Managing Equity Market Risk
DOI link for Managing Equity Market Risk
Managing Equity Market Risk book
In the chapters thus far in the book, we have discussed the general notion of risk and developed frameworks for the management of risks. We extensively developed rigorous constructs for the modeling of risks of dierent types, and developed methods for solving and analyzing these models. In this segment of the book, we turn our attention to specic types of risks. We will develop models for specic types of risks, with the objective of serving specic goals of risk management for these risk types. Along the way, we will take advantage of the contexts to further advance the development of risk management frameworks for these risk types. We begin in this chapter with equity risk.