The Leading eBooks Store Online 4,410,490 members ⚫ 1,532,108 ebooks

New to

Learn more

Portfolio Representations

A Step-by-step Guide to Representing Value, Exposure and Risk for Fixed Income, Equity, FX and Derivatives

Portfolio Representations by Jem Tugwell
Buy this eBook
US$ 39.48
(If any tax is payable it will be calculated and shown at checkout.)
This book provides a practical and sophisticated insight into each financial asset type, and how the different risks and exposures they involve should be most accurately combined and represented in a portfolio. The financial issues facing the world since the late 2000s have provided the asset management community with a brutal reminder of the importance of having genuine knowledge of portfolio structures and the risks embedded within them. More so than ever, fund managers need a clear and consistent way of separating value from exposure in their portfolios, allowing a complete 'look-through' to the real risks contained in derivatives and pooled/structured products. Equally, as fund managers are driven to find risk-adjusted rather than just raw returns, it is imperative that risk measures and the understanding derived from them are applied to the entirety of a portfolio, as opposed to just particular asset classes or sections. This book, written by hugely experienced investment expert Jem Tugwell, provides a practical and comprehensive solution. Written in plain English and carefully structured to be easy to use, this is the definitive guide to accurately and quickly representing value in financial portfolios of every complexity. Taking the reader through each asset type in turn, with detailed workings and explanations, it is the most lucid and helpful professional guide yet written on the subject - and something no one working in this area can afford to be without.
Harriman House; January 2012
484 pages; ISBN 9780857191991
Read online, or download in secure EPUB
Title: Portfolio Representations
Author: Jem Tugwell