Risk-Based Investment Management in Practice [electronic resource] /
Cowell, Frances.author.
A practitioner's account of how investment risk affects the decisions of professional investment managers. Jargon-free, with a broad coverage of investment types and asset classes, the non-investment professional will find this book readable and accessible.
Description based upon print version of record.
Cover; Half-Title; Title; Copyright; Contents; List of Tables, Figures and Examples; Preface; Acknowledgements; Part 1 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 Products16 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; Bibliography; Glossary; Index
Includes bibliographical references and index.
A practitioner's account of how investment risk affects the decisions of professional investment managers. Jargon-free, with a broad coverage of investment types and asset classes, the non-investment professional will find this book readable and accessible.
Business enterprises-Finance.
Risk management.
Insurance.
Investment banking.
Securities.
Personal finance.
Pension plans.
Finance.
Business Finance.
Risk Management.
Insurance.
Investments and Securities.
Personal Finance/Wealth Management/Pension Planning.
Popular Science in Finance.