Investment Risk Management

Investment Risk Management

Author: Harold Kent Baker

Publisher: Oxford University Press, USA

Published: 2015

Total Pages: 709

ISBN-13: 0199331960

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Investment Risk Management provides an overview of developments in risk management and a synthesis of research on the subject. The chapters examine ways to alter exposures through measuring and managing risk exposures and provide an understanding of the latest strategies and trends within risk management.


Risk-Based and Factor Investing

Risk-Based and Factor Investing

Author: Emmanuel Jurczenko

Publisher: Elsevier

Published: 2015-11-24

Total Pages: 488

ISBN-13: 0081008112

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This book is a compilation of recent articles written by leading academics and practitioners in the area of risk-based and factor investing (RBFI). The articles are intended to introduce readers to some of the latest, cutting edge research encountered by academics and professionals dealing with RBFI solutions. Together the authors detail both alternative non-return based portfolio construction techniques and investing style risk premia strategies. Each chapter deals with new methods of building strategic and tactical risk-based portfolios, constructing and combining systematic factor strategies and assessing the related rules-based investment performances. This book can assist portfolio managers, asset owners, consultants, academics and students who wish to further their understanding of the science and art of risk-based and factor investing. - Contains up-to-date research from the areas of RBFI - Features contributions from leading academics and practitioners in this field - Features discussions of new methods of building strategic and tactical risk-based portfolios for practitioners, academics and students


Essential Guide To Safe Investing

Essential Guide To Safe Investing

Author: Kenneth M. Morris

Publisher: Lightbulb Press, Inc.

Published: 2014-03

Total Pages: 19

ISBN-13: 1933569093

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A comprehensive, 138 page guide on all aspects of personal finance, including financial planning, taxes, credit, insurance, and home finance.


Investment Guarantees

Investment Guarantees

Author: Mary Hardy

Publisher: John Wiley & Sons

Published: 2003-03-06

Total Pages: 309

ISBN-13: 0471392901

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A comprehensive guide to investment guarantees in equity-linked life insurance Due to the convergence of financial and insurance markets, new forms of investment guarantees are emerging which require financial service professionals to become savvier in modeling and risk management. With chapters that discuss stock return models, dynamic hedging, risk measures, Markov Chain Monte Carlo estimation, and much more, this one-stop reference contains the valuable insights and proven techniques that will allow readers to better understand the theory and practice of investment guarantees and equity-linked insurance policies. Mary Hardy, PhD (Waterloo, Ontario, Canada), is an Associate Professor and Associate Chair of Actuarial Science at the University of Waterloo and is a Fellow of the Institute of Actuaries and an Associate of the Society of Actuaries, where she is a frequent speaker. Her research covers topics in life insurance solvency and risk management, with particular emphasis on equity-linked insurance. Hardy is an Associate Editor of the North American Actuarial Journal and the ASTIN Bulletin and is a Deputy Editor of the British Actuarial Journal.


The Risk of Investment Products

The Risk of Investment Products

Author: Michael Chak Sham Wong

Publisher: World Scientific

Published: 2011

Total Pages: 267

ISBN-13: 9814354996

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1. Bank risk management in emerging markets after the enhanced Basel rules -- 2. Product VaR modeling -- 3. Is it all about disclosure? Regulating structured financial products after the Lehman Brothers minibonds saga -- 4. Regulation of over-the-counter derivatives in Australia -- 5. Credit derivatives : understanding their characteristics and risk potential -- 6. A new framework for asset-backed securities (ABSs) -- 7. Risk management of collateralized debt obligations -- 8. Financial leverage risk : new definition and empirical illustration -- 9. Enabling technology for more pervasive and responsive market risk management systems -- 10. A new method of stress testing investment products


How to Invest in Structured Products

How to Invest in Structured Products

Author: Andreas Bluemke

Publisher: John Wiley & Sons

Published: 2009-09-15

Total Pages: 406

ISBN-13: 0470746793

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This book is essential in understanding, investing and risk managing the holy grail of investments - structured products. The book begins by introducing structured products by way of a basic guide so that readers will be able to understand a payoff graphic, read a termsheet or assess a payoff formula, before moving on to the key asset classes and their peculiarities. Readers will then move on to the more advanced subjects such as structured products construction and behaviour during their lifetime. It also explains how to avoid important pitfalls in products across all asset classes, pitfalls that have led to huge losses over recent years, including detailed coverage of counterparty risk, the fall of Lehman Brothers and other key aspects of the financial crisis related to structured products. The second part of the book presents an original approach to implementing structured products in a portfolio. Key features include: A comprehensive list of factors an investor needs to take into consideration before investing. This makes it a great help to any buyer of structured products; Unbiased advice on product investments across several asset classes: equities, fixed income, foreign exchange and commodities; Guidance on how to implement structured products in a portfolio context; A comprehensive questionnaire that will help investors to define their own investment preferences, allowing for a greater precision when facing investment decisions; An original approach determining the typical distribution of returns for major product types, essential for product classification and optimal portfolio implementation purposes; Written in a fresh, clear and understandable style, with many figures illustrating the products and very little mathematics. This book will enable you to better comprehend the use of structured products in everyday banking, quickly analyzing a product, assessing which of your clients it suits, and recognizing its major pitfalls. You will be able to see the added value versus the cost of a product and if the payoff is compatible with the market expectations.


Risk Analysis and Portfolio Modelling

Risk Analysis and Portfolio Modelling

Author: Elisa Luciano

Publisher: MDPI

Published: 2019-10-16

Total Pages: 224

ISBN-13: 3039216244

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Financial Risk Measurement is a challenging task, because both the types of risk and the techniques evolve very quickly. This book collects a number of novel contributions to the measurement of financial risk, which address either non-fully explored risks or risk takers, and does so in a wide variety of empirical contexts.