附註:Includes bibliographical references and index.
Volatility -- Diversification -- Leverage -- Illiquidity -- Measuring risk -- Understanding the source of risk -- Risk visualization and articulation -- Risk culture -- Non-market risk management -- Constructing a fund -- Performance attribution -- Risk budgeting -- NAV/return reporting -- Constructing a portfolio of funds -- Risk due diligence -- Transparency -- Industry standard solution -- The risk fundamentals solution.
摘要:Using clear and concise language and numerous charts and graphs, author Richard Horwitz lays out the key components of risk and presents an original and cutting edge utility for hedge fund risk management and transparency.
