Iceberg Risk An Adventure in Portfolio Theory

Iceberg Risk An Adventure in Portfolio Theory

Iceberg risk is a breakthrough in portfolio and risk management, combining deep theory and an intimate acquaintance with practice. The first half describes in clear, practical terms the 90% of financial risk in large cross-market portfolios that is invisible to standard models. The second half gives...

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Bibliographic Details
Main Author: Osband, Kent (Author)
Format: Book
Language:English
Published: New York TEXERE LLC 2002
Subjects:
Portfolio management
Risk management
Online Access:Click Here to View Status and Holdings.
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520 # # |a Iceberg risk is a breakthrough in portfolio and risk management, combining deep theory and an intimate acquaintance with practice. The first half describes in clear, practical terms the 90% of financial risk in large cross-market portfolios that is invisible to standard models. The second half gives simple, expert advice on how to manage risk. Its ideas will underlie the next generation of risk management.--Cover 
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