Alternative Investment Strategies, such as hedge funds, can enhance returns and reduce risk of a global investment portfolio. However, managing their "risk dimension" is critical to success. Managing Risk in Alternative Investment Strategies provides insight into the latest thinking about hedge funds and hedge fund risk management, elaborating on ways to approach some of the main problems and obstacles of this new investment class.
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Book Description
Editorial Reviews
Review
"Lars Jaeger is to be congratulated for taking the mystique out of alternative investment strategies and putting sound risk management methodology into its place. I am convinced that this book will become the prime reference on AIS for many years to come."
Paul Embrechts, Professor of Insurance Mathematics, ETH Zurich
"More and more investment professionals see alternative investment strategies as a new paradigm in asset management. However, press coverage suggests that the hedge funds bubble has not yet burst. The hedge fund area has traditionally been shrouded in myth and misrepresentation. Managing Risk in Alternative Investment Strategies provides what is desperately needed: transparency."
Alexander M. Ineichen, CFA, Managing Director, UBS Warburg, London
"The hedge fund industry is attracting more and more interest after the disappointing performance of financial markets. Lars Jaeger's book clearly and concisely presents the issues and sheds much needed light on this industry. His rigorous description of the most advanced risk management techniques and their application to the hedge funds makes it an indispensable tool for professional investors who want to venture in this field."
Dr. Michel M. Dacorogna, Manager Financial Analysis and Risk Modeling, Converium Ltd
"Risk management and transparency have become key issues for portfolio managers and investors interested in alternative investment strategies. Lars Jaeger finally gives a much needed, clear and practical, treatment on risk management principles for hedge funds and managed futures. This book is a must read for anyone interested in this rapidly growing investment area"
Dr. Dan Rosen, VP Research and New Solutions, Algorithmics
"Mr. Jaeger has put a lot of time and thought into writing a primer onhedge funds that offers useful information for investors. "
P Barr, Hedgeworld.com
From the Back Cover
"Lars Jaeger is to be congratulated for taking the mystique out of alternative investment strategies and putting sound risk management methodology into its place. I am convinced that this book will become the prime reference on AIS for many years to come."
Paul Embrechts, Professor of Insurance Mathematics, ETH Zurich
"More and more investment professionals see alternative investment strategies as a new paradigm in asset management. However, press coverage suggests that the hedge funds bubble has not yet burst. The hedge fund area has traditionally been shrouded in myth and misrepresentation. Managing Risk in Alternative Investment Strategies provides what is desperately needed: transparency."
Alexander M. Ineichen, CFA, Managing Director, UBS Warburg, London
"The hedge fund industry is attracting more and more interest after the disappointing performance of financial markets. Lars Jaeger's book clearly and concisely presents the issues and sheds much needed light on this industry. His rigorous description of the most advanced risk management techniques and their application to the hedge funds makes it an indispensable tool for professional investors who want to venture in this field."
Dr. Michel M. Dacorogna, Manager Financial Analysis and Risk Modeling, Converium Ltd
"Risk management and transparency have become key issues for portfolio managers and investors interested in alternative investment strategies. Lars Jaeger finally gives a much needed, clear and practical, treatment on risk management principles for hedge funds and managed futures. This book is a must read for anyone interested in this rapidly growing investment area"
Dr. Dan Rosen, VP Research and New Solutions, Algorithmics
Alternative Investment Strategies, such as hedge funds, can enhance returns and reduce risk of a global investment portfolio. However, managing their ¿risk dimension¿ is critical to success.
Managing Risk in Alternative Investment Strategies
provides insight into the latest thinking about hedge funds and hedge fund risk management, elaborating on ways to approach some of the main problems and obstacles of this new investment class.
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Inside This Book
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Key Phrases - Statistically Improbable Phrases (SIPs):
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convertible arbitrage, short selling, fixed income arbitrage, distressed securities, equity market neutral, merger arbitrage, statistical arbitrage, private equity, expected shortfall, alternative assets, alternative investment strategies, distressed debt, extreme value theory, corporate event risk, active risk control, broad market risk, short redemption periods, maximal drawdown, declining equity markets, short selling managers, falling equity markets, manager due diligence, active risk management, risk budgeting, rising equity markets Key Phrases - Capitalized Phrases (CAPs): (learn more)
Short Equity, Managed Futures, Global Macro, Risk Arbitrage, Relative Value, Equity Market Timing, Event Driven, Passive Futures, Risk Magazine, Convertible Debenture Arbitrage, Monte Carlo, New York, Systematic Active, Journal of Finance, New Approach, The Economist, Group of Thirty, Capital Markets, Composite Index, Credit Suisse First Boston, Tremont Index, Distressed Security, Systematic Passive, Active Discretionary Futures, Lehman Brothers Publications Browse Sample Pages:
Front Cover | Table of Contents | First Pages | Index | Back Cover | Surprise Me!
convertible arbitrage, short selling, fixed income arbitrage, distressed securities, equity market neutral, merger arbitrage, statistical arbitrage, private equity, expected shortfall, alternative assets, alternative investment strategies, distressed debt, extreme value theory, corporate event risk, active risk control, broad market risk, short redemption periods, maximal drawdown, declining equity markets, short selling managers, falling equity markets, manager due diligence, active risk management, risk budgeting, rising equity markets Key Phrases - Capitalized Phrases (CAPs): (learn more)
Short Equity, Managed Futures, Global Macro, Risk Arbitrage, Relative Value, Equity Market Timing, Event Driven, Passive Futures, Risk Magazine, Convertible Debenture Arbitrage, Monte Carlo, New York, Systematic Active, Journal of Finance, New Approach, The Economist, Group of Thirty, Capital Markets, Composite Index, Credit Suisse First Boston, Tremont Index, Distressed Security, Systematic Passive, Active Discretionary Futures, Lehman Brothers Publications Browse Sample Pages:
Front Cover | Table of Contents | First Pages | Index | Back Cover | Surprise Me!
Citations (learn more)
8
books
cite this book:
See all 8 books citing this book
- Through the Alpha Smoke Screens: A Guide to Hedge Fund Return by Lars Jaeger on page 22, page 169, and Back Matter
- Fixed Income Strategy: A Practitioner's Guide to Riding the Curve (The Wiley Finance Series) by Tamara Mast Henderson on page 161, and Back Matter
- The New Generation of Risk Management for Hedge Funds and Private Equity Investments by Lars Jaeger on page 398
- Evaluating and Implementing Hedge Fund Strategies: The Experience of Managers and Investors, Third Edition by Ronald A Lake on page 18
- Quantitative Finance and Risk Management: A Physicist's Approach by Jan W. Dash in Back Matter
See all 8 books citing this book
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