Transcription of Computational Risk Management - HKFRM
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Computational Risk Management Series Editors Desheng Dash Wu David L. Olson John R. Birge For further volumes: . Desheng Dash Wu Editor Quantitative Financial Risk Management Editor Desheng Dash Wu University of Toronto Risklab Spadina Crescent 1. M5S 3G3 Toronto Ontario Canada ISSN 2191-1436 e-ISSN 2191-1444. ISBN 978-3-642-19338-5 e-ISBN 978-3-642-19339-2. DOI Springer Heidelberg Dordrecht London New York Library of Congress Control Number: 2011930728. # Springer-Verlag Berlin Heidelberg 2011. This work is subject to copyright. All rights are reserved, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilm or in any other way, and storage in data banks.
Contents Part I Market Risk Management Empirical Analysis of Risk Measurement of Chinese Mutual Funds ..... 3 Ju Yang Assess the Impact of Asset Price Shocks on the ...
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Hedge Fund Performance Measurement and Attribution, Hedge fund, ATTRIBUTING PERFORMANCE IN FUND OF, Hedge Fund Performance Persistence over Different, Hedge Fund Performance Persistence over Different Market Conditions, Active versus Passive Equity Managers Using, Fund, 9 Financial Instruments Advisory Services, A ROADMAP FOR THE ROADMAP, Practice of Operational Risk Management, Practice of Operational Risk Management in Technology, Designing The Ideal Investment Policy