Derivatives in portfolio management
Subtitle: proceedings of the AIMR seminar "Using Derivatives in Managing Portfolios", November 13-14, 1997, Chicago, Illinois
By: Don M. Chance ... [et al.].
Contributors: Chance, Don M.; Association for Investment Management and Research.
Series: ICFA continuing education ;; 1998, no. 3
Publisher: Association for Investment Management and Research
Published: 1998
Place of publication: Charlottesville, Va
Language: eng
Number of pages: 86
Subjects: Derivative securities -- Congresses.; Portfolio management -- Congresses.
Table of contents: title: Overview; title: Derivatives in equity portfolios / Joanne M. Hill; title: Derivatives in fixed-income portfolios / Don M. Chance; title: Derivatives for international investing / Thomas S.Y. Ho; title: Picturing volatility and correlation / John Zerolis; title: Applying value-at-risk measures to derivatives / David C. Shimko; title: Addressing derivatives risk / Maarten Nederlof.