Mastering Illiquidity (PDF)
Risk management for portfolios of limited partnership funds
(Sprache: Englisch)
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...
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...
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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
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
Autoren-Porträt von Thomas Meyer, Peter Cornelius, Christian Diller, Didier Guennoc
Dr PETER CORNELIUS is heading AlpInvest Partners'economic and strategic research. Prior to his current position, he
was the Group Chief Economist of Royal Dutch Shell, chief economist
and Director of the World Economic Forum's Global
Competitiveness Program, Head of International Economic Research of
Deutsche Bank, a senior economist with the International Monetary
Fund, and a staff economist of the German Council of Economic
Advisors. He is the chairman of EVCA's 'Risk
Measurement Guidelines' working group. He has been an adjunct
professor at Brandeis University and a Visiting Scholar at Harvard
University and has published widely in leading academic and trade
journals and (co)authored several books, including International
Investments in Private Equity (Elsevier/Academic Press).
Dr CHRISTIAN DILLER is co-founder of Montana Capital
Partners, focused on secondary liquidity in private equity through
its own innovative investment product, sophisticated
securitizations and risk management services for institutional
investors. Previously, he was Head of Solutions at Capital Dynamics
leading the structuring and portfolio and risk management
activities. Christian advised some of the world's largest
investors on portfolio rebalancing and structuring, cash flow
planning and risk management in private equity. Prior to that, he
worked for Allianz Group and Pioneer Investments. Christian is a
member of the EVCA's 'Risk Measurement
Guidelines' working group, co-chairman of the
'Technical Working Group on Solvency II & IORP' and
lecturer at the CIPEI course held by the Oxford Said Business
School. He is author of several articles for practitioners and
academics and holds a Dr. rer. pol. in finance specializing on
risk-/return characteristics of private equity funds.
Dr DIDIER GUENNOC is co-founder of LDS Partners,
specialised in decision systems, program structuring, corporate
governance and risk management solutions for
... mehr
institutional
investors in private equity. He also acts as the secretary of the
International Private Equity and Venture Capital Valuation Board
(IPEV Board). Previously he worked for Origo Management and advised
EVCA, the European Private Equity and Venture Capital Association
on public affairs, statistics and professional standards. He
started his career at Xerfi, the leading French market research
company. Didier was a member of the advisory board of the Centre
for Entrepreneurial and Financial Studies (Technische
Universität München - Germany) and of the private
equity subcommittee of the Chartered Alternative Investment
Analyst® Program. Didier holds a PhD in Business
Administration from the University Robert Schuman, Strasbourg
(France).
Dr THOMAS MEYER is co-founder of LDS Partners,
specialised in decision systems, program structuring, corporate
governance and risk management solutions for institutional
investors in private equity. Previously he was with EVCA, the
European Investment Fund and Allianz Asia Pacific. He is a member
of the EVCA's 'Risk Measurement Guidelines'
working group and of the Chartered Alternative Investment Analyst
Association's (CAIA) private equity sub-committee and a
Shimomura Fellow of the Development Bank of Japan's Research
Institute of Capital Formation. Thomas is co-directing the
Certificate in Institutional Private Equity Investing (CIPEI)
course held by the Oxford Said Business School's Private
Equity Institute and co-authored several books including Beyond
the J-Curve and J-Curve Exposure.
investors in private equity. He also acts as the secretary of the
International Private Equity and Venture Capital Valuation Board
(IPEV Board). Previously he worked for Origo Management and advised
EVCA, the European Private Equity and Venture Capital Association
on public affairs, statistics and professional standards. He
started his career at Xerfi, the leading French market research
company. Didier was a member of the advisory board of the Centre
for Entrepreneurial and Financial Studies (Technische
Universität München - Germany) and of the private
equity subcommittee of the Chartered Alternative Investment
Analyst® Program. Didier holds a PhD in Business
Administration from the University Robert Schuman, Strasbourg
(France).
Dr THOMAS MEYER is co-founder of LDS Partners,
specialised in decision systems, program structuring, corporate
governance and risk management solutions for institutional
investors in private equity. Previously he was with EVCA, the
European Investment Fund and Allianz Asia Pacific. He is a member
of the EVCA's 'Risk Measurement Guidelines'
working group and of the Chartered Alternative Investment Analyst
Association's (CAIA) private equity sub-committee and a
Shimomura Fellow of the Development Bank of Japan's Research
Institute of Capital Formation. Thomas is co-directing the
Certificate in Institutional Private Equity Investing (CIPEI)
course held by the Oxford Said Business School's Private
Equity Institute and co-authored several books including Beyond
the J-Curve and J-Curve Exposure.
... weniger
Bibliographische Angaben
- Autoren: Thomas Meyer , Peter Cornelius , Christian Diller , Didier Guennoc
- 2013, 1. Auflage, 304 Seiten, Englisch
- Verlag: John Wiley & Sons
- ISBN-10: 1119952808
- ISBN-13: 9781119952800
- Erscheinungsdatum: 18.04.2013
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