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The Known, the Unknown, and the Unknowable in Financial Risk Management:
Measurement and Theory Advancing Practice
Edited by Francis X. Diebold, Neil A. Doherty & Richard J. Herring

Book Description | Reviews
Introduction [in PDF format]


Preface vii
Chapter 1: Introduction by Francis X. Diebold, Neil A. Doherty, and Richard J. Herring 1
Chapter 2: Risk: A Decision Maker's Perspective by Sir Clive W. J. Granger 31
Chapter 3: Mild vs. Wild Randomness: Focusing on Those Risks That Matter by Benoit B. Mandelbrot and Nassim Nicholas Taleb 47
Chapter 4: The Term Structure of Risk, the Role of Known and Unknown Risks, and Nonstationary Distributions by Riccardo Colacito and Robert F. Engle 59
Chapter 5: Crisis and Noncrisis Risk in Financial Markets: A Unified Approach to Risk Management by Robert H. Litzenberger and David M. Modest 74

Chapter 6: What We Know, Don't Know, and Can't Know about Bank Risk: A View from the Trenches by Andrew Kuritzkes and Til Schuermann 103
Chapter 7: Real Estate through the Ages: The Known, the Unknown, and the Unknowable by Ashok Bardhan and Robert H. Edelstein 145
Chapter 8: Reflections on Decision-making under Uncertainty by Paul R. Kleindorfer 164
Chapter 9: O n the Role of Insurance Brokers in Resolving the Known, the Unknown, and the Unknowable by Neil A. Doherty and Alexander Muermann 194
Chapter 10: Insuring against Catastrophes by Howard Kunreuther and Mark V. Pauly 210

Chapter 11: Managing Increased Capital Markets Intensity: The Chief Financial Officer's Role in Navigating the Known, the Unknown, and the Unknowable by Charles N. Bralver and Daniel Borge 239
Chapter 12: The Role of Corporate Governance in Coping with Risk and Unknowns by Kenneth E. Scott 277
Chapter 13: Domestic Banking Problems by Charles A. E. Goodhart 286
Chapter 14: Crisis Management: The Known, The Unknown, and the Unknowable by Donald L. Kohn 296
Chapter 15: Investing in the Unknown and Unknowable by Richard J. Zeckhauser 304

List of Contributors 347
Index 359

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File created: 4/21/2017

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