Risk-Based Investment Management in Practice

Name: Risk-Based Investment Management in Practice
Author: Frances Cowell

Specificaties

Gebonden, blz. | Engels

Palgrave Macmillan UK | e druk, 2013

ISBN13: 9781137346391

Rubricering

Juridisch :

Palgrave Macmillan UK e druk, 2013 9781137346391

Onderdeel van serie Global Financial Markets

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Samenvatting

A practitioner's account of how investment risk affects the decisions of professional investment managers. Jargon-free, with a broad coverage of investment types and asset classes, the non-investment professional will find this book readable and accessible.

Specificaties

ISBN13:9781137346391

Taal:Engels

Bindwijze:gebonden

Uitgever:Palgrave Macmillan UK

Hoofdrubriek:Financieel management

Serie:Global Financial Markets

Inhoudsopgave

PART I: INTRODUCTION 1. Introduction 2. Risk-Based Portfolio Selection - An Overview 3. Investment Management Theory PART II: RISK MANAGEMENT 4. Risk Management 5. Risk Modelling 6. Risk Measurement 7. Derivatives Risk Management PART III: RISK-BASED PORTFOLIO SELECTION 8. Asset Allocation 9. Indexed Equities Portfolios 10. Equities Portfolios 11. Optimization for Equity Stock Selection 12. Fixed Interest Portfolios 13. Credit Portfolios 14. Property Portfolios 15. Structured Products 16. Hedge Funds and Funds of Hedge Funds PART IV: PERIPHERALS 17. Implementation 18. Performance Measurement and Attribution 19. Trends in Investment Management Appendix 1. Pricing Interest Rate Securities Appendix 2. Forward Contracts Appendix 3. Futures Contracts Appendix 4. Swaps Appendix 5. Options Appendix 6. Convertible Notes