Libros

» Volver

1.        Alexander, C., Risk Management and Analysis: Measuring and Modelling Financial Risk. 1998: John Wiley & Sons, Inc.

2.         Alexander, C., Risk Management and Analysis: New Markets and Analysis. 1998: John Wiley & Sons, Inc.

3.         Bremmer, I. and P. Keat, The Fat Tail: The Power of Political Kowledge for Strategic Investing. 2009, New York: Oxford University Press.

4.         Caouette, J.B., E.I. Altman, and P. Narayanan, Managing Credit Risk: The Next Great Financial Challenge. Wiley frontiers in finance. 1998, New York: Wiley. 452.

5.         Chan, N.H. and H.Y. Wong, Simulation Techniques in Financial Risk Management. 2006, Hoboken, New Jersey: John Wiley and Sons, Inc.

6.         Chance, D.M., An Introduction to Derivatives & Risk Management. 2004, USA: South-Western. 675.

7.         Crouhy, M., D. Galai, and R. Mark, The Essentials of Risk Management. 2006, USA: The McGraw-Hill Companies, Inc. 414.

8.         Doherty, N.A., Integrated Risk Management. 2000: The McGraw-Hill Companies, Inc. 646.

9.         Jorion, P., Value at Risk: The New Benchmark for Controlling Market Risk. 1997, Chicago: Irwin Professional Pub. 332.

10.       Lam, J., Enterprise Risk Management: From Incentives to Controls. 2003, Hoboken - New Jersey: John Wiley & Sons, Inc. 319.

11.       Lancaster, L.C. and D. Stillman, When Generations Collide - Who they are. Why they Clash. How to Solve the Generational Puzzle at Work, ed. C. Business. 2002: Collins Business. 352.

12.       Mamis, J., The Nature of Risk. 1991: Addison Wesley Publishing Company.

13.       Nassim Taleb, N., Black Swan : The Impact of the Highly Improbable 2007: Random House Publishing Group.

14.       Nassim Taleb, N., Fooled by Randomness : The Hidden Role of Chance in Life and in the Markets 2ed. 2008: Random House Publishing Group.

15.       Preve, L., Gestión de Riesgo: Un enfoque estratégico. 2009, Buenos Aires: Temas Grupo Editorial. 460.

16.       Saunders, A., Credit Risk Measurement: New Approaches to Value at Risk and other Paradigms. Wiley frontiers in finance. 1999, New York: Wiley. 226.

17.       Savage, S.L. and J.I. Danziger, THE FLAW OF AVERAGES: WHY WE UNDERESTIMATE RISK IN THE FACE OF UNCERTAINTY. Risk Management (00355593). Vol. 56. 2009. 24-24.

18.       Schwartz, R.J. and C.W. Smith, Derivatives Handbook Risk Management and Control. 1997, New York: John Wiley & Sons, Inc.

19.       Stulz, R.M., Risk Management and Derivatives. 2003, Ohio: Thomson South-Western. 792.

20.       W. Smithson, C., Managing Financial Risk: A Guide to Derivative Products, Financial Engineering, and Value Maximization. 1998: The Mc Graw-Hill Companies, Inc. 663.

Casos

» Volver

1.         Bashani, S. and K. Eades, Structured Notes, in Darden Business School. 2010, UVA F-1618.

2.         Chaplinsky, S. and A.S. Spurr, Diva Shoes, Inc., in Darden Business School. 1999, UVA F-1222.

3.         Constable, S. and K. Eades, Delta Beverage Group, Inc, in Darden Business School. 1997, UVA F-1188.

4.         Dyszel, D. and L.A. Preve, Cobertura de Riesgos en Sotyl, in IAE Business School. 2010, FZ-C-207-IA-1-s.

5.         Eades, K., R. Green, and J. Lehman, J&L Railroad, in Darden Business School. 2009, UVA F-1053.

6.         Eades, K., R. Green, and J. Lehman, J&L Railroad; The Board Meeting. 2010, Darden Business School.

7.         Hawkins, D.F. and J. Cohen, General Motors Corp.: Retiree Benefit Risk Management (A), in Harvard Business School Cases. 2003. p. 1.

8.         Hawkins, D.F. and J. Cohen, General Motors Corp.: Retiree Benefit Risk Management (B), in Harvard Business School Cases. 2004. p. 1.

