IMAC Lecture - Portfolio Risk Management Strategies
Nadima El-Hassan | University of Technology Sydney
About this Lecture
This lecture instructs IMAC candidates on the principles of various portfolio risk management strategies including:
- the multifactor approach to portfolio risk management;
- sources of risk that can be identified and managed within a portfolio;
- managing portfolio risk using futures and options;
- Value-at-Risk as a measure of portfolio downside risk;
- risk budgeting and Value-at-Risk; and,
- decomposing risk using Value-at-Risk to measure a portfolio’s overall risk.
About the Lecturer
Nadima El-Hassan is a Senior Lecturer in the Finance Discipline Group ...