Risk Management Research Report, Spring 2010
16 Pages Posted: 23 Apr 2010
Date Written: April 23, 2010
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
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 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: https://ssrn.com/abstract=1594897