<p>Investment portfolios are exposed to numerous risks, some of which can be measured and quantified and some of which must be prepared to address these risks if they are to achieve optimal investment performance. This proceedings guides the reader through the issues associated with the design, implementation, and interpretation of risk management practices for the asset management industry. Proceedings of the AIMR seminar "Risk Management"</p>

Risk Management: Principles and Practices

Business & Money

Bluford H. Putnam

Richard M. Bookstaber

Robert M. McLaughlin

Andrew W. Lo

Desmond Mac Intyre

Charles W. Smithson

Jacques Longerstaey

Michelle McCarthy

Brian D. Singer

Stephen Kealhofer

Insurance

AIMR (CFA Institute)

Given a recent environment of low interest rates, high default rates, periods of high volatility, and increasingly concentrated benchmarks, the presentations in this proceedings explore a variety of methods for maximizing excess return in fixed-income portfolios. Points of emphasis include strengthening the core portfolio by focusing on fundamental credit analysis, joining with other bond buyers to demand tight bond covenants and enforce creditor rights, and expanding the investment universe to include noncore sectors (such as leveraged bank loans, emerging market debt, and high-yield bonds) to enhance fixed-income performance. Proceedings of the seminar "Fixed-Income Management 2002—Innovation Continues" (September 2002).

Fixed-Income Management: Credit, Covenants, and Core-Plus

R.B. Davidson III

Kenneth R. Meyer

Kathleen M. Shanley

Abigail L. McKenna

Christopher L. Gootkind

Scott E. Grannis

Mohamed A. El-Erian

Kevin J. Perry

James H. Gilkeson

CFA Institute

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Books by Stephen Kealhofer