Publication Type
Journal Article
Publication Date
1-2012
Abstract
As stock markets around the world whipsaw in a manner that bewilders even the seasoned trader, an academic has suggested for financial institutions to look more closely at linking dynamic loss tail distributions to contagion modeling for effective risk management.
Disciplines
Finance | Growth and Development
Licece/Creative Commons Licence
This work is licensed under a Creative Commons Attribution-NonCommercial-No Derivative Works 4.0 International License.
Subject(s)
Basic or Discovery Scholarship
Citation
Singapore Management University.
Risk management in a volatile market. (2012).
Available at: https://ink.library.smu.edu.sg/pers/309
Additional URL
https://www.smu.edu.sg/perspectives/all