Risk Management Research Report - Spring 2010
Risk Management Research Report, Spring 2010
16 Pages Posted: 23 Apr 2010
Christophe Pérignon
HEC Paris - Finance Department
Daniel R Smith
affiliation not provided to SSRN
Bing Liang
University of Massachusetts Amherst - Department of Finance
Hyuna Park
Brooklyn College - CUNY
Michelle Lowry
Drexel University; European Corporate Governance Institute (ECGI)
Micah S. Officer
Loyola Marymount University - Department of Finance
G. William Schwert
University of Rochester - Simon Business School; National Bureau of Economic Research (NBER)
Elyas Elyasiani
Temple University - Department of Finance
Jingyi Jia
Southern Illinois University - Department of Economics & Finance
Gary Charness
University of California, Santa Barbara (UCSB) - Department of Economics
Uri Gneezy
University of California, San Diego (UCSD) - Rady School of Management
Michael J. Cooper
University of Utah - David Eccles School of Business
Huseyin Gulen
Purdue University - Krannert School of Management
Alexei V. Ovtchinnikov
HEC Paris - Finance Department
Holger Spamann
Harvard Law School; ECGI
Xavier Giroud
Columbia University - Columbia Business School, Finance; National Bureau of Economic Research (NBER); Centre for Economic Policy Research (CEPR)
Holger M. Mueller
New York University (NYU) - Department of Finance; National Bureau of Economic Research (NBER); Centre for Economic Policy Research (CEPR); European Corporate Governance Institute (ECGI)
Marco Castillo
Department of Economics, Texas A&M University; IZA Institute of Labor Economics
Ragan Petrie
Texas A&M University - Department of Economics; University of Melbourne - Melbourne Institute: Applied Economic & Social Research
Maximo Torero
International Food Policy Research Institute (IFPRI); International Food Policy Research Institute (IFPRI)
Nuno Fernandes
University of Navarra, IESE Business School; European Corporate Governance Institute (ECGI)
Ugur Lel
University of Georgia - Department of Banking and Finance; European Corporate Governance Institute (ECGI)
Darius P. Miller
Southern Methodist University (SMU) - Finance Department
Dan Givoly
Pennsylvania State University, Smeal College of Business
Carla Hayn
University of California at Los Angeles - Anderson School of Management
Sharon P. Katz
INSEAD
Bill B. Francis
University of South Florida - College of Business Administration
Iftekhar Hasan
Fordham University ; Bank of Finland; University of Sydney
Kose John
New York University (NYU) - Department of Finance
Maya Waisman
Fordham University - Gabelli School of Business
Robert W. Kolb
Loyola University of Chicago - Department of Finance
Date Written: April 23, 2010
Abstract
Risk Management Research Report (RMRR) surveys and screens the flow of academic articles on risk management and presents extended scholarly summaries of today’s most important scholarly work in a convenient format on a timely basis. Each issue features approximately 15 of the most important scholarly articles in risk management published within the preceding quarter. For each of these articles, RMRR presents an extended summary of about 500-800 words, which contrasts with the brief (approximately 150-word) abstracts that typically accompany publication. The purpose of each summary is to provide a substantive understanding of the content of the article.
Keywords: Risk, Risk Management, Derivatives, Corporate Governance, Financial Derivatives, Value-At-Risk, VaR, Ethics, Volatility, Variance, Standard Deviation, Systemic, Systematic
JEL Classification: A1, C00, C7, G00, G3, D81, G34, G1
Suggested Citation: Suggested Citation
Daniel R Smith
affiliation not provided to SSRN ( email )
Bing Liang
University of Massachusetts Amherst - Department of Finance ( email )
Amherst, MA 01003
United States
Hyuna Park
Brooklyn College - CUNY ( email )
2900 Bedford Ave
Brooklyn, NY NY 11210
United States
Michelle B. Lowry
Drexel University ( email )
3141 Chestnut St
Philadelphia, PA 19104
United States
European Corporate Governance Institute (ECGI) ( email )
c/o the Royal Academies of Belgium
Rue Ducale 1 Hertogsstraat
1000 Brussels
Belgium
Micah S. Officer
Loyola Marymount University - Department of Finance ( email )
Los Angeles, CA 90045
United States
G. William Schwert
University of Rochester - Simon Business School ( email )
Carol Simon Hall 3-110L
Rochester, NY 14627
United States
585-275-2470 (Phone)
