Strategic Risk Management Designing Portofolios and Managing Risk
Campbell R. Harvey, Sandy Rattray, Otto Van Hamert

Informasi Umum

Kode

21.21.2402

Klasifikasi

332.6 - Investment, Domestic investment, Individual investment, Private investment, Investment prospectuses, Portfolio Analysis and management

Jenis

Buku - Elektronik (E-Book)

Subjek

Portfolio Management, Risk Management,

No. Rak

Tel-U Bandung - Gedung Manterawu Lantai 5 : Rak 8a
Tel-U Purwokerto : Rak 4

Dilihat

161 kali

Informasi Lainnya

Abstraksi

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 to risk management before they are handed off to a dedicated—but separate—risk management team.

In Strategic Risk Management: Designing Portfolios and Managing Risk, Campbell R. Harvey, Sandy Rattray, and Otto Van Hemert deliver a reimagining of the risk management process. The book envisions a marriage between the investment and risk processes, an approach that has proven successful at the world’s largest publicly listed hedge fund, Man Group.

The authors provide readers with a new framework for portfolio design that includes defensive strategies, drawdown risk controls, volatility targeting, and actively timing rebalancing trades. You will learn about how the book’s new approach to risk management fared during the recent market drawdown at the height of the COVID-19 pandemic. You will also discover why the traditional risk weighting approach only works on certain classes of assets.

The book shows you how to accurately evaluate the costs of defensive strategies and which ones offer the best and most cost-effective protection against market downturns. Finally, you will learn how to obtain a more balanced return stream by targeting volatility rather than a constant notional exposure and gain a deeper understanding of concepts like portfolio rebalancing.

Perfect for people working in the asset management industry and financial policy makers, Strategic Risk Management: Designing Portfolios and Managing Risk will also earn a place in the libraries of economics and finance scholars, as well as casual readers who take an active approach to investing in their savings or pension assets.

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Koleksi & Sirkulasi

Tersedia 1 dari total 1 Koleksi

Pengarang

Nama	Campbell R. Harvey, Sandy Rattray, Otto Van Hamert
Jenis	Perorangan
Penyunting
Penerjemah

Penerbit

Nama	Wiley
Kota	New York
Tahun	2021

Sirkulasi

Harga sewa	IDR 0,00
Denda harian	IDR 0,00
Jenis	Non-Sirkulasi

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