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Global Macro: Theory and Practice
Discipline: Quantitative Analysis, Corporate Risk
First published:
ISBN: 9781906348908
In the aftermath of the global financial crisis of 2007-09, global macro was one of the few investment strategies that delivered positive returns. Since then global markets have been driven almost solely by macroeconomic decision making; more so than at any time in recent years.
Global Macro: Theory and Practice, edited by industry expert Andrew Rozanov, is the first comprehensive handbook and authoritative guide focusing exclusively on global macro strategies, designed for use by investment professionals involved in constructing and managing institutional portfolios.
Contents
Global Macro: Theory and Practice, Introduction
Global Macro: Origins, History, Prospects
Discretionary Global Macro: A Manager’s Perspective
Systematic Strategies: A Quantitative Approach to Global Macro
The Different Shades of Macro
The Role of a Global Macro Strategist
Emerging Markets in Global Macro Investing
Risk Management in Global Macro Funds
Geopolitical Risk in Global Macro Investing
Global Macro: A Prime Broker’s Perspective
Understanding Global Macro Leverage
Global Macro: An Investment Consultant’s Perspective
Global Macro: a Fund of Hedge Fund’s Perspective
The Case for Global Macro in Institutional Portfolios
GTAA and Global Macro for Long-term Institutional Investors