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Strategic risk management : designing portfolios and managing risk

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Registro MARC
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LDR  00000cam a22000004b 4500
001  MAP20220000819
003  MAP
005  20220118163852.0
008  220117s2021 gbr|||| ||| ||eng d
020  ‎$a‎978-1119773917
040  ‎$a‎MAP‎$b‎spa‎$d‎MAP
084  ‎$a‎7
1001 ‎$0‎MAPA20220000222‎$a‎Harvey, Campbell R.
24510‎$a‎Strategic risk management‎$b‎: designing portfolios and managing risk‎$c‎Campbell R. Harvey, Sandy Rattray, Otto Van Hemert
260  ‎$a‎Hoboken‎$b‎Wiley Series in Finance‎$c‎2021
300  ‎$a‎236 p.‎$c‎24 cm
520  ‎$a‎Having just experienced a global pandemic that sent equity markets into a tailspin in March 2020, risk management is a more relevant topic than ever. It remains, however, an often poorly understood afterthought. Many portfolios are designed without any thought given to risk management before they are handed off to a dedicated-but separate-risk management team. In Strategic Risk Management: Designing Portfolios and Managing Risk, Campbell R. Harvey, Sandy Rattray, and Otto Van Hemert deliver a reimagining of the risk management process. The book envisions a marriage between the investment and risk processes, an approach that has proven successful at the world's largest publicly listed hedge fund, Man Group. The authors provide readers with a new framework for portfolio design that includes defensive strategies, drawdown risk controls, volatility targeting, and actively timing rebalancing trades. You will learn about how the book's new approach to risk management fared during the recent market drawdown at the height of the COVID-19 pandemic. You will also discover why the traditional risk weighting approach only works on certain classes of assets. The book shows you how to accurately evaluate the costs of defensive strategies and which ones offer the best and most cost-effective protection against market downturns. Finally, you will learn how to obtain a more balanced return stream by targeting volatility rather than a constant notional exposure and gain a deeper understanding of concepts like portfolio rebalancing. Perfect for people working in the asset management industry and financial policy makers, Strategic Risk Management: Designing Portfolios and Managing Risk will also earn a place in the libraries of economics and finance scholars, as well as casual readers who take an active approach to investing in their savings or pension assets.
650 4‎$0‎MAPA20080591182‎$a‎Gerencia de riesgos
650 4‎$0‎MAPA20080586317‎$a‎Mercado de valores
650 4‎$0‎MAPA20080583989‎$a‎Cartera de valores
650 4‎$0‎MAPA20080606091‎$a‎Estrategia empresarial
650 4‎$0‎MAPA20200005599‎$a‎COVID-19
650 4‎$0‎MAPA20080558970‎$a‎Inversiones
650 4‎$0‎MAPA20080582418‎$a‎Riesgo financiero
7001 ‎$0‎MAPA20220000239‎$a‎Rattray, Sandy
7001 ‎$0‎MAPA20220000246‎$a‎Hemert, Otto Van