4. Risk Models

  1. Rishi K Narang

Published Online: 1 DEC 2011

DOI: 10.1002/9781118267738.ch4

Inside the Black Box: The Simple Truth About Quantitative Trading

Inside the Black Box: The Simple Truth About Quantitative Trading

How to Cite

Narang, R. K. (2009) Risk Models, in Inside the Black Box: The Simple Truth About Quantitative Trading, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118267738.ch4

Publication History

  1. Published Online: 1 DEC 2011
  2. Published Print: 24 AUG 2009

ISBN Information

Print ISBN: 9780470432068

Online ISBN: 9781118267738

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Keywords:

  • risk models;
  • quant trader;
  • consistency of returns;
  • risk management;
  • alpha strategy

Summary

This chapter contains sections titled:

  • Limiting the Amount of Risk

  • Limiting the Types of Risk

  • Summary