Behavioural Risk Management
First published:
ISBN: 9781782724230
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Bibliography
Bibliography
Preface
An Introduction to Behavioural Risk Management
Risk Management Context
Value-at-Risk as the Dominant Risk Management Tool in the Financial Industry
Case Studies on Risk Management Failure
The Role of Regulation in Risk Management
Advances in Behavioural Economics and Finance
Behavioural Issues with Probability
Systems Theory
Using Scenarios
Making Robust Decisions
Advances in the Risk Management Process
Behavioural Risk Management in the Financial Markets
Countervailing Power
Behavioural Risk Management: Closing Thoughts
Appendix: Selective list of Behavioural Biases
Bibliography
Ariely, D., 2008, Predictably Irrational: The Hidden Forces that Shape our Decisions (New York, NY: Harper Collins).
Baron, J., 2008, Thinking and Deciding (4e) (New York, NY: Cambridge University Press).
Bernstein, P. L., 1996, Against the Gods: The Remarkable Story of Risk (New York, NY: John Wiley & Sons).
Bernstein, P. L., 2005, Capital Ideas: The Improbable Origins of Modern Wall Street (New York, NY: John Wiley & Sons).
Black, F. and M. Scholes, 1973, “The Pricing of Options and Corporate Liabilities”, The Journal of Political Economy, 81(3), May–June, pp 637–54.
Boender, G. B. Bosma and L. Bovenberg, 2011, “Het gebruik van ALM-modellen” Netspar economische adviezen no 43.
Checkland, P., 1999, Systems Thinking, Systems Practice (Chichester, UK: J. Wiley).
Chew, L., 1996, Managing Derivative Risks: The Use and Abuse of Leverage (Chichester, UK: Wiley).
Colander, D. et al., 2009, “The financial crisis and the systemic failure of the economics profession”, Journal of Politics and Society, 21(2–3).
COSO, 2004, “Enterprise Risk Management – Integrated Framework”, September.
Cox, J. C., J. E. Ingersoll Jr and S. A. Ross, 1985, “A Theory of the Term
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