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What Hedge Really Funds Do : an Introduction to Portfolio Management.
When I managed a hedge fund in the late 1990s, computer-basedtrading was a mysterious technique only available to thelargest hedge funds and institutional trading desks. We've comea long way since then. With this book, Drs. Romero and Balch liftthe veil from many of these once-opaque concepts i...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Business Expert Press,
2014.
|
| Colección: | 2014 digital library.
Economics collection. |
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Romero, Philip J. | |
| 245 | 1 | 0 | |a What Hedge Really Funds Do : |b an Introduction to Portfolio Management. |
| 260 | |b Business Expert Press, |c 2014. | ||
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| 520 | |a When I managed a hedge fund in the late 1990s, computer-basedtrading was a mysterious technique only available to thelargest hedge funds and institutional trading desks. We've comea long way since then. With this book, Drs. Romero and Balch liftthe veil from many of these once-opaque concepts in high-techfinance. We can all benefit from learning how the cooperationbetween wetware and software creates fitter models. This bookdoes a fantastic job describing how the latest advances in financialmodeling and data science help today's portfolio managerssolve these greater riddles.-Michael Himmel, M. | ||
| 505 | 0 | |a Part I. The basics -- 1. Introduction -- 2. So you want to be a hedge fund manager -- 3. An illustrative hedge fund strategy: arbitrage -- 4. Market-making mechanics -- 5. Introduction to company valuation -- Part II. Investing fundamentals: CAPM and EMH -- 6. How valuation is used by hedge funds -- 7. Framework for investing: the capital asset pricing model (CAPM) -- 8. The efficient market hypothesis (EMH), its three versions -- 9. The fundamental law of active portfolio management -- Part III. Market simulation and portfolio construction -- 10. Modern portfolio theory: the efficient frontier and portfolio optimization -- 11. Event studies -- 12. Overcoming data quirks to design trading strategies -- 13. Data sources -- 14. Back testing strategies -- Part IV. Case study and issues -- 15. Hedge fund case study: long term capital management (LTCM) -- 16. Opportunities and challenges for hedge funds -- Teaching cases -- Glossary -- Summary -- Index. | |
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Hedge funds. | |
| 650 | 0 | |a Portfolio management. | |
| 650 | 6 | |a Fonds spéculatifs. | |
| 650 | 6 | |a Gestion de portefeuille. | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Finance. |2 bisacsh | |
| 650 | 7 | |a Hedge funds |2 fast | |
| 650 | 7 | |a Portfolio management |2 fast | |
| 650 | 7 | |a Fons especulatius. |2 thub | |
| 650 | 7 | |a Gestió de cartera. |2 thub | |
| 653 | |a absolute return | ||
| 653 | |a active investment management | ||
| 653 | |a arbitrage | ||
| 653 | |a capital asset pricing model | ||
| 653 | |a CAPM | ||
| 653 | |a derivatives | ||
| 653 | |a exchange traded funds | ||
| 653 | |a ETF | ||
| 653 | |a fat tails | ||
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| 653 | |a hedge funds | ||
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| 653 | |a HFT | ||
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| 653 | |a investment management | ||
| 653 | |a long/short | ||
| 653 | |a modern portfolio theory | ||
| 653 | |a MPT | ||
| 653 | |a optimization | ||
| 653 | |a quant | ||
| 653 | |a quantitative trading strategies | ||
| 653 | |a portfolio construction | ||
| 653 | |a portfolio management | ||
| 653 | |a portfolio optimization | ||
| 653 | |a trading | ||
| 653 | |a trading strategies | ||
| 653 | |a Wall Street | ||
| 655 | 7 | |a Llibres electrònics. |2 thub | |
| 776 | 0 | 8 | |i Print version: |z 9781322076478 |
| 830 | 0 | |a 2014 digital library. | |
| 830 | 0 | |a Economics collection. |x 2163-7628 | |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=1771351 |z Texto completo |
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| 938 | |a ProQuest Ebook Central |b EBLB |n EBL1771351 | ||
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