Göteborgs universitet
Litteraturlista

Risk management

Enterprise Risk Management

Kurs
GM1405
Avancerad nivå
7,5 högskolepoäng (hp)

Om litteraturlistan

Giltig fr.o.m
Vårtermin 2025 (2025-01-20)
Beslutsdatum
2024-12-16

Reading list for GM1405, to be valid from spring semester of 2025

Book

  • Hull, J. 2018. Risk management and financial institutions. Wiley, 5th Ed., ISBN 9781119448099. Also available online.

  • Bruner, R. F., & Perella, J. R. (2004). Applied mergers and acquisitions. John Wiley & Sons.


Articles and Book Chapters


  • Tirole, J. 2006. The theory of corporate finance. Chapters 3 and 6. Princeton University Press. ISBN 9780691125562. Also available online.
  • Akerlof, G. A. 1970. The market for ‘lemons’: Quality uncertainty and the market mechanism. Quarterly Journal of Economics, 84 (3), 488-500.
  • Beasley, M. S., and D. S. Showalter. 2015. ERM and sustainability: Together on the road ahead. Strategic Finance, 96 (9), 32-39.
  • COSO. 2017. Enterprise risk management - Integrating with strategy and performance. Available at: https://www.coso.org/Documents/2017-COSO-ERM-Integrating-with-Strategy-and-Performance-Executive-Summary.pdf
  • Culp, C. L. 2002. The revolution in corporate risk management: A decade of innovations in process and products. Journal of Applied Corporate Finance, 14 (4), 8-26.
  • Culp, C. L., M. H., Miller, and A. M. Neves. 1998. Value at risk: Uses and abuses. *Journal of Applied Corporate Finance*, 10 (4), 26-38.
  • Hull, J. 2012. Options, futures, and other derivatives. Chapters 21 and 22. Pearson 8th Ed. ISBN 9780132164948. Also available online.
  • Ivaldi, M., B. Jullien, P. Rey, P. Seabright., and J. Tirole. 2003. The economics of tacit collusion. Final Report for DG Competition, European Commission.
  • Shavell, S. 1979. On moral hazard and insurance, Quartely Journal of Economics, 93 (4), 541‑562.
  • Stulz, R. 1996. Rethinking risk management. Journal of Applied Corporate Finance, 9 (3), 8-24.


Optional


  • Christoffersen, P. 2011. Elements of financial risk management. Academic Press.
  • Fraser, J. and B. J. Simkins. 2010. Enterprise risk management: Today’s leading research and best practices of tomorrow’s executives. Hoboken, NJ: Wiley and Sons. ISBN: 978-0-470-49908-5. Also available online.