Robert W. Kolb

Loyola University of Chicago - Department of Finance

Professor of Finance; Considine Chair of Applied Ethics

820 North Michigan Avenue

Chicago, IL 60611

United States

http://bobkolb.com

SCHOLARLY PAPERS

12

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3,687

CITATIONS

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Scholarly Papers (12)

1.

Risk Management Research Report - Spring 2010

Risk Management Research Report, Spring 2010
Number of pages: 16 Posted: 23 Apr 2010
HEC Paris, affiliation not provided to SSRN, University of Massachusetts Amherst - Department of Finance, Brooklyn College - CUNY, Drexel University, Loyola Marymount University - Department of Finance and Computer Information Systems, University of Rochester - Simon Business School, Temple University - Department of Finance, Southern Illinois University at Edwardsville - Department of Economics & Finance, University of California, Santa Barbara - Department of Economics, University of California, San Diego (UCSD) - Rady School of Management, University of Utah - David Eccles School of Business, Purdue University - Krannert School of Management, HEC Paris - Finance Department, Harvard Law School, Columbia Business School - Finance and Economics, New York University (NYU) - Department of Finance, Department of Economics, Texas A&M University, Texas A&M University - Department of Economics, International Food Policy Research Institute (IFPRI), IMD International, University of Georgia - Department of Banking and Finance, Southern Methodist University (SMU) - Edwin L. Cox School of Business, Pennsylvania State University, Smeal College of Business, University of California at Los Angeles - Anderson School of Management, Columbia Business School - Accounting, Business Law & Taxation, University of South Florida - College of Business Administration, Gabelli School of Business, Fordham University, New York University (NYU) - Department of Finance, Gabelli School of Business, Fordham University and Loyola University of Chicago - Department of Finance
Downloads 1,220 (12,001)

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Risk, Risk Management, Derivatives, Corporate Governance, Financial Derivatives, Value-At-Risk, VaR, Ethics, Volatility, Variance, Standard Deviation, Systemic, Systematic

2.

Risk Management Research Report - Spring 2009

Number of pages: 19 Posted: 25 Apr 2009 Last Revised: 12 Nov 2009
Robert W. Kolb
Loyola University of Chicago - Department of Finance
Downloads 530 (34,289)

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risk, risk management, derivatives, corporate governance, financial derivatives, value-at-risk, VaR, ethics, volatility, variance, standard deviation, systemic, systematic

3.

Risk Management Research Report - Winter 2010

Number of pages: 15 Posted: 17 Jan 2010
Robert W. Kolb
Loyola University of Chicago - Department of Finance
Downloads 345 (67,161)

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Risk, Risk Management, Derivatives, Corporate Governance, Financial Derivatives, Value-At-Risk, VaR, Ethics, Volatility, Variance, Standard Deviation, Systemic, Systematic

4.

Risk Management Research Report - Fall 2009

RMRR Risk Management Research Report, Fall 2009
Number of pages: 16 Posted: 12 Nov 2009
Robert W. Kolb
Loyola University of Chicago - Department of Finance
Downloads 343 (72,135)

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risk, risk management, derivatives, corporate governance, financial derivatives, value-at-risk, VaR, ethics, volatility, variance, standard deviation, systemic, systematic

5.

Introduction to 'Sovereign Debt: From Safety to Default'

Number of pages: 16 Posted: 29 Mar 2011 Last Revised: 31 Mar 2011
Robert W. Kolb
Loyola University of Chicago - Department of Finance
Downloads 273 (85,409)

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debt, public debt, sovereign debt, emerging markets, financial crises, default, restructuring, political economy

6.

Risk Management Research Report - Summer 2009

Number of pages: 17 Posted: 21 Jul 2009
Robert W. Kolb
Loyola University of Chicago - Department of Finance
Downloads 210 (120,475)

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risk, risk management, derivatives, corporate governance, financial derivatives, value-at-risk, VaR, ethics, volatility, variance, standard deviation, systemic, systematic

7.

The Natural Gas Revolution and the World's Largest Economies

Number of pages: 36 Posted: 06 Sep 2012
Robert W. Kolb
Loyola University of Chicago - Department of Finance
Downloads 200 (108,510)

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energy, hydrocarbons, natural gas, global warming, pipelines, LNG, geopolitics, hydraulic fracturing, horizontal drilling

8.

What is Financial Contagion?

Robert W. Kolb, FINANCIAL CONTAGION - THE VIRAL THREAT TO THE WEALTH OF THE NATIONS, John Wiley & Sons, Inc., 2011
Posted: 31 Mar 2011
Robert W. Kolb
Loyola University of Chicago - Department of Finance
Downloads 188 (124,416)

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financial contagion, contagion, crisis, interdependence, transmission, runs, linkages, spillovers, bubbles, bankruptcy

9.

Risk Management and Distributive Justice

Number of pages: 36 Posted: 27 Apr 2009
Robert W. Kolb
Loyola University of Chicago - Department of Finance
Downloads 70 (265,451)

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derivatives, distributive justice, finance, justice, markets, risk, risk transference, social justice

10.

The Structure of International Bond Risk Differentials

Journal of International Business Studies, Vol. 17, Issue 1, pp. 107-118, 1986
Number of pages: 12 Posted: 21 Mar 2011
W. Brian Barrett and Robert W. Kolb
affiliation not provided to SSRN and Loyola University of Chicago - Department of Finance
Downloads 2 (548,920)
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11.

Financial Derivatives: Pricing and Risk Management

Posted: 11 Mar 2010
Robert W. Kolb and James A. Overdahl
Loyola University of Chicago - Department of Finance and affiliation not provided to SSRN

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Financial Derivatives, Risk Management, Pricing, Options, Futures, Swaps, Over-The-Counter, Credit Default Swaps, Collateralized Debt Obligations, Foreign Exchange, Commodities, Speculation Hedging, Energy Derivatives, Exotic Options, Executive Stock Options, Structured Finance, Clearing

12.

Regression to the Mean and Mean Reversion in Futures Markets

J of Financial Engineering, Vol. 3, No. 2, June 1994
Posted: 14 May 2000
Robert W. Kolb and John Okunev
Loyola University of Chicago - Department of Finance and Coda Asset Management

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