Managing Risk In Alternative Investment Strategies

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Alternative Investment Strategies And Risk Management

Raghurami Reddy Etukuru
Alternative Investment Strategies And Risk Management Book PDF

Author : Raghurami Reddy Etukuru
Publisher : iUniverse
Page : 345 pages
File Size : 42,5 Mb
Release : 2011-10
Category : Business & Economics
ISBN : 9781462050079

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Alternative Investment Strategies And Risk Management by Raghurami Reddy Etukuru Pdf

The global markets continue to be volatile and the overall economy remains uncertain. In this environment, it's more important than ever to get familiar with risk management principles and seek out alternative investment strategies carefully to maintain and grow your capital. Written by Raghurami Reddy Etukuru, MBA, CAIA, FRM, PRM, this guidebook introduces you to various alternative investments and risk management concepts in straightforward language. For instance, hedge funds are often seen as risky investments, but they actually provide greater diversification than traditional common stocks. If you engage in the proper hedge fund strategy, you'll also find less volatility. In addition to hedge funds, you will find information and guidance on various phases of due diligence; risk metrics, quantitative models and exotic options; commodities, managed futures, private equities, and real estate; brokers, auditors, and legal counsel. Get the information you need to make informed decisions about your own finances. Whether you are a businessperson, student, analyst it's imperative for you to develop a deeper understanding of Alternative Investment Strategies and Risk Management.

Managing Risk in Alternative Investment Strategies

Lars Jaeger
Managing Risk in Alternative Investment Strategies Book PDF

Author : Lars Jaeger
Publisher : Pearson Education
Page : 334 pages
File Size : 49,9 Mb
Release : 2002
Category : Business & Economics
ISBN : 0273656988

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Managing Risk in Alternative Investment Strategies by Lars Jaeger Pdf

"Lars Jaeger is to be congratulated for taking the mystique out of alternative investment strategies and putting sound risk management methodology into its place. I am convinced that this book will become the prime reference on AIS for many years to come." Paul Embrechts, Professor of Insurance Mathematics, ETH Zurich "More and more investment professionals see alternative investment strategies as a new paradigm in asset management. However, press coverage suggests that the hedge funds bubble has not yet burst. The hedge fund area has traditionally been shrouded in myth and misrepresentation. Managing Risk in Alternative Investment Strategies provides what is desperately needed: transparency." Alexander M. Ineichen, CFA, Managing Director, UBS Warburg, London "The hedge fund industry is attracting more and more interest after the disappointing performance of financial markets. Lars Jaeger's book clearly and concisely presents the issues and sheds much needed light on this industry. His rigorous description of the most advanced risk management techniques and their application to the hedge funds makes it an indispensable tool for professional investors who want to venture in this field." Dr. Michel M. Dacorogna, Manager Financial Analysis and Risk Modeling, Converium Ltd "Risk management and transparency have become key issues for portfolio managers and investors interested in alternative investment strategies. Lars Jaeger finally gives a much needed, clear and practical, treatment on risk management principles for hedge funds and managed futures. This book is a must read for anyone interested in this rapidly growing investment area" Dr. Dan Rosen, VP Research and New Solutions, Algorithmics Alternative Investment Strategies, such as hedge funds, can enhance returns and reduce risk of a global investment portfolio. However, managing their ¿risk dimension¿ is critical to success. Managing Risk in Alternative Investment Strategies provides insight into the latest thinking about hedge funds and hedge fund risk management, elaborating on ways to approach some of the main problems and obstacles of this new investment class.

Scenarios for Risk Management and Global Investment Strategies

Rachel E. S. Ziemba,William T. Ziemba
Scenarios for Risk Management and Global Investment Strategies Book PDF

Author : Rachel E. S. Ziemba,William T. Ziemba
Publisher : John Wiley & Sons
Page : 334 pages
File Size : 54,8 Mb
Release : 2008-07-31
Category : Business & Economics
ISBN : 0470518383

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Scenarios for Risk Management and Global Investment Strategies by Rachel E. S. Ziemba,William T. Ziemba Pdf

This book discusses scenarios for risk management and developing global investment strategies. What are the chances that various future events will occur over time and how should these events and probable occurrence influence investment decisions? Assessing all possible outcomes is fundamental to risk management, financial engineering and investment and hedge fund strategies. A careful consideration of future scenarios will lead to better investment decisions and avoid financial disasters. The book presents tools and case studies around the world for analyzing a wide variety of investment strategies, building scenarios to optimize returns.

