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Volumn 10, Issue 2, 2009, Pages 155-168

Corporate risk management and investment decisions

Author keywords

Capital budgeting; Corporate strategy; Investment appraisal; Risk management

Indexed keywords


EID: 85015388881     PISSN: 15265943     EISSN: 09657967     Source Type: Journal    
DOI: 10.1108/15265940910938233     Document Type: Article
Times cited : (13)

References (12)
  • 1
    • 0000395225 scopus 로고    scopus 로고
    • Beating a moving target: optimal portfolio strategies for outperforming a stochastic benchmark
    • Browne, S. (1999), “Beating a moving target: optimal portfolio strategies for outperforming a stochastic benchmark”, Finance and Stochastics, Vol. 3, pp. 275-94.
    • (1999) Finance and Stochastics , vol.3 , pp. 275-294
    • Browne, S.1
  • 2
    • 85008765609 scopus 로고    scopus 로고
    • An overview of value at risk
    • Spring, reprinted in Options Markets, edited by Constantinides, G. and Malliaris, A.G., Edward Elgar, London
    • Duffie, D. and Pan, J. (1997), “An overview of value at risk”, Journal of Derivatives, pp. 7-49, Spring, reprinted in Options Markets, edited by Constantinides, G. and Malliaris, A.G., Edward Elgar, London.
    • (1997) Journal of Derivatives , pp. 7-49
    • Duffie, D.1    Pan, J.2
  • 6
    • 33846879563 scopus 로고    scopus 로고
    • Continuous-time mean-variance efficiency: the 80% rule
    • Li, X. and Zhou, X.Y. (2006), “Continuous-time mean-variance efficiency: the 80% rule”, The Annals of Applied Probability, Vol. 16, pp. 1751-63.
    • (2006) The Annals of Applied Probability , vol.16 , pp. 1751-1763
    • Li, X.1    Zhou, X.Y.2
  • 7
    • 0008735323 scopus 로고    scopus 로고
    • The three P's of total risk management
    • Lo, A. (1999), “The three P's of total risk management”, Financial Analysts Journal, Vol. 55, pp. 13-26.
    • (1999) Financial Analysts Journal , vol.55 , pp. 13-26
    • Lo, A.1
  • 9
    • 0001738730 scopus 로고
    • An intertemporal capital asset pricing model
    • Merton, R.C. (1973), “An intertemporal capital asset pricing model”, Econometrica, Vol. 41, pp. 867-87.
    • (1973) Econometrica , vol.41 , pp. 867-887
    • Merton, R.C.1
  • 12
    • 0002961815 scopus 로고
    • A duality method for optimal con-sumption and investment under short-selling prohibition: II. constant market coefficients
    • Xu, G.L. and Shreve, S.E. (1992), “A duality method for optimal con-sumption and investment under short-selling prohibition: II. constant market coefficients”, The Annals of Applied Probability, Vol. 2, pp. 314-28.
    • (1992) The Annals of Applied Probability , vol.2 , pp. 314-328
    • Xu, G.L.1    Shreve, S.E.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.