Mastering Illiquidity: Risk management for portfolios of limited partnership funds (The Wiley Finance)

by Thomas Meyer, Peter Cornelius, Christian Diller, and Didier Guennoc

0 ratings • 0 reviews • 0 shelved
Book cover for Mastering Illiquidity
Shelve It

Bookhype may earn a small commission from qualifying purchases. Full disclosure.

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 renowned experts in the field, this book provides a clear, accessible overview of illiquid fund investments, focusing on what the main risks of these asset classes are and how to measure those risks in today's regulatory environment.

  • Provides solutions for institutional investors in need of guidance in today's regulatory environment
  • Offers detailed descriptions of risk measurement in illiquid asset classes, illustrated with real life case studies
  • Helps you to develop reliable risk management tools while complying with the regulations designed to contain the individual and systemic risks arising from illiquid investments
  • Features real-life case studies that capture an array of risk management scenarios you are likely to encounter
  • ISBN13 9781119952800
  • Publish Date 18 April 2013
  • Publish Status Active
  • Publish Country US
  • Publisher John Wiley & Sons Inc
  • Imprint Standards Information Network