Advances in Risk Management.pdf

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1、AdvancesinRiskManagementEditedbyGregN.GregoriouADVANCESINRISKMANAGEMENTAlsoeditedbyGregN.GregoriouASSETALLOCATIONANDINTERNATIONALINVESTMENTSDIVERSIFICATIONANDPORTFOLIOMANAGEMENTOFMUTUALFUNDSPERFORMANCEOFMUTUALFUNDSAdvancesinRiskManagementEditedbyGREGN.GREGORIOU

2、Selectionandeditorialmatter©GregN.Gregoriou2007Individualchapters©contributors2007Allrightsreserved.Noreproduction,copyortransmissionofthispublicationmaybemadewithoutwrittenpermission.Noparagraphofthispublicationmaybereproduced,copiedortransmittedsavewithwritte

3、npermissionorinaccordancewiththeprovisionsoftheCopyright,DesignsandPatentsAct1988,orunderthetermsofanylicencepermittinglimitedcopyingissuedbytheCopyrightLicensingAgency,90TottenhamCourtRoad,LondonW1T4LP.Anypersonwhodoesanyunauthorizedactinrelationtothispublicat

4、ionmaybeliabletocriminalprosecutionandcivilclaimsfordamages.TheauthorshaveassertedtheirrightstobeidentifiedastheauthorsofthisworkinaccordancewiththeCopyright,DesignsandPatentsAct1988.Firstpublished2007byPALGRAVEMACMILLANHoundmills,Basingstoke,HampshireRG216XSan

5、d175FifthAvenue,NewYork,N.Y.10010CompaniesandrepresentativesthroughouttheworldPALGRAVEMACMILLANistheglobalacademicimprintofthePalgraveMacmillandivisionofSt.Martin’sPress,LLCandofPalgraveMacmillanLtd.Macmillan®isaregisteredtrademarkintheUnitedStates,UnitedKingdo

6、mandothercountries.PalgraveisaregisteredtrademarkintheEuropeanUnionandothercountries.ISBN-13:978–0–230–01916–4ISBN-10:0–230–01916–1Thisbookisprintedonpapersuitableforrecyclingandmadefromfullymanagedandsustainedforestsources.Acataloguerecordforthisbookisavailabl

7、efromtheBritishLibrary.LibraryofCongressCataloging-in-PublicationDataAdvancesinriskmanagement/editedbyGregN.Gregoriou.p.cm.—(Financeandcapitalmarketsseries)Includesbibliographicalreferencesandindex.ISBN0–230–01916–1(cloth)1.Investmentanalysis.2.Financialriskman

8、agement.I.Gregoriou,GregN.,1956–II.Series:FinanceandcapitalmarketsHG4529.A362006332.1068’1—dc2220060457471098765432116151413121110090807PrintedandboundinGreatBritainbyAntony