Jaeger: Managing Risk AI Strats_c
Jaeger, Lars
Sold by Bay State Book Company, North Smithfield, RI, U.S.A.
AbeBooks Seller since 23 January 2023
Used - Hardcover
Condition: Used - Very good
Ships within U.S.A.
Quantity: 1 available
Add to basketSold by Bay State Book Company, North Smithfield, RI, U.S.A.
AbeBooks Seller since 23 January 2023
Condition: Used - Very good
Quantity: 1 available
Add to basketThe widespread interest in hedge funds and managed futures can be attributed to the attractive risk-reward characteristics of Alternative Investment Strategies (AIS) as well as their low correlation to traditional asset classes. However, in order for AIS to achieve their full potential, the industry must address investor concerns about the diverse risks of AIS investments as well as the lack of investment transparency, low liquidity and long redemption periods.
Managing Risk in Alternative Investment Strategies
provides a concise guide to the latest thinking in AIS risk for investment professionals and elaborates on the emerging ‘transparency model’ which provides the backbone of solid risk management.
The book discusses the ‘art and science’ of effective hedge fund risk management including:
Managing Risk in Alternative Investment Strategies is an ideal guide for investment professionals looking to reap the rewards of alternative investment strategies and control their risk effectively.
Lars Jaeger
is a Partner of Partners Group, one of the largest European alternative asset managers, based in Zug, Switzerland. He was a Managing Director and Co-founder of saisGroup, a Swiss based specialist firm for multi-manager AIS portfolios, which merged with Partners Group in late 2001, and is now responsible for risk management of the diverse AIS investment products of Partners Group.
Lars Jaeger holds a PhD in theoretical physics from the Max-Planck Institute in Germany and worked as a researcher in different areas of theoretical physics (quantum field theory, atomic physics, and chaos theory).
Lars worked for two years at Olsen and Associates in Zurich as a quantitative researcher, where he designed econometric and mathematical models for financial markets (systematic trading models, portfolio and risk management).
He subsequently worked at Credit Suisse Asset Management, where he was responsible for risk management and quantitative analysis of Hedge Fund and Managed Futures strategies.
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