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Strategic Risk Management: Designing Portfolios and Managing Risk, Rattray Sandy, Van Hemert Otto, Harvey Campbell R.


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Цена: 4277.00р.
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Автор: Rattray Sandy, Van Hemert Otto, Harvey Campbell R.
Название:  Strategic Risk Management: Designing Portfolios and Managing Risk
ISBN: 9781119773917
Издательство: Wiley
Классификация:
ISBN-10: 1119773911
Обложка/Формат: Hardcover
Вес: 0.67 кг.
Дата издания: 16.03.2021
Серия: Wiley finance
Язык: English
Размер: 231 x 144 x 28
Читательская аудитория: Professional & vocational
Подзаголовок: Designing portfolios and managing risk
Ссылка на Издательство: Link
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Поставляется из: Англии
Описание:

Market selloffs, such as the one experienced in the first quarter of 2020 with the global Covid-19 pandemic, are fresh reminders of the importance of risk management. Unfortunately, it is only after these painful episodes that investment processes are re-examined. Indeed, a popular approach is to have two separate groups with a fund. The portfolio is designed by an investment management team and then handed off and monitored by a risk management team. This approach essentially sets tripwires that trigger risk reductions.

Strategic Risk Management advocates a different approach. Risk management should be an integral part of the portfolio design. In this book, the authors set forward this new framework where they explore critical aspects of portfolio design including: defensive strategies, drawdown risk controls, volatility targeting, and actively timing rebalancing trades. Collectively, they have published a number of research papers on these components of risk management. The first quarter of 2020 provided a unique out-of-sample test, and Strategic Risk Management explores how their recommendations fared in the most recent drawdown.

Readers will learn:

  • Risk management cannot be an afterthought - it must be incorporated into the core portfolio design.
  • Investors and managers often poorly understand basic concepts like portfolio rebalancing - which the authors show leads to additional risk if implemented mechanically rather than strategically.
  • Volatility targeting helps to obtain a more balanced return stream and is particularly potent for higher risk asset classes.
  • The cost of defensive strategies needs to be taken into account. The authors show that strategies like buying option protection are untenable, yet other strategies provide impressive downside protection without a high cost.
  • Drawdown-based rules can be particularly useful for improving investment performance over time by detecting managers that lose their ability to outperform. This can happen as a result of structural market changes, increased competition for the type of strategy employed, staff turnover or a fund accumulating too many assets.



Project Portfolio Management: A Practical Guide to Selecting Projects, Managing Portfolios, and Maximizing Benefits

Автор: Harvey A. Levine
Название: Project Portfolio Management: A Practical Guide to Selecting Projects, Managing Portfolios, and Maximizing Benefits
ISBN: 0787977543 ISBN-13(EAN): 9780787977542
Издательство: Wiley
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Цена: 9187.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Written by Harvey Levine, an expert in the field, this book is an important guide to project portfolio management. It offers a hands-on guide to help program managers and managers of project offices sort through their existing projects and create a healthy portfolio of projects that will lead to increased ROI for the organization.

Projects, Programs, and Portfolios in Strategic Organizational Transformation

Автор: Gary Klein, James Jiang, Wayne Huang
Название: Projects, Programs, and Portfolios in Strategic Organizational Transformation
ISBN: 1949443809 ISBN-13(EAN): 9781949443806
Издательство: Mare Nostrum (Eurospan)
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Цена: 3635.00 р.
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Описание: Projects are a part of everyday life in an organization. Tools and procedures for project management are well understood and applied. However, the management of projects by an organization for substantial transformation is less certain in both practice and study. An awareness of how to manage increasingly complex projects, and collections of projects, to achieve the benefits of organizational transformation becomes ever more crucial in the implementation of new strategies.

This book goes beyond a simple review of tools and techniques common in most publications of project management. We illustrate how the traditional practice of project management advances to handle the more complex problems inherent to strategic organizational transformation. The linkages among projects, operations, and the foundations of an organization provide a perspective of how an organization might pursue the difficult changes required of comprehensive transformation. The fashion in which the project world interacts with the executive world through successive layers of project management principles is prelude to operational benefits realization.

Managing Diversified Portfolios

Автор: Daniel O. Klier
Название: Managing Diversified Portfolios
ISBN: 3790825824 ISBN-13(EAN): 9783790825824
Издательство: Springer
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Цена: 20962.00 р.
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Описание: From a theoretical as well as from a practical perspective, however, it is interesting to know more about the relation between private equity portfolio diversification and performance, how private equity firms manage their portfolios, and what public companies can learn from private equity firms.

