Managing risk in alternative investment strategies. Sucessful Investing in Hedge Funds and Managed Futures

Lars Jaeger

ISBN 10: 0273656988 / ISBN 13: 9780273656982

Published by Prentice Hall, 2002

About this Item

Gebundene Ausgabe Sehr guter Zustand, ohne Namenseintrag, Original-Schutzumschlag Zustand: 1, Wie neu - gebraucht, Gebundene Ausgabe Prentice Hall , 2002 , Managing risk in alternative investment strategies. Sucessful Investing in Hedge Funds and Managed Futures, Lars Jaeger.

Seller Inventory # BU357899

Bibliographic Details

• Title: Managing risk in alternative investment strategies. Sucessful Investing in Hedge Funds and Managed Futures
• Publisher: Prentice Hall
• Publication Date: 2002
• Language: English
• ISBN 10: 0273656988
• ISBN 13: 9780273656982
• Binding: Hardcover
• Condition: Wie neu - gebraucht
• Dust Jacket Condition: Dust Jacket Included
• Seller catalogs:
  • Ratgeber

About this title

Synopsis

The 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:

• the properties of Alternative Investment Strategies (Hedge Funds and Managed Futures)
• a thorough discussion of the underlying investment strategies
• a comparison of the specific risks of each strategy
• an outline of modern financial risk analysis tools
• the principles of risk management in an AIS portfolio.

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.

About the Author

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.