The Handbook of Risk

Ben Warwick

274 pages, parution le 27/02/2003

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Résumé

Risk is a part of life, and in today's fast-paced market environment, financial risk is something every investment professional must face. The fundamental question is "How can you control, contain, and minimize the risk of your and/or your clients' investments?" With The Handbook of Risk at your side, you'll quickly learn how to deal with investment risk, mainly through the insights and advice of the most qualified professionals in the business.
The Handbook of Risk is composed of sixteen informative chapters, each written by a leading risk expert who explores the nature of risk, the measurement of risk, and the view of risk from an investment professional's perspective. Editor Ben Warwick includes such articles as . . .

The Failure of Invariance by Peter L. Bernstein
A New Paradigm for Portfolio Risk by Robert H. Jeffrey
The Case for Relevancy of Downside Risk Measures by David Nawrocki
Hedge Fund Risk by Brian Cornell
. . . that will put you on the right track to risk management.

Pulling together the best minds in the risk management business, The Handbook of Risk clearly illustrates and analyzes the many aspects of modern risk management and shows you how to deal with them. Don't pass up this opportunity to learn from the best. Pick up The Handbook of Risk and broaden your risk management horizons.
Contents

PART I: THE NATURE OF RISK.
The Failure of Invariance (P. Bernstein).
Inverted Reasoning and Its Consequences: Confusing the Present with the Future Discounting (G. Seldin).
A New Paradigm for Portfolio Risk (R. Jeffrey).
The Likelihood of Loss (M. Kritzman).
PART II: MEASURING RISK.
A Convenient Measure of Risk (R. Clarke).
Forecasting Financial Risk (J. Bilson).
Downside Risk (D. Nawrocki).
Measuring Risk for Asset Allocation, Performance Evaluation, and Risk Control: Different Problems, Same Solution (C. Culp).
Model Risk (E. Derman).
Technology and the Capital Markets (B. Warwick).
Horizon Problems and Extreme Events in Financial Risk Management (C. Wharton, et al.).
PART III: INVESTMENT MANAGERS' VIEWPOINTS.
A Behavioral Framework for Time Diversification (M. Stateman & K. Fisher).
Converging Correlations and Market Shocks: Implications for Managing Risk (L. Llanes).
Investing on the Edge of Chaos (M. Howell).
Hedge Fund Risk (B. Cornell).
The Risks of Alternative Strategies (B. Cornell).
The Risk of Informationless Investing: Hedge Fund Performance (A. Weisman).
Index.

L'auteur - Ben Warwick

Editor

Caractéristiques techniques

	PAPIER
Éditeur(s)	Wiley
Auteur(s)	Ben Warwick
Parution	27/02/2003
Nb. de pages	274
Format	15,5 x 23,5
Couverture	Broché
Poids	575g
Intérieur	Noir et Blanc
EAN13	9780471064121
ISBN13	978-0-471-06412-1