FRM Part II Book 4: Risk Management and Investment Management; Current Issues in Financial Markets (2013 SchweserNotes)
Book information
Description
Kaplan, Inc., 2013. — 282 p. — ISBN 978-1-4277-4474-6The final in the eight books set designed to prepare for the GARP FRM Exam (2013)Contents Portfolio construction Portfolio Risk: Analytical Methods VaR and Risk Budgeting in Investment Management Risk Monitoring and Performance Measurement Empirical Evidence on Security Returns Portfolio Performance Evaluation Overview of Hedge Funds Hedge Funds Investment Strategies Overview of private equity Hedge funds Risk Management of Hedge Funds Trust and Delegation Madoff: a Riot of Red Flags Sovereign Creditworthiness and Financial Stability Tails of unexpected The dog and the frisbee Challenges of financial innovation Exchange-traded funds, Market structure and the Flash Crash