IMAC:  Portfolio Risk Management Strategies

Nadima El-Hassan | 01 October 2019

This lecture instructs IMAC candidates on: the multifactor approach to portfolio risk management; sources of risk that may be identified and managed within a portfolio; how risk may be managed using futures and options; Value-at-Risk as a measure of portfolio downside risk; Risk budgeting and Value-at-Risk; and how risk may be decomposed using value-at-risk to measure a portfolio’s overall risk.

ABOUT THE LECTURER

Nadima El-Hassan is ...