Risk management in a volatile market

The September 2008 collapse of Lehman Brothers was the 9/11 on Wall Street. Since then, the global risk landscape has changed and swings in the equity markets have become more volatile Now, a study of statistically significant changes in global financial risks and sharp increases in conditional Valu...

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Bibliographic Details
Main Author: Knowledge@SMU
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2012
Subjects:
Online Access:https://ink.library.smu.edu.sg/ksmu/73
https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1072&context=ksmu
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Institution: Singapore Management University
Language: English
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