Читать книгу Practical Risk-Adjusted Performance Measurement - Carl R. Bacon - Страница 21

1 1 Glyn A. Holton (2004) Defining Risk. Financial Analysts Journal 60(6), 19–25.

2 2 In truth I did not identify liquidity risk as a separate risk category at the time.

3 3 AXA Rosenberg Settles Coding-Error Case with SEC. Morningstar Fund Times, 3 February 2011.

4 4 Roger Lowenstein (2000) When Genius Failed: The Rise and Fall of Long-Term Capital Management. Random House.

5 5 M. Latham (2019) The Neil Woodford Crisis: An Accident Waiting to Happen? Funds Europe, July–August.

6 6 N. Corbishley (2019) Liquidity Crisis at Woodford Equity Fund is Symptomatic of Systemic Problem, Bank of England Warns. Wolf Street, 12 July.

7 7 J. Booth (2019) Carney Warns that Woodford-style Funds Are “Built on a Lie”. City A.M., 26 June.

8 8 Owen Walker (2021) Built on a Lie. Penguin Random House.

9 9 R. Z. Wiggins, T. Piontek and A. Metrick (2014) The Lehman Brothers Bankruptcy. Yale Program on Financial Stability Case Study 2014-3A-V1.

10 10 Asset owners are investors, typically pension funds, endowments, sovereign wealth funds, boards of investment trusts and high net wealth individuals.

11 11 A. F. Perold and R. Alloway (2003) The Unilever Superannuation Fund vs. Merrill Lynch. Harvard Business School Publishing.

12 12 In this book the terms portfolio manager and asset manager are to some degree interchangeable. I use the term portfolio manager in the context of individual managers employed by asset managers charged with the management of a portfolio of assets.