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Risk-based investment management in practice /

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Risk-based investment management in practice /Frances Cowell.
作者:	Cowell, Frances,
面頁冊數:	1 online resource.
標題:	Investments.
電子資源:	https://link.springer.com/book/10.1057/9781137346407
ISBN:	113734640X (electronic bk.)

Risk-based investment management in practice /
Cowell, Frances,

Risk-based investment management in practice /Frances Cowell. - Second edition. - 1 online resource.

Includes bibliographical references and index.

PART 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 Notes.

Surely managing investments is a matter of taking calculated risks to give the best chance of a decent return? But how does it work in practice? Written by a practitioner with 30 years in investment management, both as portfolio manager and as Chief Risk Officer, Risk-Based Investment Management in Practice provides a comprehensive, jargon-free account of modern investment management, with a focus on how investment risk affects the decisions of professional investment managers. The book begins with the fundamentals of fund structures, investment objectives and strategy, and then moves on to disentangle portfolio selection practices and how effective risk management adds value, sorting out: - how investment risk is different from risk in banks - how investment risk models work - and sometimes don't work - what risk reports actually tell you - and what they do not - what value derivatives can add to performance and how and why they can unravel - how to differentiate genuine skill, from outcomes that are just lucky. Written in a practical and accessible way, the book addresses the key challenges of modern risk based investment management, and will appeal to investors of all levels as a guide and reference to this important area.

ISBN: 113734640X (electronic bk.)

Source: 685003Palgrave Macmillanhttp://www.palgraveconnect.comSubjects--Topical Terms:

187451
Investments.
Index Terms--Genre/Form:

214472
Electronic books.

LC Class. No.: HG4529.5 / .C69 2013

Dewey Class. No.: 332.64/5

Risk-based investment management in practice /
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245 1 0 $a Risk-based investment management in practice / $c Frances Cowell.
250 $a Second edition.
264 1 $a Houndmills, Basingstoke, Hampshire : $b Palgrave Macmillan, $c 2013.
300 $a 1 online resource.
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504 $a Includes bibliographical references and index.
505 0 $a PART 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 Notes.
520 $a Surely managing investments is a matter of taking calculated risks to give the best chance of a decent return? But how does it work in practice? Written by a practitioner with 30 years in investment management, both as portfolio manager and as Chief Risk Officer, Risk-Based Investment Management in Practice provides a comprehensive, jargon-free account of modern investment management, with a focus on how investment risk affects the decisions of professional investment managers. The book begins with the fundamentals of fund structures, investment objectives and strategy, and then moves on to disentangle portfolio selection practices and how effective risk management adds value, sorting out: - how investment risk is different from risk in banks - how investment risk models work - and sometimes don't work - what risk reports actually tell you - and what they do not - what value derivatives can add to performance and how and why they can unravel - how to differentiate genuine skill, from outcomes that are just lucky. Written in a practical and accessible way, the book addresses the key challenges of modern risk based investment management, and will appeal to investors of all levels as a guide and reference to this important area.
588 $a Description based on print version record.
650 0 $a Investments. $3 187451
650 0 $a Portfolio management. $3 186383
650 0 $a Risk management. $3 174339
650 0 $a Risk. $3 183511
650 7 $a BUSINESS & ECONOMICS / Finance $2 bisacsh $3 564606
655 4 $a Electronic books. $2 local. $3 214472
776 0 8 $i Print version: $a Cowell, Frances. $t Risk-based investment management in practice. $b 2nd edition $z 9781137346391 $w (DLC) 2013038620 $w (OCoLC)859061469
856 4 0 $3 Palgrave Connect $u https://link.springer.com/book/10.1057/9781137346407