Risk-based investment management in practice:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
New York
Palgrave Macmillan
[2013]
|
| Ausgabe: | 2nd edition |
| Schriftenreihe: | Global financial markets
|
| Schlagworte: | |
| Online-Zugang: | DE-12 DE-526 DE-521 DE-1043 DE-M347 DE-92 DE-898 DE-1049 DE-523 DE-Re13 DE-91 DE-473 DE-19 DE-355 DE-703 DE-20 DE-706 DE-824 DE-29 DE-739 URL des Erstveröffentlichers |
| Beschreibung: | 1 Online-Ressource (xii, 475 Seiten) |
| ISBN: | 9781137346407 113734640X |
| DOI: | 10.1057/9781137346407 |
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Datensatz im Suchindex
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| contents | 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 |
| ctrlnum | (OCoLC)863987761 (DE-599)BVBBV042744203 |
| dewey-full | 332.64/5 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.64/5 |
| dewey-search | 332.64/5 |
| dewey-sort | 3332.64 15 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| doi_str_mv | 10.1057/9781137346407 |
| edition | 2nd edition |
| format | Electronic eBook |
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| id | DE-604.BV042744203 |
| illustrated | Not Illustrated |
| indexdate | 2024-08-01T00:36:24Z |
| institution | BVB |
| isbn | 9781137346407 113734640X |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-028175071 |
| oclc_num | 863987761 |
| open_access_boolean | |
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| physical | 1 Online-Ressource (xii, 475 Seiten) |
| psigel | ZDB-4-NLEBK ZDB-1-PEO TUM_PDA_EBSCOBAE_gekauft |
| publishDate | 2013 |
| publishDateSearch | 2013 |
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| publisher | Palgrave Macmillan |
| record_format | marc |
| series2 | Global financial markets |
| spelling | Cowell, Frances Verfasser (DE-588)1044333340 aut Risk-based investment management in practice Frances Cowell 2nd edition New York Palgrave Macmillan [2013] © 2013 1 Online-Ressource (xii, 475 Seiten) txt rdacontent c rdamedia cr rdacarrier Global financial markets 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 BUSINESS & ECONOMICS / Finance bisacsh Investments fast Portfolio management fast Risk fast Risk management fast Wirtschaft Portfolio management Investments Risk Risk management Portfolio Selection (DE-588)4046834-3 gnd rswk-swf Kapitalanlage (DE-588)4073213-7 gnd rswk-swf Risikomanagement (DE-588)4121590-4 gnd rswk-swf Investition (DE-588)4027556-5 gnd rswk-swf Investition (DE-588)4027556-5 s Kapitalanlage (DE-588)4073213-7 s Portfolio Selection (DE-588)4046834-3 s Risikomanagement (DE-588)4121590-4 s 1\p DE-604 Erscheint auch als Druck-Ausgabe 978-1-137-34639-1 Erscheint auch als Druck-Ausgabe 978-1-349-46692-4 https://doi.org/10.1057/9781137346407 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Cowell, Frances Risk-based investment management in practice 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 BUSINESS & ECONOMICS / Finance bisacsh Investments fast Portfolio management fast Risk fast Risk management fast Wirtschaft Portfolio management Investments Risk Risk management Portfolio Selection (DE-588)4046834-3 gnd Kapitalanlage (DE-588)4073213-7 gnd Risikomanagement (DE-588)4121590-4 gnd Investition (DE-588)4027556-5 gnd |
| subject_GND | (DE-588)4046834-3 (DE-588)4073213-7 (DE-588)4121590-4 (DE-588)4027556-5 |
| title | Risk-based investment management in practice |
| title_auth | Risk-based investment management in practice |
| title_exact_search | Risk-based investment management in practice |
| title_full | Risk-based investment management in practice Frances Cowell |
| title_fullStr | Risk-based investment management in practice Frances Cowell |
| title_full_unstemmed | Risk-based investment management in practice Frances Cowell |
| title_short | Risk-based investment management in practice |
| title_sort | risk based investment management in practice |
| topic | BUSINESS & ECONOMICS / Finance bisacsh Investments fast Portfolio management fast Risk fast Risk management fast Wirtschaft Portfolio management Investments Risk Risk management Portfolio Selection (DE-588)4046834-3 gnd Kapitalanlage (DE-588)4073213-7 gnd Risikomanagement (DE-588)4121590-4 gnd Investition (DE-588)4027556-5 gnd |
| topic_facet | BUSINESS & ECONOMICS / Finance Investments Portfolio management Risk Risk management Wirtschaft Portfolio Selection Kapitalanlage Risikomanagement Investition |
| url | https://doi.org/10.1057/9781137346407 |
| work_keys_str_mv | AT cowellfrances riskbasedinvestmentmanagementinpractice |