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Portfolio Representations by Jem Tugwell

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CHAPTER 1. Building a Portfolio View

This chapter covers the issue of representing values and risk in a portfolio as they apply to all asset types. Subsequent chapters deal with the detail differences for each specific asset type.

As mentioned in the preface, this is not a book on pricing. With the wide asset coverage of the book, to cover pricing in sufficient detail would be impractical. However, each section provides an outline and examples of pricing to help in understanding the risk factors that need representing in a portfolio. Detailed pricing books, as said, do exist for all asset types discussed; these should be consulted to ensure you use the correct model for accurately pricing the detail of each specific asset.

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