Umfang:
1 Online-Ressource (xii, 475 Seiten)
Ausgabe:
2nd edition
ISBN:
9781137346407
,
113734640X
Serie:
Global financial markets
Anmerkung:
Surely managing investments is a matter of taking calculated risks to give the best chance of a decent return? But how does it work in practice? Written by a practitioner with 30 years in investment management, both as portfolio manager and as Chief Risk Officer, Risk-Based Investment Management in Practice provides a comprehensive, jargon-free account of modern investment management, with a focus on how investment risk affects the decisions of professional investment managers. The book begins with the fundamentals of fund structures, investment objectives and strategy, and then moves on to disentangle portfolio selection practices and how effective risk management adds value, sorting out: - how investment risk is different from risk in banks - how investment risk models work - and sometimes don't work - what risk reports actually tell you - and what they do not - what value derivatives can add to performance and how and why they can unravel - how to differentiate genuine skill, from outcomes that are just lucky. Written in a practical and accessible way, the book addresses the key challenges of modern risk based investment management, and will appeal to investors of all levels as a guide and reference to this important area
,
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
,
Includes bibliographical references and index
Weitere Ausg.:
Erscheint auch als Druck-Ausgabe ISBN 978-1-137-34639-1
Weitere Ausg.:
Erscheint auch als Druck-Ausgabe ISBN 978-1-349-46692-4
Sprache:
Englisch
Fachgebiete:
Wirtschaftswissenschaften
Schlagwort(e):
Investition
;
Kapitalanlage
;
Portfolio Selection
;
Risikomanagement
DOI:
10.1057/9781137346407
URL:
Volltext
(URL des Erstveröffentlichers)
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