Risk Management:

The Euromoney Global Portfolio Trading Handbook 2003/04

Euromoney Institutional Investor PLC
Directory September 2003

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Discover why the use of portfolio trading has surged and stay ahead of innovative developments and products in this highly dynamic sector. The Handbook discusses progress and trends at an international level and considers how companies can invest in and profit from best practice in this area. A series of articles discuss subjects and products at the forefront of investors' agendas: equity indices, transition management, transaction cost analysis, risk management, closing prices and index tracking. The Handbook also features contact listings for each contributing company's individual portfolio trading department.

Table of Contents:

Introduction: an overview of portfolio trading and the evolution of execution services by Deutsche Bank Securities Inc.
Who is best positioned to offer transition management? by State Street Corporation
Transaction cost analysis: a centre stage presence in equity markets by Citigroup
Choosing between sources of liquidity in transition management of equity portfolios by Goldman Sachs
Risk management techniques to enhance guaranteed trading by BNP Paribas
The prominence of equity indices and rise of passive funds by Nomura International plc
European closing prices: closing mechanisms and price movements used by European exchanges by JPMorgan Chase
Beta estimation and hedging in hectic markets: a two-state mixture model by SG Securities
Index tracking under transaction costs: rebalancing passive portfolios by RiskLab GmbH, A Member of HVB Group
Risk control in global transitions: a case study illustrationby ITG Inc.

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