Risk management in a volatile market

• المؤلف الرئيسي: Singapore Management University
• التنسيق: text
• اللغة: English
• منشور في: Institutional Knowledge at Singapore Management University 2012
• الموضوعات: Finance; Growth and Development
• الوصول للمادة أونلاين: https://ink.library.smu.edu.sg/pers/309; https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1307&context=pers

As stock markets around the world whipsaw in a manner that bewilders even the seasoned trader, an academic has suggested for financial institutions to look more closely at linking dynamic loss tail distributions to contagion modeling for effective risk management.