Macro Risk Management
A Multi-Strategy Perspective
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Beschreibung
This book addresses a gap in the existing literature by bringing together the disciplines that underpin macro risk management, including macroeconomics, derivatives, quantitative methods, market microstructure, and the behavior of institutional market participants. While these subjects are well covered individually, only a few works examine how they interact in the practice of macro risk management. As macro multi-strategy hedge funds have grown in scale and importance, they have introduced risk management challenges distinct from those found in traditional investment strategies. Written by an industry leader with experience building and leading risk teams across some of the world's most prestigious hedge funds, this book provides an integrated framework for understanding and managing risk in modern macro investing.
This book addresses a gap in the existing literature by bringing together the disciplines that underpin macro risk management, including macroeconomics, derivatives, quantitative methods, market microstructure, and the behavior of institutional market participants. While these subjects are well covered individually, only a few works examine how they interact in the practice of macro risk management. As macro multi-strategy hedge funds have grown in scale and importance, they have introduced risk management challenges distinct from those found in traditional investment strategies. Written by an industry leader with experience building and leading risk teams across some of the world's most prestigious hedge funds, this book provides an integrated framework for understanding and managing risk in modern macro investing.
Synthesizes quantitative and economic insights into a comprehensive framework Bridges a gap in the literature by unifying macroeconomics, financial math, and hedge fund risk management Written by an industry leader
Autor*in
Shivi S. Bansal
Themen in »Macro Risk Management«
Macro Risk Management Macro Hedge Funds Multi-Strategy Hedge Funds Financial Macroeconomics Quantitative Risk Management Cross-Asset Risk Global Macro Value at Risk Stress Testing Interest Rate Derivatives Volatility Surfaces Capital Allocation Behavioral Finance