依據列出的章節把檔案做過裁切，只會包含以下列出的章節，不會有其他的章節！
57. 58.與 62. 找不到可供分享的檔案
若各位先進手邊有的話還請不吝提供
謝謝~

Risk Management and Investment Management
Level II ExamWeight: 20%, Full ExamWeight: 10%

56. Grinold and Kahn, Active Portfolio Management, 2nd Edition.
• Chapter 14 . . . . . . . . . . Portfolio Construction
• Chapter 17 . . . . . . . . . . Performance Analysis


57. Lars Jaeger (editor), The New Generation of Risk Management for Hedge Funds and Private Equity
Investments, (London: Euromoney Institutional Investor , 2003).
• Chapter 6 . . . . . . . . . . . Funds of Hedge Funds, by Sohail Jaffer
• Chapter 27 . . . . . . . . . . Style Drifts: Monitoring, Detection and Control, by Pierre Yves Moix

58. Lars Jaeger , Through the Alpha Smoke Screens: A Guide to Hedge Fund Returns (New York: Institutional
Investor Books, 2005).
• Chapter 5 . . . . . . . . . . . Individual Hedge Fund Strategies

59. Jorion, Value-at-Risk, 3rd Edition.
• Chapter 7 . . . . . . . . . . . Portfolio Risk: Analytical Methods
• Chapter 17 . . . . . . . . . . VaR and Risk Budgeting in Investment Management


60. René Stulz, “Hedge Funds: Past, Present and Future.” Copy of article available at
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=939629.


61. Robert Litterman and the Quantitative Resources Group, Modern Investment Management: An Equilibrium
Approach (Hoboken, NJ: JohnWiley & Sons, 2003).
• Chapter 17 . . . . . . . . . . Risk Monitoring and Performance Measurement


62. Leslie Rahl (editor), Risk Budgeting: A New Approach to Investing (London: Risk Books, 2004).
• Chapter 6 . . . . . . . . . . . Risk Budgeting for Pension Funds and Investment Managers Using VaR, by Michelle McCarthy