RMRR Risk Management Research Report, Fall 2009
16 Pages Posted: 12 Nov 2009
Date Written: November 12, 2009
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
Kolb, Robert W., Risk Management Research Report - Fall 2009 (November 12, 2009). RMRR Risk Management Research Report, Fall 2009. Available at SSRN: https://ssrn.com/abstract=1504425 or http://dx.doi.org/10.2139/ssrn.1504425