CAIA Level II

Melissa Donohue,Urbi Garay,Ernest Jaffarian,Francois Lhabitant,Pierre-Yves Mathonet,Thomas Meyer,Richard Spurgin,Simon Stevenson
CAIA Level II Book PDF

Author : Melissa Donohue,Urbi Garay,Ernest Jaffarian,Francois Lhabitant,Pierre-Yves Mathonet,Thomas Meyer,Richard Spurgin,Simon Stevenson
Publisher : John Wiley & Sons
Page : 22 pages
File Size : 45,8 Mb
Release : 2010-11-29
Category : Business & Economics
ISBN : 9780470685112

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CAIA Level II by Melissa Donohue,Urbi Garay,Ernest Jaffarian,Francois Lhabitant,Pierre-Yves Mathonet,Thomas Meyer,Richard Spurgin,Simon Stevenson Pdf

"Alternative investments have become the 'brooding omnipresence' of modern finance. As such, they are at the core of any significant discussion relating to asset allocation, risk management, and portfolio design. The topics outlined and discussed in this text provide a meaningful stop on the road toward understanding the complexities and rewards of these instruments." —Garry Crowder, Director, Institute for Alternative Investment Education and Research Sponsored by the CAIA Association, the Chartered Alternative Investment Analyst (CAIA) program consists of a two-tier exam process (Level I and Level II) through which you may earn the CAIA charter. The Level I exam challenges your understanding of the alternative investment market's tools and terms, and tests your knowledge of various trading strategies and performance measurements. The Level II exam assesses how you would apply the knowledge and analytics learned in Level I within an asset allocation framework. CAIA Level II: Advanced Core Topics in Alternative Investments contains virtually all of the material on alternative investments that potential Level II candidates would need to know as they prepare for the exam—a multifaceted assembly of questions and problem-solving tasks. Since the tools and terms introduced in Level I provide the basis for the second level of this program, the information found here will continue to focus on alternative investments—hedge funds, private equity, commodities and managed futures, and credit derivatives—but in greater depth and in the context of risk management and asset allocation. Whether you're a seasoned professional looking to explore new areas within the alternative investment arena or a new industry participant seeking to establish a solid understanding of alternative investments, CAIA Level II: Advanced Core Topics in Alternative Investments is the best way to achieve these goals, and the smartest way to prepare for such a demanding exam. Take your first steps toward attaining the CAIA charter by picking up CAIA Level I: An Introduction to Core Topics in Alternative Investments.

Hedge Funds

IMCA
Hedge Funds Book PDF

Author : IMCA
Publisher : John Wiley & Sons
Page : 225 pages
File Size : 42,7 Mb
Release : 2003-03-10
Category : Business & Economics
ISBN : 9780471473428

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Hedge Funds by IMCA Pdf

A well-rounded hedge fund guide for the serious financial professional Alternative investment strategies-hedge funds in particular-have experienced a significant resurgence recently, largely in response to the dramatic downturn of the global equity markets. In response to this explosion in popularity, this book focuses on many of the best moneymaking strategies related to these alternative investment vehicles. IMCA (The Investment Management Consultants Association) is a professional association established in 1985, representing the investment consulting profession in the U.S. and Canada. Kenneth S. Phillips is a member of the IMCA Advisory Council and Managing Principal of Capital Partners, LLC. Ron Surz, CIMA, is a member of the IMCA Board of Directors and the President of PPCA Inc.

Tactical Portfolios

Bailey McCann
Tactical Portfolios Book PDF

Author : Bailey McCann
Publisher : John Wiley & Sons
Page : 156 pages
File Size : 46,6 Mb
Release : 2014-03-04
Category : Business & Economics
ISBN : 9781118731635

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Tactical Portfolios by Bailey McCann Pdf

