Risk-Based Investment Management in Practice

✍ Scribed by Frances Cowell (auth.)

• Publisher: Palgrave Macmillan UK
• Year: 2013
• Tongue: English
• Leaves: 483
• Series: Global Financial Markets Series
• Category: Library

✦ Table of Contents

Front Matter....Pages i-xii
Front Matter....Pages 1-1
Introduction....Pages 3-23
Risk-Based Portfolio Selection – An Overview....Pages 24-31
Investment Management Theory....Pages 32-44
Front Matter....Pages 45-45
Risk Management....Pages 47-64
Risk Modelling....Pages 65-84
Risk Measurement....Pages 85-112
Derivatives Risk Management....Pages 113-124
Front Matter....Pages 125-125
Asset Allocation....Pages 127-158
Indexed Equities Portfolios....Pages 159-184
Equities Portfolios....Pages 185-219
Optimization for Equity Stock Selection....Pages 220-238
Fixed Interest Portfolios....Pages 239-260
Credit Portfolios....Pages 261-279
Property Portfolios....Pages 280-293
Structured Products....Pages 294-312
Hedge Funds and Funds of Hedge Funds....Pages 313-332
Front Matter....Pages 333-333
Implementation....Pages 335-347
Performance Measurement and Attribution....Pages 348-365
Trends in Investment Management....Pages 366-373
Back Matter....Pages 374-475

✦ Subjects

Business Finance; Risk Management; Insurance; Investments and Securities; Wealth Management/Pension Planning; Popular Science in Economics / Management