9.         Kester, C.W. and K. Backstrand  Tiffany & Co.--1993, in Harvard Business School Cases. 1994. p. 1.

10.       Meulbroek, L. and P. Malhotra, Risk Management at Apache, in Harvard Business School Cases. 2001. p. 1.

11.       Mikes, A., Enterprise Risk Management at Hydro One, in Harvard Business School Cases. 2008. p. 1.

12.       Noussan, G. and A. Rahnema, Metallgesellschaft Refining & Marketing, Inc, in IESE Business School. 1997, 0-297-233 F-664-E.

13.       Preve, L., Soluciones Informáticas Florales S.A. (A), in IAE Business School. 2006, FZ-C-121-IA-1-s.

14.       Preve, L., Soluciones Informáticas Florales S.A. (B), in IAE Business School. 2006, FZ-C-122-IA-1-s.

15.       Preve, L., Stoller (A), in IAE Business School. 2008, FZ-C-157-IA-1-s.

16.       Preve, L., Stoller (B), in IAE Business School. 2008, FZ-C-158-IA-1-s.

17.       Preve, L., El Riesgo de Tasas de Interés en Naturis S.p.A., in IAE Business School. 2008, FZ-C-154-IA-1-s.

18.       Preve, L. and J. García Sánchez, Don Pedro (B), in IAE Business School. 2007, FZ-C-142/1-IA-1-s.

19.       Preve, L., J. García Sánchez, and S. Acoroni, Don Pedro S.A., in IAE Business School. 2006, FZ-C-142-IA-1-s.

Papers Académicos

» Volver

1.         Aabo, T., J.R.S. Fraser, and B.J. Simkins, The Rise and Evolution of the Chief Risk Officer: Enterprise Risk Management at Hydro One. Journal of Applied Corporate Finance, 2005. 17(3): p. 62-75.

2.         Adam, T., Capital expenditures, financial constraints, and the use of options. Journal of Financial Economics, 2009. 92(2): p. 238-251.

3.         Agarwal, V. and R. Taffler, Does Financial Distress Risk Drive the Momentum Anomaly? Financial Management (Blackwell Publishing Limited), 2008. 37(3): p. 461-484.

4.         Allayannis, G., J.P. Weston, and J.P. Weston, The use of foreign currency derivatives and firm market value. Review of Financial Studies, 2001. 14(1).

5.         Andrade, G. and S.N. Kaplan, How Costly Is Financial (Not Economic) Distress? Evidence from Highly Leveraged Transactions That Became Distressed. Journal of Finance, 1998. 53(5): p. 1443-1493.

6.         Andrén, N., H. Jankensgard, and L. Oxelheim, Exposure-Based Cash-Flow-at-Risk: An Alternative to VaR for Industrial Companies. Journal of Applied Corporate Finance, 2005. 17(3): p. 76-86.

7.         Aretz, K. and S.M. Bartram, Corporate Hedging and Shareholder Value. Journal of Financial Research, Forthcoming, 2009.

8.         Atamer, M., S.M. Bartram, and G.W. Brown, How Important is Financial Risk? SSRN eLibrary, 2009.

9.         Bali, T.G., A Generalized Extreme Value Approach to Financial Risk Measurement. Journal of Money, Credit & Banking (Blackwell), 2007. 39(7): p. 1613-1649.

10.       Bartram, S.M., G.W. Brown, and J.S. Conrad, The Effects of Derivatives on Firm Risk and Value. SSRN eLibrary, 2009.

11.       Bartram, S.M., G.W. Brown, and F.R. Fehle, International Evidence on Financial Derivatives Usage. Financial Management, 2009. 38(1): p. 185-206.

12.       Bartram, S.M., G.W. Brown, and B.A. Minton, Resolving the exposure puzzle: The many facets of exchange rate exposure. Journal of Financial Economics, 2010. 95(2): p. 148-173.

13.       Bell, G., et al., International Insurance Society Roundtable on Risk Management After the Crisis. Journal of Applied Corporate Finance, 2009. 21(4): p. 28-51.

14.       Brunnermeier, M.K. and M. Yogo, A Note on Liquidity Risk Management. American Economic Review, Vol. 99, No. 2, 2009, 2009.

15.       Caballero, R.J. and A. Krishnamurthy, Bubbles and Capital Flow Volatility: Causes and Risk Management. Journal of Monetary Economics, 2006. 53(1): p. 35-53.

16.       Campbell, J.Y., K.S. De Medeiros, and L.M. Viceira, Global Currency Hedging. The Journal of Finance, 2010. 65(1): p. 87-121.

