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210123 ||| eng |
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|a 9781119206248
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|a 1119206243
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|a 9780470740798
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|a HG4530
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|a Duc, François
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| 245 |
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|a Market risk management for hedge funds
|b foundations of the style and implicit value-at-risk
|c François Duc and Yann Schorderet
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| 260 |
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|a Chichester, England
|b Wiley
|c 2008
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| 300 |
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|a xvi, 250 pages
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| 505 |
0 |
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|a Introduction -- Ongoing institutionalization -- Heterogeneity of hedge funds -- Active and passive hedge fund indices -- The four dimensions of risk management for hedge funds -- The original style VaR revisited -- The new style model -- Annualization -- The best choice implicit value-at-risk -- BCI model and hedge fund clones -- Risk budgeting -- Value-at-risk monitoring -- Beyond value-at-risk
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|a Includes bibliographical references (pages 233-238) and index
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| 653 |
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|a Investment analysis / Mathematical models / fast
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| 653 |
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|a Analyse financière / Modèles mathématiques
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| 653 |
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|a Risk management / fast
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| 653 |
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|a Risikomanagement / gnd
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| 653 |
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|a Investment analysis / Mathematical models
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| 653 |
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|a Hedgefonder / utvärdering / sao
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| 653 |
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|a Risk management / http://id.loc.gov/authorities/subjects/sh85114200
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| 653 |
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|a Gestion du risque
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| 653 |
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|a Risk Management
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| 653 |
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|a Investeringskalkyl / matematiska modeller / sao
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| 653 |
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|a BUSINESS & ECONOMICS / Investments & Securities / Futures / bisacsh
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| 653 |
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|a Fonds spéculatifs
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| 653 |
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|a Hedge funds / fast
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| 653 |
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|a Hedge funds / Evaluation
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| 653 |
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|a Riskhantering / sao
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| 653 |
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|a risk management / aat
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| 653 |
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|a Fonds spéculatifs / Évaluation
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| 653 |
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|a Hedge funds / http://id.loc.gov/authorities/subjects/sh94006028
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| 653 |
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|a Hedgefonder / sao
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| 653 |
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|a Hedge Fund / gnd / http://d-nb.info/gnd/4444016-9
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| 700 |
1 |
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|a Schorderet, Yann
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| 041 |
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7 |
|a eng
|2 ISO 639-2
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| 989 |
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|b OREILLY
|a O'Reilly
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| 490 |
0 |
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|a The Wiley Finance Series
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| 500 |
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|a Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002
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| 776 |
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|z 0470722991
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| 776 |
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|z 9781119206248
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| 776 |
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|z 9780470722992
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| 776 |
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|z 1119206243
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| 776 |
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|z 9780470740798
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| 776 |
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|z 0470740795
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| 856 |
4 |
0 |
|u https://learning.oreilly.com/library/view/~/9780470722992/?ar
|x Verlag
|3 Volltext
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| 082 |
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|a 332.64/524
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| 082 |
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|a 368
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|a 658
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|a 332.6327
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|a 332.6
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|a 332
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|a 658.155
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|a 330
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|a 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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