Market risk management for hedge funds: foundations of the style and implicit value-at-risk
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Chichester, England
Wiley
©2008
|
| Series: | Wiley finance
|
| Subjects: | |
| Online Access: | FRO01 UBG01 Volltext |
| Item Description: | Includes bibliographical references (pages 233-238) and index This book provides a cutting edge introduction to market risk management for Hedge Funds, Hedge Funds of Funds, and the numerous new indices and clones launching coming to market on a near daily basis. It will present the fundamentals of quantitative risk measures by analysing the range of Value-at-Risk (VaR) models used today, addressing the robustness of each model, and looking at new risk measures available to more effectively manage risk in a hedge fund portfolio. The book begins by analysing the current state of the hedge fund industry - at the ongoing institutionalisation of the market |
| Physical Description: | 1 Online-Ressource (xvi, 250 pages) |
| ISBN: | 9781119206248 1119206243 9780470740798 0470740795 9780470722992 0470722991 |
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MARC
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Record in the Search Index
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| any_adam_object | |
| author | Duc, François |
| author_facet | Duc, François |
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| dewey-full | 332.64/524 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.64/524 |
| dewey-search | 332.64/524 |
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| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | DE-604.BV043391395 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:24:41Z |
| institution | BVB |
| isbn | 9781119206248 1119206243 9780470740798 0470740795 9780470722992 0470722991 |
| language | English |
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| owner_facet | DE-861 |
| physical | 1 Online-Ressource (xvi, 250 pages) |
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| publishDate | 2008 |
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| publisher | Wiley |
| record_format | marc |
| series2 | Wiley finance |
| spelling | Duc, François Verfasser aut Market risk management for hedge funds foundations of the style and implicit value-at-risk François Duc and Yann Schorderet Chichester, England Wiley ©2008 1 Online-Ressource (xvi, 250 pages) txt rdacontent c rdamedia cr rdacarrier Wiley finance Includes bibliographical references (pages 233-238) and index This book provides a cutting edge introduction to market risk management for Hedge Funds, Hedge Funds of Funds, and the numerous new indices and clones launching coming to market on a near daily basis. It will present the fundamentals of quantitative risk measures by analysing the range of Value-at-Risk (VaR) models used today, addressing the robustness of each model, and looking at new risk measures available to more effectively manage risk in a hedge fund portfolio. The book begins by analysing the current state of the hedge fund industry - at the ongoing institutionalisation of the market Business Hedge funds Risk management Hedge funds / Evaluation Investment analysis / Mathematical models BUSINESS & ECONOMICS / Investments & Securities / Futures bisacsh Hedge Fund swd Risikomanagement swd Mathematisches Modell Wirtschaft Risikomanagement (DE-588)4121590-4 gnd rswk-swf Hedge Fund (DE-588)4444016-9 gnd rswk-swf Hedge Fund (DE-588)4444016-9 s Risikomanagement (DE-588)4121590-4 s 1\p DE-604 Schorderet, Yann Sonstige oth https://onlinelibrary.wiley.com/doi/book/10.1002/9781119206248 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Duc, François Market risk management for hedge funds foundations of the style and implicit value-at-risk Business Hedge funds Risk management Hedge funds / Evaluation Investment analysis / Mathematical models BUSINESS & ECONOMICS / Investments & Securities / Futures bisacsh Hedge Fund swd Risikomanagement swd Mathematisches Modell Wirtschaft Risikomanagement (DE-588)4121590-4 gnd Hedge Fund (DE-588)4444016-9 gnd |
| subject_GND | (DE-588)4121590-4 (DE-588)4444016-9 |
| title | Market risk management for hedge funds foundations of the style and implicit value-at-risk |
| title_auth | Market risk management for hedge funds foundations of the style and implicit value-at-risk |
| title_exact_search | Market risk management for hedge funds foundations of the style and implicit value-at-risk |
| title_full | Market risk management for hedge funds foundations of the style and implicit value-at-risk François Duc and Yann Schorderet |
| title_fullStr | Market risk management for hedge funds foundations of the style and implicit value-at-risk François Duc and Yann Schorderet |
| title_full_unstemmed | Market risk management for hedge funds foundations of the style and implicit value-at-risk François Duc and Yann Schorderet |
| title_short | Market risk management for hedge funds |
| title_sort | market risk management for hedge funds foundations of the style and implicit value at risk |
| title_sub | foundations of the style and implicit value-at-risk |
| topic | Business Hedge funds Risk management Hedge funds / Evaluation Investment analysis / Mathematical models BUSINESS & ECONOMICS / Investments & Securities / Futures bisacsh Hedge Fund swd Risikomanagement swd Mathematisches Modell Wirtschaft Risikomanagement (DE-588)4121590-4 gnd Hedge Fund (DE-588)4444016-9 gnd |
| topic_facet | Business Hedge funds Risk management Hedge funds / Evaluation Investment analysis / Mathematical models BUSINESS & ECONOMICS / Investments & Securities / Futures Hedge Fund Risikomanagement Mathematisches Modell Wirtschaft |
| url | https://onlinelibrary.wiley.com/doi/book/10.1002/9781119206248 |
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