Take an active management approach with liquid alternatives to increase R.O.I. Take advantage of inefficiencies in the market by investing in alternative assets. Hedge fund and private equity investment diversifies your portfolio and helps shield you from market volatility, allowing your more passive assets to work the long game. In Tactical Portfolios: Strategies and Tactics for Investing in Hedge Funds and Liquid Alternatives, author Bailey McCann guides you through the principles of hedge fund investment and the associated philosophies of risk management strategies. McCann's background in reporting and analyzing government policy and regulatory issues positions her as a valuable source of strategic investment advice. As Senior Editor of Opalesque's Alternative Market Briefing, her take on the market is read by every one of the top 100 hedge fund managers on a daily basis. In Tactical Portfolios: Strategies and Tactics for Investing in Hedge Funds and Liquid Alternatives, McCann goes in-depth on important topics. Strategies for equities, managed futures and fixed income What to expect and common misconceptions Investment mechanics of specific strategies Valuation, red flags, and regulatory changes If your passive approach has failed to produce the desired results, liquid alternative investment may be the answer. While long/short will always be around, external forces can change its impact on your portfolio and it may be time to expand your investment arsenal. Tactical Portfolios: Strategies and Tactics for Investing in Hedge Funds and Liquid Alternatives will help you get the most out of any market.

Market Risk Management for Hedge Funds

Francois Duc,Yann Schorderet
Market Risk Management for Hedge Funds Book PDF

Author : Francois Duc,Yann Schorderet
Publisher : John Wiley & Sons
Page : 284 pages
File Size : 42,9 Mb
Release : 2008-12-08
Category : Business & Economics
ISBN : IND:30000122572419

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Market Risk Management for Hedge Funds by Francois Duc,Yann Schorderet Pdf

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, and at its latest developments. It then moves on to examine the range of risks, risk controls, and risk management strategies currently employed by practitioners, and focuses on particular risks embedded in the more classic investment strategies such as Long/Short, Convertible Arbitrage, Fixed Income Arbitrage, Short selling and risk arbitrage. Addressed along side these are other risks common to hedge funds, including liquidity risk, leverage risk and counterparty risk. The book then moves on to examine more closely two models which provide the underpinning for market risk management in investment today - Style Value-at-Risk and Implicit Value-at-Risk. As well as full quantitative analysis and backtesting of each methodology, the authors go on to propose a new style model for style and implicit Var, complete with analysis, real life examples and backtesting. The authors then go on to discuss annualisation issues and risk return before moving on to propose a new model based on the authors own Best Choice Implicit VaR approach, incorporating quantitative analysis, market results and backtesting and also its potential for new hedge fund clone products. This book is the only guide to VaR for Hedge Funds and will prove to be an invaluable resource as we embark into an era of increasing volatility and uncertainty.

Alternative Investments: A Primer for Investment Professionals

Donald R. Chambers,Keith H. Black,Nelson J. Lacey
Alternative Investments A Primer for Investment Professionals Book PDF

Author : Donald R. Chambers,Keith H. Black,Nelson J. Lacey
Publisher : CFA Institute Research Foundation
Page : 128 pages
File Size : 55,9 Mb
Release : 2018
Category : Business & Economics
ISBN : 9781944960384

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Alternative Investments: A Primer for Investment Professionals by Donald R. Chambers,Keith H. Black,Nelson J. Lacey Pdf

Alternative Investments: A Primer for Investment Professionals provides an overview of alternative investments for institutional asset allocators and other overseers of portfolios containing both traditional and alternative assets. It is designed for those with substantial experience regarding traditional investments in stocks and bonds but limited familiarity regarding alternative assets, alternative strategies, and alternative portfolio management. The primer categorizes alternative assets into four groups: hedge funds, real assets, private equity, and structured products/derivatives. Real assets include vacant land, farmland, timber, infrastructure, intellectual property, commodities, and private real estate. For each group, the primer provides essential information about the characteristics, challenges, and purposes of these institutional-quality alternative assets in the context of a well-diversified institutional portfolio. Other topics addressed by this primer include tail risk, due diligence of the investment process and operations, measurement and management of risks and returns, setting return expectations, and portfolio construction. The primer concludes with a chapter on the case for investing in alternatives.

Due Diligence and Risk Assessment of an Alternative Investment Fund

Ingrid Vancas
Due Diligence and Risk Assessment of an Alternative Investment Fund Book PDF

Author : Ingrid Vancas
Publisher : Diplomica Verlag
Page : 103 pages
File Size : 54,8 Mb
Release : 2010-04
Category : Business & Economics
ISBN : 9783836685931

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Due Diligence and Risk Assessment of an Alternative Investment Fund by Ingrid Vancas Pdf

