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Practitioners’ Corner: Introduction to the Special Issue

Practitioners’ Corner: Introduction to the Special Issue Journal of Financial Econometrics, 2005, Vol. 3, No. 1, 1–2 Practitioners’ Corner: Introduction to the Special Issue This issue of the Journal of Financial Econometrics comprises papers that were presented at the workshop ‘‘New Directions in Financial Risk Management,’’ held under the aegis of the Center for Financial Studies in Frankfurt on November 3–4, 2003. The scientific organizers of the conference were Frank Diebold and Stefan Mittnik, also guest editors of this volume. Twenty-four papers were pre- sented in sessions grouped around eight themes: estimation, estimation risk, forecasting, portfolio management and value-at-risk, regulation and valuation, strategy and policy, volatility and heavy tails, and dependence and risk. At the conference, participants were invited to submit their papers for consideration to be included in a special issue of JFEC devoted to the conference. The result is the current issue, with five academic papers dealing in particular with issues in portfolio management and VaR. More details concerning the conference as well as abstracts of the papers presented can be found on the center’s website at http://www.ifk-cfs.de/English/homepages/h-veranstaltungen.htm. Along with five of the papers presented at the conference, we are especially pleased to be able to publish here the texts of the two invited http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Journal of Financial Econometrics Oxford University Press

Practitioners’ Corner: Introduction to the Special Issue

Canopius, Adam
Journal of Financial Econometrics , Volume 3 (1) – Jan 1, 2005
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Publisher
Oxford University Press
Copyright
Journal of Financial Econometrics, Vol. 3, No. 1, © Oxford University Press 2005; all rights reserved.
ISSN
1479-8409
eISSN
1479-8417
DOI
10.1093/jjfinec/nbi008
Publisher site
See Article on Publisher Site

Abstract

Journal of Financial Econometrics, 2005, Vol. 3, No. 1, 1–2 Practitioners’ Corner: Introduction to the Special Issue This issue of the Journal of Financial Econometrics comprises papers that were presented at the workshop ‘‘New Directions in Financial Risk Management,’’ held under the aegis of the Center for Financial Studies in Frankfurt on November 3–4, 2003. The scientific organizers of the conference were Frank Diebold and Stefan Mittnik, also guest editors of this volume. Twenty-four papers were pre- sented in sessions grouped around eight themes: estimation, estimation risk, forecasting, portfolio management and value-at-risk, regulation and valuation, strategy and policy, volatility and heavy tails, and dependence and risk. At the conference, participants were invited to submit their papers for consideration to be included in a special issue of JFEC devoted to the conference. The result is the current issue, with five academic papers dealing in particular with issues in portfolio management and VaR. More details concerning the conference as well as abstracts of the papers presented can be found on the center’s website at http://www.ifk-cfs.de/English/homepages/h-veranstaltungen.htm. Along with five of the papers presented at the conference, we are especially pleased to be able to publish here the texts of the two invited

Journal

Journal of Financial Econometrics – Oxford University Press

Published: Jan 1, 2005

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