Editor: Philippe Jorion
Published: 01 Sep 1999
Papers in this issue
by Mario I. Blejer, Liliana Schumacher
by Thierry Ané, Hélyette Geman
by Elizabeth A. Sheedy and Robert G. Trevor
by Michel Crouhy and Stuart M. Turnbull, Lee M. Wakeman
Welcome to Volume 2 Issue 1 of The Journal of Risk. This issue is made up of 4 technical papers: ‘Measuring risk-adjusted performance' by Michel Crouhy and Stuart M. Turnbull from Canadian Imperial Bank of Commerce and Lee M. Wakeman from Risk Analysis and Control; ‘Central bank vulnerability and the credibility of its commitments: a value-at-risk approach' by Mario I. Blejer and Liliana Schumacher from the International Monetary Fund; ‘Stochastic volatility and transaction time: an activity-based volatility estimator' by Thierry Ane from the University of Paris IX Dauphine and Helyette Geman from ESSEC; and ‘Evaluating the risk of portfolios with options' by Elizabeth A. Sheedy and Robert G. Trevor from Macquarie University.
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