The aim of the book is to provide practical guidance for the investor when compiling due diligence and deciding on an investment or against it. The focus of the book lays on the risk assessment and due diligence. It captures fund's internal and external risks and the investment style specific risks. The aim is to provide sound guidance to the alternative investment fund selection. The UCITS 3 directive widens investment tools for the traditional asset managers by allowing short selling of securities and diminishing the gap between the traditional and the alternative asset management industry and attracting traditional managers to the alternative investment universe. The author concentrates on three categories: Relative Value and Market Neutral, Event Driven and Opportunistic alternative investment funds. Whilst the industry is generally categorized into certain fund types it has to be stated that every fund is different and will have different risk attributes. Within the specific categories major risks will be the same, as the exposure towards the specific underlying will be similar. Still every single fund has to be examined on its own in detail, as it will have the specific alpha generating competitive advantage. Thus the author suggests a pre-selection of the potential fund manager or the management team by analysing the team and the fund's performance first. The analysis goes through the quantitative figures and the qualities of the management team. Detailed knowledge about the strategies and its fit into the portfolio is worthless unless the investor is able to select the performing manager. Without that skill the probability of ending up with an underperforming alternative investment fund or a blow-up is huge. The analysis of the management team qualities shows behaviour patterns helping to detect management teams, which are tending towards moral hazard. Secondly, the alternative investment fund style specific risks are examined. The author gives an overview

Strategic Risk Management

David Iverson
Strategic Risk Management Book PDF

Author : David Iverson
Publisher : John Wiley & Sons
Page : 213 pages
File Size : 48,7 Mb
Release : 2013-09-03
Category : Business & Economics
ISBN : 9781118176436

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Strategic Risk Management by David Iverson Pdf

A comprehensive guide to the key investment decisions all investors must make and how to manage the risk that entails Since all investors seek maximize returns balanced against acceptable risks, successful investment management is all about successful risk management. Strategic Risk Management uses that reality as a starting point, showing investors how to make risk management a process rather than just another tool in the investor's kit. The book highlights and explains primary investment risks and shows readers how to manage them across the key areas of any fund, including investment objectives, asset allocation, asset class strategy, and manager selection. With a strong focus on risk management at the time of asset allocation and at the time of implementation, the book offers important guidance for managers of benefit plans, endowments, defined contribution schemes, and family trusts. Offers a thorough examination of the role of risk management in the decision-making process for asset allocation, manager selection, and other duties of fund managers Written by the current head of portfolio design for the New Zealand Superannuation Fund Addresses the fundamental importance of risk management in today's post-crisis fund management landscape Strategic Risk Management is a comprehensive and easy-to-read guide that identifies the primary risks investors face and reveals how best to manage them.

The New Generation of Risk Management for Hedge Funds and Private Equity Investments

Lars Jaeger
The New Generation of Risk Management for Hedge Funds and Private Equity Investments Book PDF

Author : Lars Jaeger
Publisher : Euromoney Institutional Investor Plc
Page : 462 pages
File Size : 48,6 Mb
Release : 2004
Category : Hedge funds
ISBN : 1843741350

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The New Generation of Risk Management for Hedge Funds and Private Equity Investments by Lars Jaeger Pdf

This book ensures institutional investors and private investors have the information they need to be able to evaluate their investment advice and effectively allocate and manage their alternative investment strategies.

Hedge Funds

Greg N. Gregoriou,Vassilios N. Karavas,Fabrice Rouah
Hedge Funds Book PDF

Author : Greg N. Gregoriou,Vassilios N. Karavas,Fabrice Rouah
Publisher : Beard Books
Page : 385 pages
File Size : 50,5 Mb
Release : 2003
Category : Business & Economics
ISBN : 9781587982033

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Hedge Funds by Greg N. Gregoriou,Vassilios N. Karavas,Fabrice Rouah Pdf

Twenty-one contributions from academics and practitioners discuss recent research on hedge funds. Aimed at investment professionals and high net worth individuals, the text deals with current methods of hedge fund tracking, evaluation, and selection. Sample topics include convertible arbitrage funds

Risk Management for Investment Funds: A Practical Guide for European Funds in International Markets

Luc Neuberg,François Petit,Martin Vogt,Paul Kleinbart
Risk Management for Investment Funds A Practical Guide for European Funds in International Markets Book PDF

Author : Luc Neuberg,François Petit,Martin Vogt,Paul Kleinbart
Publisher : McGraw Hill Professional
Page : 506 pages
File Size : 48,9 Mb
Release : 2023-02-14
Category : Business & Economics
ISBN : 9781264267200

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Risk Management for Investment Funds: A Practical Guide for European Funds in International Markets by Luc Neuberg,François Petit,Martin Vogt,Paul Kleinbart Pdf

