著者・編者Campbell R. Harvey, Sandy Rattray, Otto Van Hemert
一般注記"Wiley finance series" -- On jacket
Includes bibliographical references and index
Summary: "Risk management is a trending topic. We have recently lived through the global pandemic, which sent equity markets into a tailspin. Despite its relevance, risk management remains a poorly understood afterthought, with portfolios designed and handed off to the risk management team without a backward glance. Our book presents a different vision. It is based on the integration of the investment and risk processes, the cornerstone of the success of the world's largest publicly listed hedge fund company, Man Group, to which the authors are affiliated. Market selloffs, such as the one we experienced in the first quarter of 2020 with the global Covid-19 pandemic, are fresh reminders of the importance of risk management. Unfortunately, it is only after these painful episodes that investment processes are re-examined. Indeed, a popular approach is to have two separate groups with a fund. The portfolio is designed by an investment management team and then handed off and monitored by a risk management team..."
連携機関・データベース国立情報学研究所 : CiNii Research
NACSIS書誌ID（NCID）https://ci.nii.ac.jp/ncid/BC05368590 : BC05368590