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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Romero, Philip J.
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Business Expert Press, 2014.
Colección:2014 digital library.
Economics collection.
Temas:
Hedge funds.
Portfolio management.
Fonds spéculatifs.
Gestion de portefeuille.
BUSINESS & ECONOMICS > Finance.
Hedge funds
Portfolio management
Fons especulatius.
Gestió de cartera.
absolute return
active investment management
arbitrage
capital asset pricing model
CAPM
derivatives
exchange traded funds
ETF
fat tails
finance
hedge funds
hedging
high-frequency trading
HFT
investing
investment management
long/short
modern portfolio theory
MPT
optimization
quant
quantitative trading strategies
portfolio construction
portfolio management
portfolio optimization
trading
trading strategies
Wall Street
Llibres electrònics.
Acceso en línea:Texto completo
Tabla de Contenidos:
  • 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.

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