Financial Risk Measurement and Management

Financial Risk Measurement and Management

Elgar Research Reviews in Economics

Francis X. Diebold

This authoritative research review charts the origins, development, and current frontiers of financial risk management. It emphasizes the role for risk management created by real-world market imperfections, and progresses to consider stochastic financial modeling, the failure of ‘normality’, and time-varying volatility.

About this Research Review

Francis X. Diebold

Subjects: economics and finance, financial economics and regulation

About Elgar Research Reviews

Elgar Research Reviews consist of two principal components: a scholarly Review Article and a list of Recommended Readings.

The Review Article prepared by a leading scholar introduces the relevant field of academic study by making reference to the seminal and most transformative articles within that field. This piece sets in context the readings that follow, illustrating how they have shaped the scholarship and why they are important to the development of the field. The Recommended Readings have full references to facilitate further research.

Using the reference links provided

If your library has provided their library link resolver location then we have included a hyperlink under each reference to allow you to search for the article in your library catalogue.

There is also a link to search for each reading in Google Scholar, providing you with an alternative route to find the article on the original publisher’s site and to help you identify similar papers.

Finding a print version of the recommended readings

A print edition of this resource, which also includes the full text of the Recommended Readings in their original layout is available as a single print work, Financial Risk Measurement and Management, edited by Francis X. Diebold (ISBN 978 1 84980 390 8). Use the Find This Book In Your Library button at the top of this page to see if it is available in your library. (The button only appears if your library has provided their link resolver details.)