Hedge fund risk fundamentals : solving the risk management and transparency challenge / Richard Horwitz.
Material type:
TextSeries: Bloomberg professional libraryPublisher: Princeton, NJ : Bloomberg Press, [2004]Copyright date: ©2004Edition: First editionDescription: xx, 275 pages : illustrations ; 25 cmContent type: - text
- unmediated
- volume
- 1576601633
- 9781576601631
- 332.645 22
- HG4530 .H67 2004
| Item type | Current library | Call number | Copy number | Status | Date due | Barcode | |
|---|---|---|---|---|---|---|---|
| Book | City Campus City Campus Main Collection | 332.645 HOR (Browse shelf(Opens below)) | 1 | Available | A262602B |
Browsing City Campus shelves, Shelving location: City Campus Main Collection Close shelf browser (Hides shelf browser)
| 332.645 DEL The mathematics of arbitrage / | 332.645 FON The volatility course / | 332.645 FUN Funds of hedge funds : performance, assessment, diversification, and statistical properties / | 332.645 HOR Hedge fund risk fundamentals : solving the risk management and transparency challenge / | 332.645 JAE All about hedge funds : the easy way to get started / | 332.645 KOL Futures, options, and swaps / | 332.645 LHA Hedge funds : quantitative insights / |
Includes bibliographical references and index.
Pt. 1. The components of risk -- 1. Volatility -- 2. Diversification -- 3. Leverage -- 4. Illiquidity -- Pt. 2. Market risk management -- 5. Measuring risk -- 6. Understanding the source of risk -- 7. Risk visualization and articulation -- 8. Risk culture -- Pt. 3. Other risk processes -- 9. Non-market risk management -- 10. Constructing a fund -- 11. Performance attribution -- 12. Risk budgeting -- Pt. 4. Risk from the investor's viewpoint -- 13. Nav/return reporting -- 14. Constructing a portfolio of funds -- 15. Risk due diligence -- 16. Transparency -- Pt. 5. The solution -- 17. Industry standard solution -- 18. The risk fundamentals solution -- 19. Summary.
"Richard Horwitz lays out the key components and the cutting-edge processes in the field of hedge fund risk management today. Against that backdrop he presents a utility destined to set the standard for transparency and risk management within the hedge fund universe."--BOOK JACKET.
Machine converted from AACR2 source record.
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