585-461-5475 (Fax)
HOME PAGE: http://schwert.ssb.rochester.edu
National Bureau of Economic Research (NBER)
1050 Massachusetts Avenue
Cambridge, MA 02138
United States
Elyas Elyasiani
Temple University - Department of Finance ( email )
Fox School of Business and Management
Philadelphia, PA 19122
United States
215-204-5881 (Phone)
215-204-5698 (Fax)
Jingyi Jia
Southern Illinois University - Department of Economics & Finance ( email )
Edwardsville, IL 62026
United States
Gary Charness
University of California, Santa Barbara (UCSB) - Department of Economics ( email )
2127 North Hall
Santa Barbara, CA 93106
United States
805-893-2412 (Phone)
805-893-8830 (Fax)
Uri Gneezy
University of California, San Diego (UCSD) - Rady School of Management ( email )
9500 Gilman Drive
Rady School of Management
La Jolla, CA 92093
United States
Michael J. Cooper
University of Utah - David Eccles School of Business ( email )
1645 E Campus Center Dr
Salt Lake City, UT 84112-9303
United States
Huseyin Gulen
Purdue University - Krannert School of Management ( email )
1310 Krannert Building
West Lafayette, IN 47907-1310
United States
Xavier Giroud
Columbia University - Columbia Business School, Finance ( email )
3022 Broadway
New York, NY 10027
United States
HOME PAGE: http://www.columbia.edu/~xg2285/
National Bureau of Economic Research (NBER) ( email )
1050 Massachusetts Avenue
Cambridge, MA 02138
United States
Centre for Economic Policy Research (CEPR) ( email )
London
United Kingdom
Holger M. Mueller
New York University (NYU) - Department of Finance ( email )
44 West 4th Street
New York, NY 10012-1126
United States
212-998-0341 (Phone)
212-995-4233 (Fax)
HOME PAGE: http://www.stern.nyu.edu/~hmueller/
National Bureau of Economic Research (NBER) ( email )
1050 Massachusetts Avenue
Cambridge, MA 02138
United States
Centre for Economic Policy Research (CEPR)
London
United Kingdom
European Corporate Governance Institute (ECGI) ( email )
c/o the Royal Academies of Belgium
Rue Ducale 1 Hertogsstraat
1000 Brussels
Belgium
Marco Castillo
Department of Economics, Texas A&M University ( email )
Allen Building
4228 TAMU
College Station, TX 77843-3137
United States
Ragan Petrie
Texas A&M University - Department of Economics ( email )
4228 TAMU
College Station, TX 77843-4228
United States
HOME PAGE: http://www.raganpetrie.org/
University of Melbourne - Melbourne Institute: Applied Economic & Social Research ( email )
Level 5, FBE Building, 111 Barry Street
Parkville, Victoria 3010
Australia
Maximo Torero
International Food Policy Research Institute (IFPRI) ( email )
1201 Eye St, NW,
Washington, DC 20005
United States
International Food Policy Research Institute (IFPRI) ( email )
1201 Eye St, NW,
Washington, DC 20005
United States
European Corporate Governance Institute (ECGI) ( email )
c/o the Royal Academies of Belgium
Rue Ducale 1 Hertogsstraat
1000 Brussels
Belgium
Ugur Lel
University of Georgia - Department of Banking and Finance ( email )
Terry College of Business
Athens, GA 30602-6253
United States
European Corporate Governance Institute (ECGI) ( email )
c/o the Royal Academies of Belgium
Rue Ducale 1 Hertogsstraat
1000 Brussels
Belgium
Dan Givoly
Pennsylvania State University, Smeal College of Business ( email )
305 Business Building
University Park, PA 16802
United States
814-865-0587 (Phone)
814-863-8393 (Fax)
Carla Hayn
University of California at Los Angeles - Anderson School of Management ( email )
D410 Anderson Complex
Los Angeles, CA 90095-1481
United States
310-206-9225 (Phone)
Bill B. Francis
University of South Florida - College of Business Administration ( email )
4202 E. Fowler Avenue, BSN 3403
Dept. of Finance
Tampa, FL 33620-5500
United States
813-974-6300 (Phone)
813-974-3030 (Fax)
HOME PAGE: http://www.coba.usf.edu/departments/finance/facult
University of Sydney ( email )
P.O. Box H58
Sydney, NSW 2006
Australia
Kose John
New York University (NYU) - Department of Finance ( email )
Stern School of Business
44 West 4th Street
New York, NY 10012-1126
United States
212-998-0337 (Phone)
212-995-4233 (Fax)
Maya Waisman
Fordham University - Gabelli School of Business ( email )
113 West 60th Street
Bronx, NY 10458
United States
Robert W. Kolb (Contact Author)
Loyola University of Chicago - Department of Finance
820 North Michigan Avenue
Chicago, IL 60611
United States
HOME PAGE: http://bobkolb.com
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