Implementing Machine Learning for Finance: A Systematic Approach to Predictive Risk and Performance Analysis for Investment Portfolios

Автор: Nokeri Tshepo Chris
Название: Implementing Machine Learning for Finance: A Systematic Approach to Predictive Risk and Performance Analysis for Investment Portfolios
ISBN: 1484271092 ISBN-13(EAN): 9781484271094
Издательство: Springer
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Цена: 7685.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Intermediate-Advanced user level

Advances in Financial Risk Management: Corporates, Intermediaries and Portfolios

Автор: Batten Jonathan A., MacKay P., Wagner N.
Название: Advances in Financial Risk Management: Corporates, Intermediaries and Portfolios
ISBN: 134943874X ISBN-13(EAN): 9781349438747
Издательство: Springer
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Цена: 13974.00 р.
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Описание: The latest research on measuring, managing and pricing financial risk. Three broad perspectives are considered: financial risk in non-financial corporations; in financial intermediaries such as banks; and finally within the context of a portfolio of securities of different credit quality and marketability.

Managing Alliance Portfolios and Networks

Автор: T.K. Das
Название: Managing Alliance Portfolios and Networks
ISBN: 1681239043 ISBN-13(EAN): 9781681239040
Издательство: Mare Nostrum (Eurospan)
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Цена: 7623.00 р.
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Описание: Managing Alliance Portfolios and Networks is a volume in the book series Research in Strategic Alliances that focuses on providing a robust and comprehensive forum for new scholarship in the field of strategic alliances. In particular, the books in the series cover new views of interdisciplinary theoretical frameworks and models, significant practical problems of alliance organization and management, and emerging areas of inquiry. The series also includes comprehensive empirical studies of selected segments of business, economic, industrial, government, and non-profit activities with wide prevalence of strategic alliances. Through the ongoing release of focused topical titles, this book series seeks to disseminate theoretical insights and practical management information that should enable interested professionals to gain a rigorous and comprehensive understanding of the field of strategic alliances. Managing Alliance Portfolios and Networks contains contributions by leading scholars in the field of strategic alliance research. The 9 chapters in this volume deal with significant issues relating to the management of alliance portfolios and alliance networks. These issues range from value creation in alliance ecosystems, management lessons from social enterprise, and a configurational perspective on alliance management capabilities, to the competition dynamics of alliance networks, internationalization of an alliance portfolio, and structural embeddedness of alliance networks during industry convergence. The chapters contain empirical as well as conceptual treatments of the selected topics, and collectively present a wide-ranging review of the noteworthy research perspectives on managing alliance portfolios and alliance networks.

Options for Risk-Free Portfolios

Автор: M. Thomsett
Название: Options for Risk-Free Portfolios
ISBN: 134944863X ISBN-13(EAN): 9781349448630
Издательство: Springer
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Цена: 8384.00 р.
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Описание: An advanced strategic approach using options to reduce market risks while augmenting dividend income, this title moves beyond the basics of stocks and options. It shows how the three major segments (stocks, dividends, and options) are drawn together into a single and effective strategy to maximize income while eliminating market risk.

Managing Alliance Portfolios and Networks

Автор: T.K. Das
Название: Managing Alliance Portfolios and Networks
ISBN: 1681239051 ISBN-13(EAN): 9781681239057
Издательство: Mare Nostrum (Eurospan)
Рейтинг:
Цена: 14137.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Managing Alliance Portfolios and Networks is a volume in the book series Research in Strategic Alliances that focuses on providing a robust and comprehensive forum for new scholarship in the field of strategic alliances. In particular, the books in the series cover new views of interdisciplinary theoretical frameworks and models, significant practical problems of alliance organization and management, and emerging areas of inquiry. The series also includes comprehensive empirical studies of selected segments of business, economic, industrial, government, and non-profit activities with wide prevalence of strategic alliances. Through the ongoing release of focused topical titles, this book series seeks to disseminate theoretical insights and practical management information that should enable interested professionals to gain a rigorous and comprehensive understanding of the field of strategic alliances. Managing Alliance Portfolios and Networks contains contributions by leading scholars in the field of strategic alliance research. The 9 chapters in this volume deal with significant issues relating to the management of alliance portfolios and alliance networks. These issues range from value creation in alliance ecosystems, management lessons from social enterprise, and a configurational perspective on alliance management capabilities, to the competition dynamics of alliance networks, internationalization of an alliance portfolio, and structural embeddedness of alliance networks during industry convergence. The chapters contain empirical as well as conceptual treatments of the selected topics, and collectively present a wide-ranging review of the noteworthy research perspectives on managing alliance portfolios and alliance networks.


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