ヘッジファンドのリスク管理<br>Managing Hedge Fund Risk: From the Seat of the Practitioner - Views from Investors, Counterparties, Hedge Funds and Consultants

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ヘッジファンドのリスク管理
Managing Hedge Fund Risk: From the Seat of the Practitioner - Views from Investors, Counterparties, Hedge Funds and Consultants

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  • 製本 Hardcover:ハードカバー版／ページ数 300 p.
  • 商品コード 9781899332786
  • DDC分類 332.645

基本説明

A highly accessible primer on hedge fund risk illustrated with practical examples and backed up with analysis of recent developments in risk management research.

Full Description


An expansive volume which addresses key hedge fund risk management issues with rigour. The book provides quality information for risk managers within different types of investment structures, such as investment banks, funds of funds, family offices, asset management firms, pension funds, endowments and foundations, and consultancies.

Contents

Introduction Virginia Reynolds Parker and Randolf G. Warsager Part IPerspectives from the Investors 1 Risk Management: A Practical Approach to Managing a Portfolio of Hedge Funds for a Large Investment Company Norman Chait 2 Hedge Fund Risk Management for Institutions Mark J. P. Anson 3 Risk Management Issues for the Family Office Luc Estenne Fund of Funds: 4 Risk Management Issues for Endowments and Foundations William P. Miller 5 Risk: Defining it, Measuring it and Managing it Robert A. Jaeger 6 The Critical Path to Effective Hedge Fund Risk Management: Control, Transparency and Risk Performance Measurement Virginia Reynolds Parker Part II: Perspectives from the Counterparties 7 From a Dealer's Perspective Irenee duP. May, Jr 8 Risk Management of Hedge Funds Susan Webb 9 From the Practitioner's Perspective as a Prime Broker Graham Rowlands 10 Operational Risk Marcelo Cruz and Jonathan Davies Part III: Perspectives from the Hedge Fund Managers 11 Risk Management for the Asset Management Firm D. Sykes Wilford, Erik Norland and Jose M. Quintana 12 Sound Practices for Hedge Funds Tanya Styblo Beder 13 Risk Management for Hedge Fund Strategies Mike Boren 14 Risk Management for Hedge Fund Strategies: US Equity Market Neutral Jane Tisdale 15 Long/Short Japanese Equities Alex Balfour and Alastair MacGregor 16 The "Risk" in Risk Arbitrage John Paulson 17 Convertible Arbitrage John Michael Pagli, Jr 18 Mortgage Strategies Eric Keiter 19 Risk Management for a Distressed Securities Portfolio Marti P. Murray 20 Short Selling: A Unique Set of Risks A. R. Arulpragasm and James S. Chanos 21 Risk Management for Hedge Fund Strategies - Foreign Exchange A. Paul Chappell Part IV: Perspectives from the Consultants 22 Incorporating Hedge Fund Risk into the Design Parameters of a Traditional Investment Programme Mary Ann Johnson 23 Risk Management for Hedge Funds and CTAs: VAR Versus Span Margin George Martin and Sam Y. Chung 24 Enterprise Risk Management for Hedge Funds: An Applied Perspective Murray Nash and Andy Lee Appendix Sound Practices for Hedge Fund Managers Findings on Disclosure for Institutional Investors in Hedge Funds What is the Optimal Portfolio Risk Measurement? A Review of Value-at-Risk Sam Y. Chung The Risk of Hedge Funds Alexander Ineichen Index