Extreme Value Hedging
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Extreme Value Hedging
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Author : Ronald D. Orol
language : en
Publisher: John Wiley & Sons
Release Date : 2008-01-18
Extreme Value Hedging written by Ronald D. Orol and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-01-18 with Business & Economics categories.
Activist hedge fund managers represent a small part of the $1.5 trillion hedge fund industry, but their approach is causing a stir among traditional managers and the investment community because they are shaking up the corporate establishment and making money for their investors. These types of managers are here to stay and Extreme Value Hedging tells the story of their rise to power in the U.S. and how they are spreading their influential gospel around the globe to places like China, Ukraine, South Korea and Sweden. Author Ronald D. Orol has a unique understanding of this world and through this book he shares his unparalleled insights in an easy to comprehend manner. He discusses everything from activist investor efforts to breakup the clubby insider world of corporate boardrooms to their deal-making or breaking pressure tactics and courtroom battles. Orol skillfully makes his case for each subject by offering revelations and examples from insiders like Ralph Whitworth, (Relational Investors), Guy Wyser-Pratte, (Wyser-Pratte Management), Mark Schwarz, (Newcastle Capital Group LLC), Robert Chapman (Chapman Capital), Phillip Goldstein (Opportunity Partners), Jeffrey Ubben (ValueAct Capital), Jeffrey M. Solomon (Ramius Capital Group LLC), Michael Van Biema (Van Biema Value Partners), Eric Rosenfeld (Crescendo Partners), Lars Förberg (Cevian Capital) and Emanuel Pearlman (Liberation Investment Group), among many, many others.
Tail Risk Of Hedge Funds
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Author : Gregor Aleksander Gawron
language : en
Publisher: Cuvillier Verlag
Release Date : 2007
Tail Risk Of Hedge Funds written by Gregor Aleksander Gawron and has been published by Cuvillier Verlag this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007 with categories.
Extreme Events In Finance
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Author : Francois Longin
language : en
Publisher: John Wiley & Sons
Release Date : 2016-10-17
Extreme Events In Finance written by Francois Longin and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-10-17 with Business & Economics categories.
A guide to the growing importance of extreme value risk theory, methods, and applications in the financial sector Presenting a uniquely accessible guide, Extreme Events in Finance: A Handbook of Extreme Value Theory and Its Applications features a combination of the theory, methods, and applications of extreme value theory (EVT) in finance and a practical understanding of market behavior including both ordinary and extraordinary conditions. Beginning with a fascinating history of EVTs and financial modeling, the handbook introduces the historical implications that resulted in the applications and then clearly examines the fundamental results of EVT in finance. After dealing with these theoretical results, the handbook focuses on the EVT methods critical for data analysis. Finally, the handbook features the practical applications and techniques and how these can be implemented in financial markets. Extreme Events in Finance: A Handbook of Extreme Value Theory and Its Applications includes: Over 40 contributions from international experts in the areas of finance, statistics, economics, business, insurance, and risk management Topical discussions on univariate and multivariate case extremes as well as regulation in financial markets Extensive references in order to provide readers with resources for further study Discussions on using R packages to compute the value of risk and related quantities The book is a valuable reference for practitioners in financial markets such as financial institutions, investment funds, and corporate treasuries, financial engineers, quantitative analysts, regulators, risk managers, large-scale consultancy groups, and insurers. Extreme Events in Finance: A Handbook of Extreme Value Theory and Its Applications is also a useful textbook for postgraduate courses on the methodology of EVTs in finance.
Hedge Funds
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Author : Greg N. Gregoriou
language : en
Publisher: Beard Books
Release Date : 2003
Hedge Funds written by Greg N. Gregoriou and has been published by Beard Books this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with Business & Economics categories.
Twenty-one contributions from academics and practitioners discuss recent research on hedge funds. Aimed at investment professionals and high net worth individuals, the text deals with current methods of hedge fund tracking, evaluation, and selection. Sample topics include convertible arbitrage funds
The Use Of Extreme Value Theory For Return Predictability
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Author : David Happersberger
language : en
Publisher:
Release Date : 2015
The Use Of Extreme Value Theory For Return Predictability written by David Happersberger and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015 with categories.