17.       Carter, D.A., D.A. Rogers, and B.J. Simkins, Does Hedging Affect Firm Value? Evidence from the US Airline Industry. Financial Management, 2006. 35(1): p. 53-86.

18.       Chamberlain, T., et al., Navigating the Jungle of Valuing Complex Capital Structures in Privately Held Companies: An Integrative Simulation Approach. Journal of Business Valuation and Economic Loss Analysis, 2007. 2(2).

19.       Chincarini, L., A Case Study on Risk Management: Lessons from the Collapse of Amaranth Advisors L.L.C. Journal of Applied Finance, 2008. 18(1): p. 152-174.

20.       Culp, C.L. and J.B. Heaton, The Uses and Abuses of Finite Risk Reinsurance. Journal of Applied Corporate Finance, 2005. 17(3): p. 18-31.

21.       Desai, M.A., The Finance Function in a Global Corporation. Harvard Business Review, 2008. 86(7/8): p. 108-112.

22.       Diamond, D.W., Comment on "Bubbles and Capital Flow volatility: Causes and Risk Management". Journal of Monetary Economics, 2006. 53(1): p. 55-57.

23.       Dionne, G. and K. Ouederni, Corporate Risk Management and Dividend Signaling Theory. SSRN eLibrary, 2010.

24.       Djankov, S., et al., Debt Enforcement around the World. Journal of Political Economy, 2008. 116(6): p. 1105-1149.

25.       Doherty, N.A., Risk Management, Risk Capital, and the Cost of Capital. Journal of Applied Corporate Finance, 2005. 17(3): p. 119-123.

26.       Doherty, N.A. and J. Lamm-Tennant, Lessons from the Financial Crisis on Risk and Capital Management: The Case of Insurance Companies. Journal of Applied Corporate Finance, 2009. 21(4): p. 52-59.

27.       Dorfman, M.S. and S.C. Tippins, An Examination of Alternative Approaches to Risk Management and Insurance Research. Risk Management & Insurance Review, 2006. 9(1): p. 63-74.

28.       Dowd, K., Assesing VaR Accuracy. Derivatives Quarterly, 2000: p. 3.

29.       Eisdorfer, A., The Importance of Cash-Flow News for Financially Distressed Firms. Financial Management, 2007. 36(3): p. 33-48.

30.       Emm, E.E., G.D. Gay, and L. Chen-Miao, Choices and Best Practice in Corporate Risk Management Disclosure. Journal of Applied Corporate Finance, 2007. 19(4): p. 82-93.

31.       Estrada, J., The Gain-Loss Spread: A New and Intuitive Measure of Risk. Journal of Applied Corporate Finance, 2009. 21(4): p. 104-114.

32.       Foster, D.P. and S. Hart, An Operational Measure of Riskiness. Journal of Political Economy, 2009. 117(5): p. 785-814.

33.       Fraser, J.R.S. and B.J. Simkins, Ten Common Misconceptions About Enterprise Risk Management. Journal of Applied Corporate Finance, 2007. 19(4): p. 75-81.

34.       Frigo, M.L. and R.J. Anderson, A Strategic Framework for Governance, Risk, and Compliance. Strategic Finance, 2009. 90(8): p. 20-61.

35.       Froot, K.A., D.S. Scharfstein, and J.C. Stein, Risk Management: Coordinating Corporate Investment and Financing Policies. Journal of Finance, 1993. 48(5): p. 1629-1658.

36.       Gamba, A. and A.J. Triantis, Disintegrating Risk Management. SSRN eLibrary, 2009.

37.       Grody, A.D., P.J. Hughes, and S. Toms, Risk Accounting - A Next Generation Risk Management System for Financial Institutions. SSRN eLibrary, 2009.

38.       Hagelin, N. and B. Pramborg, Hedging Foreign Exchange Exposure: Risk Reduction from Transaction and Translation Hedging. Journal of International Financial Management & Accounting, 2004. 15(1): p. 1-20.

39.       Harner, M.M., Ignoring the Writing on the Wall: The Role of Enterprise Risk Management in the Economic Crisis. Journal of Business and Technology Law, Vol. 5, p. 45, 2010, 2009.

40.       Henisz, W.J. and B.A. Zelner, The Hidden Risks in Emerging Markets. Harvard Business Review. 88(4): p. 88-95.

41.       Kawaller, I.G., Hedging Currency Exposures by Multinationals: Things to Consider. Journal of Applied Finance, 2008. 18(1): p. 92-98.

