Market risk management for hedge funds foundations of the style and implicit value-at-risk
This book provides a cutting edge introduction to market risk management for Hedge Funds, Hedge Funds of Funds, and the numerous new indices and clones launching coming to market on a near daily basis. It will present the fundamentals of quantitative risk measures by analysing the range of Value-a...
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
John Wiley & Sons :
Chichester, West Sussex, England ; Hoboken, NJ
c2008.
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| Edición: | 1st edition |
| Colección: | Wiley finance series.
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| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009627578506719 |
| Sumario: | This book provides a cutting edge introduction to market risk management for Hedge Funds, Hedge Funds of Funds, and the numerous new indices and clones launching coming to market on a near daily basis. It will present the fundamentals of quantitative risk measures by analysing the range of Value-at-Risk (VaR) models used today, addressing the robustness of each model, and looking at new risk measures available to more effectively manage risk in a hedge fund portfolio.The book begins by analysing the current state of the hedge fund industry - at the ongoing institutionalisation of the mar |
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| Notas: | Description based upon print version of record. |
| Descripción Física: | 1 online resource (268 p.) |
| Bibliografía: | Includes bibliographical references and index. |
| ISBN: | 9781119206248 9781282687493 9786612687495 9780470740798 |
