ISBN 13 : 978-0-691-12828-3

Contents : Contents

Introduction

1. Measures of Risk and Return
2. Unstructured Covariance Matrices
3. Industry and Country Risk
4. Statistical Factor Analysis
5. The Macroeconomy and Portfolio Risk
6. Security Characteristics and Pervasive Risk Factors
7. Measuring and Hedging Foreign Exchange Risk
8. Integrated Risk Models
9. Dynamic Volatilities and Correlations
10. Portfolio Return Distributions
11. Credit Risk
12. Transaction Costs and Liquidity Risk
13. Alternative Asset Classes
14. Performance Measurement
15. Conclusion

References
Index

Language : English

Location : Nice Library

Material : Paper

Statement : Présent

Owner : Bibliothèque