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" Hedge fund risk fundamentals : "
Richard Horwitz.
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BL
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| Record Number
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695653
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| Doc. No
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b517842
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| Main Entry
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Horwitz, Richard,1953-
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| Title & Author
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Hedge fund risk fundamentals : : solving the risk management and transparency challenge /\ Richard Horwitz.
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| Edition Statement
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First edition.
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| Publication Statement
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Princeton, NJ :: Bloomberg Press,, [2004]
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, ©2004
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| Series Statement
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Bloomberg professional library
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| Page. NO
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xx, 275 pages :: illustrations ;; 25 cm.
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| ISBN
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1576601633 (alk. paper)
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| Bibliographies/Indexes
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Includes bibliographical references and index.
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| Contents
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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.
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| Subject
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Hedge funds.
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| Subject
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Risk management.
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| Dewey Classification
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332.64/5
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| LC Classification
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HG4530.H67 2004
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