42.       Kim, W. and T. Sung, What Makes Firms Manage FX Risk? Emerging Markets Review, 2005. 6(3): p. 263-288.

43.       Klapper, L.F., L.A. Laeven, and R.G. Rajan, Trade Credit Contracts. SSRN eLibrary, 2010.

44.       Lee, Y.W. and J.D. Stowe, Product Risk, Asymmetric Information, and Trade Credit. Journal of Financial & Quantitative Analysis, 1993. 28(2): p. 285-300.

45.       Love, I., L.A. Preve, and V. Sarria-Allende, Trade Credit and Bank Credit: Evidence from Recent Financial Crises. Journal of Financial Economics, 2007. 83(2): p. 453-469.

46.       Merton, R.C., MIT Roundtable on Corporate Risk Management. Journal of Applied Corporate Finance, 2008. 20(4): p. 20-38.

47.       Molina, C.A. and L.A. Preve, Trade Receivables Policy of Distressed Firms and Its Effect on the Costs of Financial Distress. Financial Management, 2009. 38(3): p. 663-686.

48.       Purnanandam, A., Financial Distress and Corporate Risk Management: Theory and Evidence. Journal of Financial Economics, 2008. 87(3): p. 706-739.

49.       Rao, R.K. and G. Gutierrez, Shareholders' Wealth-Maximizing Operating Decisions and Risk Management Practices in a Mixed Contracts Economy. Production and Operations Management, March 2010.

50.       Rauh, J.D., Risk Shifting versus Risk Management: Investment Policy in Corporate Pension Plans. Review of Financial Studies, 2009. 22(7): p. 2687-2733.

51.       Servaes, H., A. Tamayo, and P. Tufano, The Theory and Practice of Corporate Risk Management. Journal of Applied Corporate Finance, 2009. 21(4): p. 60-78.

52.       Shah, V.R. and P. Srinivasan, Financial Engineering and Innovation as Risk Management Tools: The Case of Indian Companies During Global Financial Crisis. The IUP Journal of Risk & Insurance, Vol. 7, Nos. 1 & 2, pp. 50-66, January & April 2010.

53.       Shojai, S. and G. Feiger, Economists' Hubris - The Case of Risk Management. Journal of Financial Transformation, Vol. 28, pp. 25-35, April 2010, 2010.

54.       Simkins, B., Enterprise Risk Management: Current Initiatives and Issues Journal of Applied Finance Roundtable. Journal of Applied Finance, 2008. 18(1): p. 115-132.

55.       Smith, J.K. and C. Schnucker, An Empirical Examination of Organizational Structure: The Economics of the Factoring Decision. Journal of Corporate Finance, 1994. 1(1): p. 119-138.

56.       Strebel, P. and L. Hongze, RISK MANAGEMENT STARTS AT THE TOP. Business Strategy Review, 2010. 21(1): p. 18-23.

57.       Stulz, R.M., Optimal Hedging Policies. Journal of Financial & Quantitative Analysis, 1984. 19(2): p. 127-140.

58.       Stulz, R.M., Demystifying Financial Derivatives. The Milken Institute Review, 2005: p. 12.

59.       Stulz, R.M., Risk Management Failures: What Are They and When Do They Happen? Journal of Applied Corporate Finance, 2008. 20(4): p. 39-48.

60.       Vickery, J., How and Why Do Small Firms Manage Interest Rate Risk? Journal of Financial Economics, 2008. 87(2): p. 446-470.

61.       Vivel Búa, M., L. Otero González, and S. Fernandez Lopez, Corporate Hedging Theories and Foreign Currency Debt: A Review of the Evidence. SSRN eLibrary, 2009.

Artículos en Revistas Especializadas

» Volver

1.         SPOTLIGHT ON RISK, in Harvard Business Review. 2009, Harvard Business School Publication Corp. p. 67-67.

2.         Ballou, B. and D.L. Heitger, Integrating governance risk and reporting to create long-term value, in Strategic Finance. 2008, Institute of Management Accountants. p. 36-41.

3.         Beasley, M.S. and M.L. Frigo, STRATEGIC RISK MANAGEMENT: CREATING AND PROTECTING VALUE. (cover story), in Strategic Finance. 2007, Institute of Management Accountants. p. 25-53.

