Hazardous Forecasts and Crisis Scenario Generator
| Autor: | Arnaud Cl‚ment-Grandcourt, Herv‚ Fraysse |
|---|---|
| EAN: | 9780081007778 |
| eBook Format: | ePUB/PDF |
| Sprache: | Englisch |
| Produktart: | eBook |
| Veröffentlichungsdatum: | 06.10.2015 |
| Kategorie: | |
| Schlagworte: | Black-Litterman ESG Markov Rate trend bond management capital asset pricing crisis-prone period economic scenario equity portfolio construction resilient equity risk risk diversification stock |
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This book presents a crisis scenario generator with black swans, black butterflies and worst case scenarios. It is the most useful scenario generator that can be used to manage assets in a crisis-prone period, offering more reliable values for Value at Risk (VaR), Conditional Value at Risk (CVaR) and Tail Value at Risk (TVaR). Hazardous Forecasts and Crisis Scenario Generator questions how to manage assets when crisis probability increases, enabling you to adopt a process for using generators in order to be well prepared for handling crises. - Evaluates risk-oriented philosophy, forecast risk-oriented philosophy and its processes - Features scenario-building processes, with an emphasis on main and extreme scenarios - Discusses asset management processes using a generator methodology to avoid risk understatement and increase optimization.