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 ...