GARP Digital Library

  0
 


Investment

 
Chapter 5
The Delta-Normal Method for a Fixed-Income Portfolio
Reading Title:
Reading Author(s):
Book Title:
Book Author(s):
Chapter:
5
Publisher:
Reading Price:
GARP Member (Non-Affiliate):  US$4.95
 
Affiliate & Non-Member:            US$6.45

Chapter 7
Using Factor Models to Compute the VaR of Equity Portfolios
Reading Title:
Reading Author(s):
Book Title:
Book Author(s):
Chapter:
7
Publisher:
Reading Price:
GARP Member (Non-Affiliate):  US$4.95
 
Affiliate & Non-Member:            US$6.45

Chapter 9
Stress Testing
Reading Title:
Reading Author(s):
Book Title:
Book Author(s):
Chapter:
9
Publisher:
Reading Price:
GARP Member (Non-Affiliate):  US$4.95
 
Affiliate & Non-Member:            US$6.45

Chapter 10
Decomposing Risk
Reading Title:
Reading Author(s):
Book Title:
Book Author(s):
Chapter:
10
Publisher:
Reading Price:
GARP Member (Non-Affiliate):  US$4.95
 
Affiliate & Non-Member:            US$6.45

Chapter 11
A Long-Short Hedge Fund Manager
Reading Title:
Reading Author(s):
Book Title:
Book Author(s):
Chapter:
11
Publisher:
Reading Price:
GARP Member (Non-Affiliate):  US$4.95
 
Affiliate & Non-Member:            US$6.45

Chapter 12
Aggregating and Decomposing the Risks of Large Portfolios
Reading Title:
Reading Author(s):
Book Title:
Book Author(s):
Chapter:
12
Publisher:
Reading Price:
GARP Member (Non-Affiliate):  US$4.95
 
Affiliate & Non-Member:            US$6.45

Chapter 13
Risk Budgeting and the Choice of Active Managers
Reading Title:
Reading Author(s):
Book Title:
Book Author(s):
Chapter:
13
Publisher:
Reading Price:
GARP Member (Non-Affiliate):  US$4.95
 
Affiliate & Non-Member:            US$6.45

Chapter 16
Extreme Value Theory and VaR
Reading Title:
Reading Author(s):
Book Title:
Book Author(s):
Chapter:
16
Publisher:
Reading Price:
GARP Member (Non-Affiliate):  US$4.95
 
Affiliate & Non-Member:            US$6.45

Chapter 18
Gaming the VaR
Reading Title:
Reading Author(s):
Book Title:
Book Author(s):
Chapter:
18
Publisher:
Reading Price:
GARP Member (Non-Affiliate):  US$4.95
 
Affiliate & Non-Member:            US$6.45

Chapter 19
Coherent Risk Measures
Reading Title:
Reading Author(s):
Book Title:
Book Author(s):
Chapter:
19
Publisher:
Reading Price:
GARP Member (Non-Affiliate):  US$4.95
 
Affiliate & Non-Member:            US$6.45

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17
 

 
   
GARP Digital Library