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The Journal of Risk Finance
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The Journal of Risk Finance

Volume 2 Issue 1

Published: 2000 | Start Page: 10

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Articles

Articles
Article No: Article Information:
1659705 Investing in Skews
DILIP B. MADAN, GAVIN S. MCPHAIL (pp. 10-18)
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ArticleType: General review
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1659706 Model-Independent Measures of Volatility Exposure
ALVIN KURUC (pp. 19-26)
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ArticleType: General review
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1659707 Does Volatility Pay?
GIOVANNI BARONE-ADESI (pp. 27-35)
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ArticleType: General review
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1659708 A Practitioner's Guide to Active Portfolio Management Using Implied View
BERNARD LEE (pp. 36-41)
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ArticleType: General review
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1659709 Capital Requirement: A New Method Based on Extreme Price Variations
FRANÇOIS LONGIN (pp. 42-50)
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ArticleType: General review
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1659710 Accounting for Value at Risk in Financial Institutions' Portfolios
KEVIN DOWD (pp. 51-58)
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ArticleType: General review
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1659711 Sending the Herd Off the Cliff Edge: The Disturbing Interaction Between Herding and Market-Sensitive Risk Management Practices
AVINASH PERSAUD (pp. 59-65)
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ArticleType: General review
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1659712 Efficient Risk/Return Frontiers for Credit Risk
HELMUT MAUSSER, DAN ROSEN (pp. 66-78)
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ArticleType: General review
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