Strategic risk management : (Record no. 15242)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 03140cam a22004218i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 21906432 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20250515144950.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 210216s2021 nju 001 0 eng |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER | |
| LC control number | 2021005741 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781119773917 |
| Qualifying information | (hardback) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Canceled/invalid ISBN | 9781119773948 |
| Qualifying information | (adobe pdf) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Canceled/invalid ISBN | 9781119773924 |
| Qualifying information | (epub) |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | DLC |
| Language of cataloging | eng |
| Description conventions | rda |
| Transcribing agency | KSG |
| 042 ## - AUTHENTICATION CODE | |
| Authentication code | pcc |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HG4529.5 |
| Item number | .H378 2021 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.6 |
| Edition number | 23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Harvey, Campbell R., |
| Relator term | author. |
| 245 10 - TITLE STATEMENT | |
| Title | Strategic risk management : |
| Remainder of title | designing portfolios and managing risk / |
| Statement of responsibility, etc. | Campbell R. Harvey, Sandy Rattray, and Otto Van Hemert. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | First edition. |
| 263 ## - PROJECTED PUBLICATION DATE | |
| Projected publication date | 2105 |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Place of production, publication, distribution, manufacture | Hoboken : |
| Name of producer, publisher, distributor, manufacturer | Wiley, |
| Date of production, publication, distribution, manufacture, or copyright notice | 2021. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | pages cm. |
| 336 ## - CONTENT TYPE | |
| Content type term | text |
| Content type code | txt |
| Source | rdacontent |
| 337 ## - MEDIA TYPE | |
| Media type term | unmediated |
| Media type code | n |
| Source | rdamedia |
| 338 ## - CARRIER TYPE | |
| Carrier type term | volume |
| Carrier type code | nc |
| Source | rdacarrier |
| 490 0# - SERIES STATEMENT | |
| Series statement | Wiley finance |
| 500 ## - GENERAL NOTE | |
| General note | Includes index. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | "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. This approach essentially sets tripwires that trigger risk reductions. We advocate a different approach. Risk management should be an integral part of the portfolio design. This is what we refer to as strategic risk management. In this book, we set forward this new framework where we explore critical aspects of portfolio design including: defensive strategies, drawdown risk controls, volatility targeting, and actively timing rebalancing trades. We have published a number of research papers on these components of risk management. The first quarter of 2020 provided a unique out-of-sample test. Our book also explores how our recommendations fared in the most recent drawdown"-- |
| Assigning source | Provided by publisher. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Portfolio management. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Risk management. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Rattray, Sandy, |
| Relator term | author. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Hemert, Otto van, |
| Dates associated with a name | 1977- |
| Relator term | author. |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Online version: |
| Main entry heading | Harvey, Campbell R., |
| Title | Strategic risk management |
| Edition | First edition. |
| Place, publisher, and date of publication | Hoboken : Wiley, 2021. |
| International Standard Book Number | 9781119773948 |
| Record control number | (DLC) 2021005742 |
| 906 ## - LOCAL DATA ELEMENT F, LDF (RLIN) | |
| a | 7 |
| b | cbc |
| c | orignew |
| d | 1 |
| e | ecip |
| f | 20 |
| g | y-gencatlg |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Library of Congress Classification |
| Koha item type | General Books |
| Suppress in OPAC | No |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Total checkouts | Full call number | Barcode | Date last seen | Copy number | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Library of Congress Classification | Kenya School of Government - Embu | Kenya School of Government - Embu | General stacks | 15/05/2025 | Purchase | HG4529.5 .H378 2021 | EMB11659 | 15/05/2025 | 1 | 15/05/2025 | General Books |