Awards
- Commended for Paul A. Samuelson Award 2010
- Commended for Paul A. Samuelson Award 2010.
- Commended for TIAA-CREF Paul A. Samuelson Award 2010 (United States)
- Runner-up for Paul A. Samuelson Award 2010.
- Shortlisted for Paul A. Samuelson Award 2010.
- Winner of Kulp-Wright Book Award 2012.
Overview
Full Product Details
Author: Francis X. Diebold , Neil A. Doherty , Richard J. Herring
Publisher: Princeton University Press
Imprint: Princeton University Press
Dimensions:
Width: 15.20cm
, Height: 3.30cm
, Length: 23.50cm
Weight: 0.709kg
ISBN: 9780691128832
ISBN 10: 0691128839
Pages: 392
Publication Date: 09 May 2010
Audience:
College/higher education
,
Professional and scholarly
,
General/trade
,
Tertiary & Higher Education
,
Professional & Vocational
Format: Hardback
Publisher's Status: Active
Availability: Manufactured on demand 
We will order this item for you from a manufactured on demand supplier.
Language: English
Table of Contents
Preface vii Chapter 1: Introduction by Francis X. Diebold, Neil A. Doherty, and Richard J. Herring 1 Chapter 2: Risk: A Decision Maker's Perspective by Sir Clive W. J. Granger 31 Chapter 3: Mild vs. Wild Randomness: Focusing on Those Risks That Matter by Benoit B. Mandelbrot and Nassim Nicholas Taleb 47 Chapter 4: The Term Structure of Risk, the Role of Known and Unknown Risks, and Nonstationary Distributions by Riccardo Colacito and Robert F. Engle 59 Chapter 5: Crisis and Noncrisis Risk in Financial Markets: A Unified Approach to Risk Management by Robert H. Litzenberger and David M. Modest 74 Chapter 6: What We Know, Don't Know, and Can't Know about Bank Risk: A View from the Trenches by Andrew Kuritzkes and Til Schuermann 103 Chapter 7: Real Estate through the Ages: The Known, the Unknown, and the Unknowable by Ashok Bardhan and Robert H. Edelstein 145 Chapter 8: Reflections on Decision-making under Uncertainty by Paul R. Kleindorfer 164 Chapter 9: O n the Role of Insurance Brokers in Resolving the Known, the Unknown, and the Unknowable by Neil A. Doherty and Alexander Muermann 194 Chapter 10: Insuring against Catastrophes by Howard Kunreuther and Mark V. Pauly 210 Chapter 11: Managing Increased Capital Markets Intensity: The Chief Financial Officer's Role in Navigating the Known, the Unknown, and the Unknowable by Charles N. Bralver and Daniel Borge 239 Chapter 12: The Role of Corporate Governance in Coping with Risk and Unknowns by Kenneth E. Scott 277 Chapter 13: Domestic Banking Problems by Charles A. E. Goodhart 286 Chapter 14: Crisis Management: The Known, The Unknown, and the Unknowable by Donald L. Kohn 296 Chapter 15: Investing in the Unknown and Unknowable by Richard J. Zeckhauser 304 List of Contributors 347 Index 359
Reviews
It is a bold book, tackling both theory and practice and spanning the worlds of (among others) banking, insurance, real estate, and investment. It is also utterly engrossing. . . . Although this book is most obviously addressed to risk managers and regulators, I think it should be read by every intellectually curious person with skin in the financial game. If the investor or trader doesn't come away with at least one or two ideas of practical importance to his financial life, he is a 'sleepreader.' -- Brenda Jubin, Reading the Markets blog
Author Information
Francis X. Diebold is the Paul F. and E. Warren Shafer Miller Professor of Economics at the University of Pennsylvania and professor of finance and statistics at the university's Wharton School. Neil A. Doherty is the Frederick H. Ecker Professor of Insurance and Risk Management at the Wharton School. Richard J. Herring is the Jacob Safra Professor of International Banking and professor of finance at the Wharton School.
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