistent link: https://www.econbiz.de/10011852241