Journal of Risk

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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