GRANGER, Clive W.J. and Oskar MORGENSTERN (1970), Predictability of Stock Market Prices, Lexington: Heath. -- GRANGER …), Evaluating Density Forecasts with Application to Financial Risk Management, International Economic Review, 39, 863-883. -- TAY …, Jeremy (2001), Testing Density Forecasts, with Applications to Risk Management, Journal of Business and Economic Statistics …

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 …

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 …

Tamarkin (1998), 'Bettors Love Skewness, Not Risk, at the Horse Track', Journal of Political Economy, 106 (1), 205 … D. Hall (1988), 'An Exception to the Risk Preference Anomaly', Journal of Business, 61 (3), July, 337-46 -- Michael Cain …-mutuel Games', Journal of Risk and Uncertainty, 8 (3), 309-17 -- Charles T. Clotfelter and Philip J. Cook (1991), 'Lotteries in the …

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 …

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 …