Risk management in a volatile market

Authors

Knowledge@SMU

Publication Type

Journal Article

Publication Date

1-2012

Abstract

The September 2008 collapse of Lehman Brothers was the 9/11 on Wall Street. Since then, the global risk landscape has changed and swings in the equity markets have become more volatile Now, a study of statistically significant changes in global financial risks and sharp increases in conditional Value-at-Risk after September 2008 has suggested a technically superior technique for effective risk management.

Disciplines

Accounting | Business | Finance and Financial Management

Copyright Owner and Holder

Copyright © Singapore Management University 2012

Licece/Creative Commons Licence

This work is licensed under a Creative Commons Attribution-NonCommercial-No Derivative Works 4.0 International License.

Article ID

1404

Subject(s)

Finance and Accounting

Citation

Knowledge@SMU. Risk management in a volatile market. (2012).
Available at: https://ink.library.smu.edu.sg/ksmu/73