The first comprehensive risk management guide to European investment funds The European investment fund market is one of the biggest financial markets in the world—with a total value of approximately 22 trillion EUR. To help investors understand how risk is managed in this vast market, Risk Management for Investment Funds provides a comprehensive yet practical guide, written by four financial experts from diverse and complementary backgrounds: former heads of risk management, university teachers, professional trainers and an expert with a supervisory financial authority. Risk Management for Investment Funds offers valuable insights into managing risk for UCITS funds and alternative investment funds, while covering the following aspects: The framework of European investment funds Regulatory requirements related to risk management that apply to funds and fund managers Traditional market, liquidity, credit, counterparty and operational risks faced by funds, their managers and investors Emerging risks related to climate change and technology Analytical methods and innovative techniques developed by successful risk managers to assess and manage risks, as well as the theories underlying them Packed with a wealth of information that cannot be found in other books on risk management, this authoritative guide to managing the risks of European funds is the most comprehensive publication on this important topic.

Alternative Investments

CAIA Association,Hossein B. Kazemi,Keith H. Black,Donald R. Chambers
Alternative Investments Book PDF

Author : CAIA Association,Hossein B. Kazemi,Keith H. Black,Donald R. Chambers
Publisher : John Wiley & Sons
Page : 1107 pages
File Size : 48,6 Mb
Release : 2016-09-22
Category : Study Aids
ISBN : 9781119016366

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Alternative Investments by CAIA Association,Hossein B. Kazemi,Keith H. Black,Donald R. Chambers Pdf

In-depth Level II exam preparation direct from the CAIA Association CAIA Level II is the official study guide for the Chartered Alternative Investment Analyst professional examination, and an authoritative guide to working in the alternative investment sphere. Written by the makers of the exam, this book provides in-depth guidance through the entire exam agenda; the Level II strategies are the same as Level I, but this time you'll review them through the lens of risk management and portfolio optimisation. Topics include asset allocation and portfolio oversight, style analysis, risk management, alternative asset securitisation, secondary market creation, performance and style attribution and indexing and benchmarking, with clear organisation and a logical progression that allows you to customise your preparation focus. This new third edition has been updated to align with the latest exam, and to reflect the current practices in the field. The CAIA designation was developed to provide a standardized knowledge base in the midst of explosive capital inflow into alternative investments. This book provides a single-source repository of that essential information, tailored to those preparing for the Level II exam. Measure, monitor and manage funds from a risk management perspective Delve into advanced portfolio structures and optimisation strategies Master the nuances of private equity, real assets, commodities and hedge funds Gain expert insight into preparing thoroughly for the CAIA Level II exam The CAIA Charter programme is rigorous and comprehensive, and the designation is globally recognised as the highest standard in alternative investment education. Candidates seeking thorough preparation and detailed explanations of all aspects of alternative investment need look no further than CAIA Level II.

Post Modern Investment

Garry B. Crowder,Thomas Schneeweis,Hossein B. Kazemi
Post Modern Investment Book PDF

Author : Garry B. Crowder,Thomas Schneeweis,Hossein B. Kazemi
Publisher : John Wiley & Sons
Page : 349 pages
File Size : 53,5 Mb
Release : 2012-11-08
Category : Business & Economics
ISBN : 9781118483855

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Post Modern Investment by Garry B. Crowder,Thomas Schneeweis,Hossein B. Kazemi Pdf

Debunking outdated and inaccurate beliefs about investment management and reveals the new realities of the post-modern financial markets There have been a lot of big changes in the investment world over the past decade, and many long-cherished beliefs about the structures and performance of various investments no longer apply. Unfortunately the news seems not to have reached many thought leaders and investment professionals who persist in trying, and failing, to apply 20th-century thinking to 21st-century portfolio management. Nowhere is this more true than when it comes to the subject of alternative investments. Written by an all-star team of investment management experts, this book debunks common myths and misconceptions about most classes of alternative investments and offers valuable advice on how to develop investment management and asset allocation strategies consistent with the new realities of the ever-changing world of alternative investments. Covers most alternative asset classes, including private equity, real estate, managed futures, hedge funds, commodity indices, and more Debunks long-held assumptions about the structure and performance of various investment classes that continue to dominate the industry Explores the implications for investment managers of the proliferation of international marketable securities and global financial markets Provides an overview of both the micro and the macro aspects of each alternative investment class