http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
risk management for portfolios of limited partnership funds
Arms investors with powerful new tools for measuring and managing the risks associated with the various illiquid asset classes With risk-free interest rates and risk premiums at record lows, many investors are turning to illiquid assets, such as real estate, private equity, infrastructure and timber, in search of superior returns and greater portfolio diversity. But as many analysts, investors and wealth managers are discovering, such investments bring with them a unique set of risks that cannot be measured by standard asset allocation models. Written by a dream team of globally renow.
pt. I. Illiquid investments as an asset class -- pt. II. Risk measurement and modelling -- pt. III. Risk management and its governance.
Peter Cornelius, Christian Diller, Didier Guennoc and Thomas Meyer.
Includes bibliographical references and index.
Chichester, West Sussex : John Wiley & Sons, Ltd., [2013]