Editor: Philippe Jorion
Published: 01 Apr 2000
Papers in this issue
by Karan Bhanot
by Jongwoo Kim and Christopher C. Finger
by Nicola Anderson, Francis Breedon
by R. Tyrrell Rockafellar and Stanislav Uryasev
Welcome to Volume 2 Issue 3 of The Journal of Risk. This issue is made up of 4 technical papers: ‘A stress test to incorporate correlation breakdown' by Jongwoo Kim and Christopher C. Finger from RiskMetrics Group; ‘Optimization of conditional value-at-risk' by Tyrrell R. Rockafellar from the University of Washington and Stanislav Uryasev from the University of Florida; ‘Behavior of power prices: implications for the valuation and hedging of financial contracts' by Karan Bhanot from the University of Texas; and ‘Fifty years of UK asset price volatility' by Nicola Anderson from the Bank of England and Francis Breedon from Lehman Brothers.
Search the archive
Subscribe to gain access to The Journal of Risk and its valuable archive.
Call for papers
Submit your work and we can offer you:
Please contact firstname.lastname@example.org for more information.