Derivative Strategies for Managing Portfolio Risk

✍ Scribed by Keith C. Brown, Don M. Chance, Roger G. Clarke, Murali Ramaswami, Matthew R. Smith, Eric S. Reiner, Ira G. Kawaller, Robert W. Kopprasch; David F. DeRosa; Gary L. Gastineau; Joanne M. Hill, Henry M. McMillan, Nederlof Maarten L, Donald L. Luskin; Lloyd McAdams

Publisher: AIMR (CFA Institute)
Year: 1993
Tongue: English
Leaves: 133
Category: Library

⬇ Acquire This Volume

No coin nor oath required. For personal study only.

✦ Synopsis

This proceedings probes the opportunities for using domestic and international equity, fixed-income instruments, and currency derivatives--including options, futures, forwards, and swaps--in the portfolio management process. Proceedings of the AIMR seminar held April 13-14, 1993 in Marina Del Rey, California.

✦ Table of Contents

cp.v1993.n8.0.lowlink.pdf_v03......Page 1
cp.v1993.n8.1.lowlink.pdf_v03......Page 2
cp.v1993.n8.2.lowlink.pdf_v03......Page 11
cp.v1993.n8.3.lowlink.pdf_v03......Page 15
cp.v1993.n8.4.lowlink.pdf_v03......Page 21
cp.v1993.n8.5.lowlink.pdf_v03......Page 28
cp.v1993.n8.6.lowlink.pdf_v03......Page 36
cp.v1993.n8.7.lowlink.pdf_v03......Page 46
cp.v1993.n8.8.lowlink.pdf_v03......Page 55
cp.v1993.n8.9.lowlink.pdf_v03......Page 65
cp.v1993.n8.10.lowlink.pdf_v03......Page 77
cp.v1993.n8.11.lowlink.pdf_v03......Page 81
cp.v1993.n8.12.lowlink.pdf_v03......Page 95
cp.v1993.n8.13.lowlink.pdf_v03......Page 101
cp.v1993.n8.14.lowlink.pdf_v03......Page 109
cp.v1993.n8.15.lowlink.pdf_v03......Page 116
cp.v1993.n8.16.lowlink.pdf_v03......Page 123
cp.v1993.n8.17.lowlink.pdf_v03......Page 128

📜 SIMILAR VOLUMES

Portfolio Management: Delivering on Stra

📁 Portfolio Management: Delivering on Strategy

✍ Carl Marnewick, John Wyzalek 📂 Library 📅 2023 🏛 CRC Press/Auerbach 🌐 English

Portfolio management is becoming the ‘must have’ for organizations to prosper and survive in this decade and beyond. No longer can the organizational focus be one of following best and repeatable practices as resource limitations mean only those programs, projects, and operational work that

Strategic Risk Management: Designing Por

📁 Strategic Risk Management: Designing Portfolios and Managing Risk

✍ Sandy Rattray; Otto Van Hemert; Campbell R. Harvey 📂 Library 📅 2021 🏛 Wiley 🌐 English

STRATEGIC RISK MANAGEMENT Having just experienced a global pandemic that sent equity markets into a tailspin in March 2020, risk management is a more relevant topic than ever. It remains, however, an often poorly understood afterthought. Many portfolios are designed without any thought given

Perturbation Methods in Credit Derivativ

📁 Perturbation Methods in Credit Derivatives: Strategies for Efficient Risk Management

✍ Colin Turfus 📂 Library 📅 2020 🏛 Wiley 🌐 English

Stress-test financial models and price credit instruments with confidence and efficiency using the perturbation approach taught in this expert volume Perturbation Methods in Credit Derivatives: Strategies for Efficient Risk Management offers an incisive examination of a new

Strategic Risk Management: Designing Por

📁 Strategic Risk Management: Designing Portfolios and Managing Risk (Wiley Finance)

✍ Campbell R. Harvey, Sandy Rattray, Otto Van Hemert 📂 Library 📅 2021 🏛 Wiley 🌐 English

STRATEGIC RISK MANAGEMENT Having just experienced a global pandemic that sent equity markets into a tailspin in March 2020, risk management is a more relevant topic than ever. It remains, however, an often poorly understood afterthought. Many portfolios are designed without any thought giv

Strategic risk management : a practical

📁 Strategic risk management : a practical guide to portfolio risk management

✍ David Iverson 📂 Library 📅 2013 🏛 Wiley 🌐 English

A comprehensive guide to the key investment decisions all investors must make and how to manage the risk that entails Since all investors seek maximize returns balanced against acceptable risks, successful investment management is all about successful risk management. Strategic Risk Management uses

Global Derivatives: a Strategic Risk Man

📁 Global Derivatives: a Strategic Risk Management Perspective

✍ Andersen, Torben Juul 📂 Library 📅 2006 🏛 Prentice Hall; Andersen, Torben., Pearson Educatio 🌐 English

This is a comprehensive overview of different types of derivatives including exchange traded contracts and over-the-counter instruments as well as real options embedded in corporate resources and asset structures.