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)ContentsPortfolio constructionPortfolio Risk: Analytical MethodsVaR and Risk Budgeting in Investment ManagementRisk Monitoring and Performance MeasurementEmpirical Evidence on Security ReturnsPortfolio Performance EvaluationOverview of Hedge FundsHedge Funds Investment StrategiesOverview of private equity Hedge fundsRisk Management of Hedge FundsTrust and DelegationMadoff: a Riot of Red FlagsSovereign Creditworthiness and Financial StabilityTails of unexpectedThe dog and the frisbeeChallenges of financial innovationExchange-traded funds, Market structure and the Flash Crash