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OverviewA 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. Full Product DetailsAuthor: Frances CowellPublisher: Palgrave Macmillan Imprint: Palgrave Macmillan Edition: 2nd Revised edition Dimensions: Width: 15.50cm , Height: 3.30cm , Length: 23.50cm Weight: 0.889kg ISBN: 9781137346391ISBN 10: 1137346396 Pages: 475 Publication Date: 31 October 2013 Audience: Professional and scholarly , Professional & Vocational Format: Hardback Publisher's Status: Active Availability: In Print  This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us. Table of ContentsPART 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 NotesReviewsAuthor InformationFRANCES COWELL is Director of Risk Consulting for R-Squared Risk Management, where she advises on the practical application and interpretation of portfolio risk profiles and risk management in extreme and stressed market conditions. She has worked in the investment industry for over 30 years, initially as research analyst and investment manager for public and private pension funds. She managed domestic and international equities portfolios and multi-asset class portfolios, oversaw the management of protected and guaranteed minimum return funds and managed relative value portfolios that exploited mispricing in derivatives markets. During this time she worked with leading practitioners and academics to apply established investment theory and defensive use of derivatives to practical challenges in order to deliver defined outcomes for pension and retail funds across asset classes. She was an early adherent of investment management from a risk perspective, which served her well throughout the market bubbles and shocks of the late 1980s, 1990s and of course 2007-08. For the past 15 years, she has specialized in investment risk management for multi-asset class portfolios, specialist portfolios and for in-house managed hedge funds. As Chief Risk Officer for two London investment management firms, she managed a team of professional risk managers and attended to the regulatory and governance demands of multiple investment funds. She studied at the University of New South Walesand the Australian Graduate School of Management, earning a Bachelor of Arts and an MBA. She is an occasional contributor to industry publications on the subject of risk management for derivatives and hedge funds and is a founding director of the London Quant Group. Tab Content 6Author Website:Countries AvailableAll regions |
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