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eISBN : 9781119651697

Sommaire :
Part 1 Ethics Regulations and ESG
Chapter 1 Asset Manager Code 3
Chapter 2 Recommendations and Guidance
Chapter 3 Global Regulation
Chapter 4 ESG and Alternative Investments
Chapter 5 ESG Analysis and Application
Part 2 Models
Chapter 6 Modeling Overview and Interest Rate Models
Chapter 7 Credit Risk Models
Chapter 8 Multi-Factor Equity Pricing Models
Chapter 9 Asset Allocation Processes and the Mean-Variance Model
Chapter 10 Other Asset Allocation Approaches

Part 3 Institutional Asset Owners and Investment Policies
Chapter 11 Types of Asset Owners and the Investment Policy Statement
Chapter 12 Foundations and the Endowment Model
Chapter 13 Pension Fund Portfolio Management
Chapter 14 Sovereign Wealth Funds
Chapter 15 Family Offices and the Family Office Model

Part 4 Risk and Risk Management
Chapter 16 Cases in Tail Risk
Chapter 17 Benchmarking and Performance Attribution
Chapter 18 Liquidity and Funding Risks
Chapter 19 Hedging, Rebalancing, and Monitoring
Chapter 20 Risk Measurement, Risk Management, and Risk Systems

Part 5 Methods for Alternative Investing
Chapter 21 Valuation and Hedging Using Binomial Trees
Chapter 22 Directional Strategies and Methods
Chapter 23 Multivariate Empirical Methods and Performance Persistence
Chapter 24 Relative Value Methods
Chapter 25 Valuation Methods for Private Assets: The Case of Real Estate

Part 6 Accessing Alternative Investments
Chapter 26 Hedge Fund Replication
Chapter 27 Diversified Access to Hedge Funds
Chapter 28 Access to Real Estate and Commodities
Chapter 29 Access Through Private Structures
Chapter 30 The Risk and Performance of Private and Listed Assets

Part 7 Due Diligence & Selecting Managers
Chapter 31 Active Management and New Investments
Chapter 32 Selection of a Fund Manager
Chapter 33 Investment Process Due Diligence
Chapter 34 Operational Due Diligence
Chapter 35 Due Diligence of Terms and Business Activities

Part 8 Volatility and Complex Strategies
Chapter 36 Volatility as a Factor Exposure
Chapter 37 Volatility, Correlation, and Dispersion Products and Strategies
Chapter 38 Complexity and Structured Products
Chapter 39 Insurance-Linked Products and Hybrid Securities
Chapter 40 Complexity and the Case of Cross-Border Real Estate Investing
Index

Langue : Anglais

Edition : 4ème

Lieu d'édition : TORONTO

Illustration(s) : Schémas ; Tableau(x)

Localisation : Bibliothèque Campus de Nice

Support : Numérique

Etat : Présent

Propriétaire : Bibliothèque