FRM Part II Book 4. Risk Management and Investment Management; Current Issues in Financial Markets (2013 SchweserNotes)

Kaplan, Inc., 2013. — 282 p. — ISBN: 978-1-4277-4474-6The final in the eight books set designed to prepare for the GARP FRM Exam (2013)Portfolio construction
Portfolio Risk: Analytical Methods
VaR and Risk Budgeting in Investment Management
Risk Monitoring and Performance Measurement
Empirical Evidence on Security Returns
Portfolio Performance Evaluation
Overview of Hedge Funds
Hedge Funds Investment Strategies
Overview of private equity
Hedge funds
Risk Management of Hedge Funds
Trust and Delegation
Madoff: a Riot of Red Flags
Sovereign Creditworthiness and Financial Stability
Tails of unexpected
The dog and the frisbee
Challenges of financial innovation
Exchange-traded funds, Market structure and the Flash Crash