Algorithms For Worst Case Design And Applications To Risk Management
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Author : Berç Rustem
language : en
Publisher: Princeton University Press
Release Date : 2009-02-09
Algorithms For Worst Case Design And Applications To Risk Management written by Berç Rustem and has been published by Princeton University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-02-09 with Mathematics categories.
Recognizing that robust decision making is vital in risk management, this book provides concepts and algorithms for computing the best decision in view of the worst-case scenario. The main tool used is minimax, which ensures robust policies with guaranteed optimal performance that will improve further if the worst case is not realized. The applications considered are drawn from finance, but the design and algorithms presented are equally applicable to problems of economic policy, engineering design, and other areas of decision making. Critically, worst-case design addresses not only Armageddon-type uncertainty. Indeed, the determination of the worst case becomes nontrivial when faced with numerous--possibly infinite--and reasonably likely rival scenarios. Optimality does not depend on any single scenario but on all the scenarios under consideration. Worst-case optimal decisions provide guaranteed optimal performance for systems operating within the specified scenario range indicating the uncertainty. The noninferiority of minimax solutions--which also offer the possibility of multiple maxima--ensures this optimality. Worst-case design is not intended to necessarily replace expected value optimization when the underlying uncertainty is stochastic. However, wise decision making requires the justification of policies based on expected value optimization in view of the worst-case scenario. Conversely, the cost of the assured performance provided by robust worst-case decision making needs to be evaluated relative to optimal expected values. Written for postgraduate students and researchers engaged in optimization, engineering design, economics, and finance, this book will also be invaluable to practitioners in risk management.
Extreme Value Analysis Table
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Author :
language : en
Publisher:
Release Date : 1962
Extreme Value Analysis Table written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1962 with categories.
Extreme Values In Finance Telecommunications And The Environment
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Author : Barbel Finkenstadt
language : en
Publisher: CRC Press
Release Date : 2003-07-28
Extreme Values In Finance Telecommunications And The Environment written by Barbel Finkenstadt and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-07-28 with Mathematics categories.
Because of its potential to ...predict the unpredictable,... extreme value theory (EVT) and methodology is currently receiving a great deal of attention from statistical and mathematical researchers. This book brings together world-recognized authorities in their respective fields to provide expository chapters on the applications, use, and theory
Activist Vs Passivist Hedge Funds
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Author : Ivan Kühne
language : en
Publisher: Haupt Verlag AG
Release Date : 2011
Activist Vs Passivist Hedge Funds written by Ivan Kühne and has been published by Haupt Verlag AG this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011 with Hedge funds categories.
Alternative Investments
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Author : Donald R. Chambers
language : en
Publisher: John Wiley & Sons
Release Date : 2015-08-18
Alternative Investments written by Donald R. Chambers and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-08-18 with Business & Economics categories.
The official CAIA Level 1 curriculum book Alternative Investments: CAIA Level I, 3rd Edition is the curriculum book for the Chartered Alternative Investment Analyst (CAIA) Level I professional examination. Covering the fundamentals of the alternative investment space, this book helps you build a foundation in alternative investment markets. You'll look closely at the different types of hedge fund strategies and the range of statistics used to define investment performance as you gain a deep familiarity with alternative investment terms and develop the computational ability to solve investment problems. From strategy characteristics to portfolio management strategies, this book contains the core material you will need to succeed on the CAIA Level I exam. This updated third edition tracks to the latest version of the exam, and is accompanied by the following ancillaries: a workbook, study guide, learning objectives, and an ethics handbook. Most investment analyst education programs focus primarily on the traditional asset classes, pushing alternative investments to the sidelines. The CAIA designation was developed in response to the tremendous growth of alternative investing, and is the industry's premier educational standard. This book is your official study companion, bringing you fully up to speed on everything you need to know (with the exception of the ethics material covered in a separate handbook). Understand the complexities of each alternative asset class Learn the quantitative techniques professionals use every day Dig into the unique aspects of alternative investments Master the core material covered by the CAIA Level I exam More than 300 financial institutions and hedge funds have committed key executives to the CAIA exam, and this rapidly growing trend speaks to the designation's rising status as a must-have credential for anyone in the alternative investment sphere. Increase your chances of success by getting your information straight from the source in CAIA Level I.