Derivative Strategies for Managing Portfolio Risk

by Keith C. Brown, Don M. Chance, Roger G. Clarke

This proceedings probes the opportunities for using domestic and international equity, fixed-income instruments, and currency derivatives--including options, futures, forwards, and swaps--in the portfolio management process. Proceedings of the AIMR seminar held April 13-14, 1993 in Marina Del Rey, California.

141 pages, Paperback

First published December 15, 2015