Abstract

http://ssrn.com/abstract=1594897
 


 



Risk Management Research Report - Spring 2010


Christophe Perignon


HEC Paris - Finance Department

Daniel R Smith


affiliation not provided to SSRN

Bing Liang


University of Massachusetts at Amherst - Department of Finance & Operations Management; China Academy of Financial Research (CAFR)

Hyuna Park


Minnesota State University

Michelle Lowry


Smeal College of Business

Micah S. Officer


Loyola Marymount University - Department of Finance and Computer Information Systems

G. William Schwert


University of Rochester - Simon School; National Bureau of Economic Research (NBER)

Elyas Elyasiani


Temple University - Department of Finance

Jingyi (Jane) Jia


Southern Illinois University at Edwardsville

Gary Charness


University of California, Santa Barbara - Department of Economics

Uri Gneezy


University of Chicago - Booth School of Business

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

Xavier Giroud


Massachusetts Institute of Technology (MIT) - Sloan School of Management; National Bureau of Economic Research (NBER)

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


George Mason University

Ragan Petrie


George Mason University - Department of Economics; George Mason University - Interdisciplinary Center for Economic Science (ICES)

Maximo Torero


International Food Policy Research Institute (IFPRI)

Nuno Fernandes


IMD International

Ugur Lel


Virginia Polytechnic Institute & State University - Department of Finance, Insurance, and Business Law

Darius P. Miller


Southern Methodist University (SMU) - Edwin L. Cox School of Business

Dan Givoly


Pennsylvania State University, Smeal College of Business

Carla Hayn


University of California at Los Angeles - Anderson School of Management

Sharon P. Katz


Columbia Business School - Accounting, Business Law & Taxation

Bill B. Francis


University of South Florida - College of Business Administration

Iftekhar Hasan


Fordham University; Bank of Finland

Kose John


New York University (NYU) - Department of Finance

Maya Waisman


Fordham University Schools of Business

Robert W. Kolb


Loyola University of Chicago - Department of Finance

April 23, 2010

Risk Management Research Report, Spring 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.

Number of Pages in PDF File: 16

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

Accepted Paper Series


Download This Paper

Date posted: April 23, 2010  

Suggested Citation

Perignon, Christophe and Smith, Daniel R and Liang, Bing and Park, Hyuna and Lowry, Michelle and Officer, Micah S. and Schwert, G. William and Elyasiani, Elyas and Jia, Jingyi (Jane) and Charness, Gary and Gneezy, Uri and Cooper, Michael J. and Gulen, Huseyin and Ovtchinnikov, Alexei V. and Spamann, Holger and Giroud, Xavier and Mueller, Holger M. and Castillo, Marco and Petrie, Ragan and Torero, Maximo and Fernandes, Nuno and Lel, Ugur and Miller, Darius P. and Givoly, Dan and Hayn, Carla and Katz, Sharon P. and Francis, Bill B. and Hasan, Iftekhar and John, Kose and Waisman, Maya and Kolb, Robert W., Risk Management Research Report - Spring 2010 (April 23, 2010). Risk Management Research Report, Spring 2010. Available at SSRN: http://ssrn.com/abstract=1594897

Contact Information

Christophe Perignon
HEC Paris (Groupe HEC) - Finance Department ( email )
1 rue de la Liberation
Jouy-en-Josas Cedex, 78351
France

Daniel R Smith
affiliation not provided to SSRN ( email )
Bing Liang
University of Massachusetts at Amherst - Department of Finance & Operations Management ( email )
Amherst, MA 01003
United States
China Academy of Financial Research (CAFR)
1954 Huashan Road
Shanghai P.R.China, 200030
China

Hyuna Park
Minnesota State University ( email )
150 Morris Hall
Mankato, MN 56001
United States
Michelle B. Lowry
Smeal College of Business ( email )
University Park, PA 16802
United States
814-863-6372 (Phone)
Micah S. Officer
Loyola Marymount University - Department of Finance and Computer Information Systems ( email )
Los Angeles, CA 90045
United States
G. William Schwert
University of Rochester - Simon 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 (Jane) Jia
Southern Illinois University at Edwardsville ( email )
1 Hairpin Drive
Edwardsville, IL 62026-1102
United States
Gary Charness
University of California, Santa Barbara - 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 Chicago - Booth School of Business ( email )
5807 S. Woodlawn Avenue
Chicago, IL 60637
United States
773-834-8198 (Phone)
773-702-0458 (Fax)
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
Alexei V. Ovtchinnikov
HEC Paris (Groupe HEC) - Finance Department ( email )
1 rue de la Liberation
Jouy-en-Josas Cedex, 78351
France

Holger Spamann
Harvard Law School ( email )
Cambridge, MA 02138
United States
Xavier Giroud
Massachusetts Institute of Technology (MIT) - Sloan School of Management ( email )
77 Massachusetts Ave.
E62-416
Cambridge, MA 02142
United States
National Bureau of Economic Research (NBER) ( email )
1050 Massachusetts Avenue
Cambridge, MA 02138
United States
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)
77 Bastwick Street
London, EC1V 3PZ
United Kingdom
European Corporate Governance Institute (ECGI) ( email )
c/o ECARES ULB CP 114
B-1050 Brussels
Belgium
Marco Castillo
George Mason University ( email )
4400 University Drive
Fairfax, VA 22030
United States
Ragan Petrie
George Mason University - Department of Economics ( email )
4400 University Drive
MSN 1B2
Fairfax, VA 22030
United States
HOME PAGE: http://mason.gmu.edu/~rpetrie1
George Mason University - Interdisciplinary Center for Economic Science (ICES)
3434 Washington Blvd
room 5004
Arlington, VA 22201
United States
HOME PAGE: http://mason.gmu.edu/~rpetrie1
Maximo Torero
International Food Policy Research Institute (IFPRI) ( email )
2033 K Street, NW
Washington, DC 20006
United States

Nuno Fernandes
IMD International ( email )
Ch. de Bellerive 23
P.O. Box 915
CH-1001 Lausanne
Switzerland
Ugur Lel
Virginia Polytechnic Institute & State University - Department of Finance, Insurance, and Business Law ( email )
1016 Pamplin Hall (0221)
Blacksburg, VA 24060-0221
United States
Darius P. Miller
Southern Methodist University (SMU) - Edwin L. Cox School of Business ( email )
P.O. Box 750333
Dallas, TX 75275-0333
United States
Dan Givoly
Pennsylvania State University, Smeal College of Business ( email )
206 Beam Business Administration Building
University Park, PA 16802
United States
814-865-0041 (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)
Sharon P. Katz
Columbia Business School - Accounting, Business Law & Taxation ( email )
3022 Broadway
New York, NY 10027
United States

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
Iftekhar Hasan
Fordham University ( email )
113 West 60th Street
New York, NY 10023
United States
Bank of Finland ( email )
P.O. Box 160
Helsinki 00101
Finland
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 Schools of Business ( email )
113 West 60th Street
Bronx, NY 10458
United States

Robert W. Kolb (Contact Author)
Loyola University of Chicago - Department of Finance ( email )
820 North Michigan Avenue
Chicago, IL 60611
United States
HOME PAGE: http://www.robertwkolb.com
Feedback to SSRN


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