4.         Bremmer, I., Gestionar el riesgo en un mundo inestable, in Harvard Business Review. 2005. p. 102 - 108.

5.         Buehler, K., A. Freeman, and R. Hulme, The New Arsenal of Risk Management, in Harvard Business Review. 2008, Harvard Business School Publication Corp. p. 92-100.

6.         Buehler, K., A. Freeman, and R. Hulme, Owning the Right Risks, in Harvard Business Review. 2008, Harvard Business School Publication Corp. p. 102-110.

7.         Culp, C.L., Playing the Odds, in McKinsey & Company. 2004. p. 31 - 33.

8.         Eisenmann, C., When Hackers Turn to Blackmail, in Harvard Business Review. 2009, Harvard Business School Publication Corp. p. 39-48.

9.         Frigo, M.L. and R.J. Anderson, Is it time to consider a Risk Committee?, in Strategic Finance. 2009. p. 42 - 46.

10.       Froot, K.A., D.S. Scharfstein, and J.C. Stein, A Framework for Risk Management, in Harvard Business Review. 1994, Harvard Business School Publication Corp. p. 91-102.

11.       Goedhart, M.H. and P. Haden, Emerging markets aren't as risky as you think, in McKinsey Quarterly. 2003, McKinsey & Company, Inc. p. 66-73.

12.       Ignatius, A., The Trouble with Risk, in Harvard Business Review. 2009, Harvard Business School Publication Corp. p. 16-16.

13.       Kaplan, R.S., et al., MANAGING RISK IN THE NEW WORLD, in Harvard Business Review. 2009, Harvard Business School Publication Corp. p. 68-75.

14.       Lester, A., The 10 Trends You Have to Watch, in Harvard Business Review. 2009, Harvard Business School Publication Corp. p. 132-133.

15.       Likierman, A., The Five Traps of Performance Measurement, in Harvard Business Review. 2009, SchmalenseeHarvard Business School Publication Corp. p. 96-101.

16.       Parise, S., R. Cross, and T.H. Davenport, Strategies for Preventing a Knowledge-Loss Crisis, in MIT Sloan Management Review. 2006. p. 31-38.

17.       Preve, L., La Gestión Estratégica del Riesgo Corporativo: Part I in Revista Antiguos Alumnos 2008. p. 56 - 59.

18.       Preve, L., La Gestión Estratégica del Riesgo Corporativo: Part II, in Revista Antiguos Alumnos. 2008. p. 82 - 85.

19.       Preve, L., La Gestión de Riesgo y la Crisis Financiera Internacional, in Revista de Antiguos Alumnos IAE. 2009. p. 56 - 58.

20.       Slywotsky, A.J. and J. Drzik, Contrarrestar el mayor de todos los riesgos, in Harvard Business Review. 2005. p. 58 - 69.

21.       Sobel, P.J. and K.F. Reding, Aligning Corporate Governance with Enterprise Risk Management, in Management Accounting Quarterly. 2004, Institute of Management Accountants. p. 29-37.

22.       Stickgold, R., The Simplest Way to Reboot Your Brain, in Harvard Business Review. 2009, Harvard Business School Publication Corp. p. 36-36.

23.       Strack, R., J. Baier, and A. Fahlander, Cómo gestionar el riesgo demográfico, in Harvard Business Review. 2008. p. 1 - 11.

24.       Stulz, R.M., 6 Ways Companies Mismanage Risk, in Harvard Business Review. 2009, Harvard Business School Publication Corp. p. 86-94.

25.       Taleb, N.N., D.G. Goldstein, and M.W. Spitznagel, THE SIX MISTAKES EXECUTIVES MAKE IN RISK MANAGEMENT, in Harvard Business Review. 2009, Harvard Business School Publication Corp. p. 78-81.

26.       von Krogh, G. and S. Raisch, Focus Intensely on a Few Great Innovation Ideas, in Harvard Business Review. 2009, Harvard Business School Publication Corp. p. 32-32.

27.       Weinberger, D.B., et al., Using Derivatives: What Senior Managers Must Know, in Harvard Business Review. 1995, Harvard Business School Publication Corp. p. 33-41.

28.       Fabbri, D. and L. Klapper, Market power and the matching of trade credit terms. 2008, The World Bank, Policy Research Working Paper Series: 4754.

29.       Brooks, R.E., A Life Cycle View of Enterprise Risk Management: The Case of Southwest Airlines Jet Fuel Hedging, in SSRN eLibrary. 2010.