Global investment risk management : protecting international portfolios against currency, interest rate, equity, and commodity risk
著者
書誌事項
Global investment risk management : protecting international portfolios against currency, interest rate, equity, and commodity risk
(The Irwin library of investment and finance)
McGraw-Hill, c2000
大学図書館所蔵 全12件
  青森
  岩手
  宮城
  秋田
  山形
  福島
  茨城
  栃木
  群馬
  埼玉
  千葉
  東京
  神奈川
  新潟
  富山
  石川
  福井
  山梨
  長野
  岐阜
  静岡
  愛知
  三重
  滋賀
  京都
  大阪
  兵庫
  奈良
  和歌山
  鳥取
  島根
  岡山
  広島
  山口
  徳島
  香川
  愛媛
  高知
  福岡
  佐賀
  長崎
  熊本
  大分
  宮崎
  鹿児島
  沖縄
  韓国
  中国
  タイ
  イギリス
  ドイツ
  スイス
  フランス
  ベルギー
  オランダ
  スウェーデン
  ノルウェー
  アメリカ
注記
Includes bibliographical references and index
内容説明・目次
内容説明
GLOBAL INVESTMENT RISK MANAGEMENT outlines hands-on systems, policies, and procedures that will help you take advantage of the returns available in overseas markets, while keeping closer track of the risks--not only those risks you can see but those you cannot. This practical guide to understanding and managing all aspects of international investment risk--from currency and equity risk to interest rate and commodity risk--includes: When, how, and why to use futures, options, swaps, and customized derivatives; Emerging markets investment strategies to help you seize ground-floor opportunities--while hedging against financial meltdowns; Cautionary tales of mega-billion dollar investment debacles--and how they could have been avoided; Long-term global diversification strategies from asset allocation pioneer Roger C. Gibson; Steps to design a detailed risk management program that fits your institution's risk and investment objectives; A detailed introduction and explanation of Value at Risk (VaR); Internet resources for valuable and cost-free global investment risk management information. Combining the knowledge and experience of 20 of the world's foremost global investment experts, GLOBAL INVESTMENT RISK MANAGEMENT is the first guidebook that explains--in practical and easy-to-understand language--how to understand and hedge against everpresent international investment risks. It will help you expand the boundaries of your investment program, ensuring that your organization makes full use of the world of investment opportunities, while sensibly and strategically hedging against international investment risks.Contributors include: David Beers. Vinod Chandrashekaran. Jason Cook. Christopher L. Culp. Ray Dalio. Roger C. Gibson. Steve H. Hanke. Joanne M. Hill. Michael J. Howell. Richard Johnston. Ira G. Kawaller. Ron Mensink. Ranga Nathan. Andrea M.P. Neves. Todd E. Petzel. Steven A. Schoenfeld. Istvan Szoke. Lee Thomas. Maria E. Tsu. Richard Vogel. Ezra Zask
目次
Contributors. Chapter 1: Global Investment Risk Management. Chapter 2: Institutional Use and Control of the Investment Process. Chapter 3: Reducing Risk Using Global Bond Diversification. Chapter 4: The Multiple Dimensions of Global Equity Risk Management - A Practitioner's Perspective. Chapter 5: Currency Observations: Hedging Currency Risks. Chapter 6: Asset Allocation and the Rewards of Multiple-Asset-Class Investing. Chapter 7: Asset Allocation and Portfolio Strategies. Chapter 8: Management of Currency Fluctuations Associated with International Investments. Chapter 9: Sovereign Credit Ratings: A Primer. Chapter 10: Hedgin the Currency Exposure of a Nondollar Portfolio. Chapter 11: Equity Derivatives Strategies and Risk Management. Chapter 12: Value at Risk for Asset Managers. Chapter 13: Trading Risks in International Investments - Why Market-Neutral Strategies Sometimes Fail. Chapter 14: Managing Global Emerging Markets Risk. Chapter 15: Financial Meltdowns and Exchange Rate Regimes. Chapter 16: Asia Questions Risks? Chapter 17: Managing Latin American Investment Risk. Chapter 18: Eastern European Risk Management. Appendix. Index.
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