Strategic risk management: designing portfolios and managing risk (Record no. 2926)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02975nam a22002417a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20220707141141.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 220707b ||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781119773917 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.6 |
| Item number | HAR |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Harvey, Campbell R. |
| 245 ## - TITLE STATEMENT | |
| Title | Strategic risk management: designing portfolios and managing risk |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Name of publisher, distributor, etc. | John Wiley & Sons, Inc. |
| Place of publication, distribution, etc. | New Jersey |
| Date of publication, distribution, etc. | 2021 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xvii, 236 p. |
| 365 ## - TRADE PRICE | |
| Price type code | USD |
| Price amount | 34.95 |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc. note | TABLE OF CONTENTS<br/>Foreword by Martin Leibowitz<br/><br/>Preface by Sandy Rattray<br/><br/>Chapter 1: Seeking Crisis Alpha<br/><br/>Chapter 2: Can Portfolios Be Crisis Proofed?<br/><br/>Chapter 3: Risk Management via Volatility Targeting<br/><br/>Chapter 4: Strategic Rebalancing<br/><br/>Chapter 5: Drawdown Control<br/><br/>Chapter 6: Man versus Machine<br/><br/>Chapter 7: Out-of-Sample Evidence from the COVID-19 Equity Sellof<br/><br/>Notes<br/><br/>Index |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | Having just experienced a global pandemic that sent equity markets into a tailspin in March 2020, risk management is a more relevant topic than ever. It remains, however, an often poorly understood afterthought. Many portfolios are designed without any thought given to risk management before they are handed off to a dedicated—but separate—risk management team.<br/><br/>In Strategic Risk Management: Designing Portfolios and Managing Risk, Campbell R. Harvey, Sandy Rattray, and Otto Van Hemert deliver a reimagining of the risk management process. The book envisions a marriage between the investment and risk processes, an approach that has proven successful at the world’s largest publicly listed hedge fund, Man Group.<br/><br/>The authors provide readers with a new framework for portfolio design that includes defensive strategies, drawdown risk controls, volatility targeting, and actively timing rebalancing trades. You will learn about how the book’s new approach to risk management fared during the recent market drawdown at the height of the COVID-19 pandemic. You will also discover why the traditional risk weighting approach only works on certain classes of assets.<br/><br/>The book shows you how to accurately evaluate the costs of defensive strategies and which ones offer the best and most cost-effective protection against market downturns. Finally, you will learn how to obtain a more balanced return stream by targeting volatility rather than a constant notional exposure and gain a deeper understanding of concepts like portfolio rebalancing.<br/><br/>Perfect for people working in the asset management industry and financial policy makers, Strategic Risk Management: Designing Portfolios and Managing Risk will also earn a place in the libraries of economics and finance scholars, as well as casual readers who take an active approach to investing in their savings or pension assets. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Risk management |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Portfolio management |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Strategic planning |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Rattray, Sandy |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Hemert, Otto Van |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Book |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Collection code | Bill No | Bill Date | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Cost, normal purchase price | Total Checkouts | Total Renewals | Full call number | Accession Number | Date last seen | Date checked out | Copy number | Cost, replacement price | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Finance & Accounting | TB675 | 10-06-2022 | Indian Institute of Management LRC | Indian Institute of Management LRC | General Stacks | 07/07/2022 | Technical Bureau India Pvt. Ltd. | 1838.37 | 3 | 2 | 332.6 HAR | 002695 | 02/21/2024 | 02/21/2024 | 1 | 2796.00 | 07/07/2022 | Book |