Derivatives in portfolio management: proceedings of the AIMR seminar "Using Derivatives in Managing Portfolios", November 13-14, 1997, Chicago, Illinois

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Association for Investment Management and Research, Dec 1, 1998 - Business & Economics - 86 pages
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Derivatives in Equity Portfolios
Derivatives in Fixedincome Portfolios
Derivatives for International Investing
Picturing Volatility and Correlation
Applying ValueatRisk Measures to Derivatives
Addressing Derivatives Risk
SelfEvaluation Examination

About the author (1998)

DON M. CHANCE, (Ph.D., Louisiana State University; CFA), is the William H. Wright Endowed Chair for Financial Services at Louisiana State University. His research has appeared in leading academic and professional journals, has been presented at seminars, conferences and workshops in the U.S. and many foreign countries, has been supported by the Chicago Board of Trade and the Association for Investment Management and Research, and has appeared as contributed chapters to many books. He has been cited or quoted in The Wall Street Journal, The San Francisco Chronicle, The Financial Times, Barron's, Forbes, Institutional Investor, Pensions and Investments, The New York Times, The St. Louis Post-Dispatch, USA Today, the Montreal Gazette, the Dow Jones, Bloomberg, and Knight-Ridder news wires, and the ABC and CBS on-line news services, and he has appeared on CNBC's The Money Club. He is associate editor of The Journal of Derivatives, The Journal of Alternative Investments and The Financial Review and is the author of An Introduction to Derivatives and Risk Management (6th edition forthcoming, 2003) and Essays in Derivatives. Professor Chance has extensive experience as an instructor in professional development programs, a consultant, and as a speaker before practitioner groups. He was founder of Virginia Tech's student-managed investment portfolio.

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