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The fourth edition of the Financial Risk Manager (FRM) Handboook
is in print (June 2007).
Published by Wiley, the Handbook is the standard manual for GARP.
For more details, see
books.
The third edition of the Value at Risk book is in print.
Published by McGrawHill in 2006,
this is the best-selling book on risk management.
It has een called "an industry standard for VAR."
For more details, see
VAR book.
Presentations
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Dec 2007, ICBI Risk Management Conference, Geneva
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Sep 2007, Inquire Conference, Cambridge, UK
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Aug 2007, Risk Management Conference (keynote speaker), Quebec
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May 2007, Risk Management Conference, UCSD
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Dec 2006, ICBI Risk Management Conference, Geneva
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Oct 2006, DEAM Global Quantitative Strategies Conference, Amsterdam
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Nov 2005, BIS Conference on Accounting, Risk Management, and Prudential
Regulation, Basel
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Aug 2005, BM&F International Derivatives Conference, Sao Paulo
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May 2005, IDC-Caesarea Center Conference, Tel Aviv
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Dec 2004, Financial Research Association Conference, Las Vegas
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Oct 2004, NBER Conference on the Risks of Financial Institutions, Woodstock
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Jul 2004, GARP Seminars, Seoul and Taipei
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Jun 2004, AIMR Risk Management Conference, Toronto
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Jun 2004, Bourse de Montreal Causerie, Montreal
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Jun 2004, CountryWide Financial Risk Symposium (keynote speaker), Santa Monica
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May 2004, World Bank Risk Management Seminar, Washington
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Jan 2004, Corporate Governance Program, Irvine
Academic Research
Click
here for
complete list of research papers.
Philippe Jorion receives a Graham and Dodd Scroll Award,
which is given to the best papers in the Financial Analysts Journal.
The paper,
Portfolio
Optimization with Tracking-Error Constraints
was judged among the best of hundreds of journal submissions during
2003.
Philippe Jorion's paper,
"Risk Management Lessons from Long-Term Capital Management,"
won the Best Paper Award
in European Financial Management.
Philippe Jorion's paper,
"Global Stock Markets in the Twentieth Century" was a
Smith Breeden Prize winner for 1999.
The Smith Breeden Prizes are awarded annually for the top three papers
in the Journal of Finance, which is
widely considered to be the best journal in the field.
Philippe Jorion's paper,
"Re-emerging Markets"
was a William F. Sharpe Award for Scholarship in
Financial Research winner for 1999. The papers are selected by readers of
the Journal of Financial and Quantitative Analysis as those that have "most
contributed to our understanding of important areas of financial economics."
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