Market risk management for hedge funds foundations of the style and implicit value-at-risk
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| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Chichester, England
Wiley
©2008
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| Schriftenreihe: | Wiley finance
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| Schlagworte: | |
| Online-Zugang: | FRO01 UBG01 URL des Erstveröffentlichers |
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| Beschreibung: | Includes bibliographical references (pages 233-238) and index 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 market |
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| Beschreibung: | 1 Online-Ressource (xvi, 250 pages) |
| ISBN: | 9781119206248 1119206243 9780470740798 0470740795 9780470722992 0470722991 |