Below are links to my survey chapters (listed chronologically) on various topics in risk management. My research papers are available from my author page at ssrn.com.
Christoffersen and Pan, (2014), Equity Portfolio Management Using Option Price Information, Canadian Investment Review, Forthcoming.
Christoffersen, Jacobs, and Ornthanalai (2013), GARCH Option Valuation: Theory and Evidence, Journal of Derivatives, 21, 8-41.
Christoffersen, Chang, and Jacobs (2013), Forecasting with Option Implied Information, Handbook of Economic Forecasting, Volume 2, Elliott and Timmermann (Eds).
Andersen, Bollerslev, Christoffersen, and Diebold (2012), Financial Risk Measurement for Financial Risk Management, Forthcoming in the Handbook of the Economics of Finance, Constantinides, Harris and Stulz (Eds).
Christoffersen (2010), Backtesting, Encyclopedia of Quantitative Finance, Cont (Ed.)
Christoffersen (2009), Value-at-Risk Models, Handbook of Financial Time Series, Andersen, Davis, Kreiss, and Mikosch (Eds).
Andersen, Bollerslev, Christoffersen, and Diebold (2006), Volatility Forecasting, Handbook of Economic Forecasting, Volume 1, Elliott, Granger and Timmermann (Eds).
Andersen, Bollerslev, Christoffersen, and Diebold (2005), Practical Volatility and Correlation Modeling for Financial Market Risk Management, NBER Volume on Risks of Financial Institutions, Carey and Stulz (Eds.)
Christoffersen, Diebold, and Schuermann (1998), Horizon Problems and Extreme Events in Financial Risk Management, Economic Policy Review, Federal Reserve Bank of New York, October, 109-118. Reprinted in The Handbook of Risk, published by Wiley.