Cargando…
The world of hedge funds : characteristics and analysis /
The World of Hedge Funds is a compendium of distinguishedpapers focusing on the cutting-edge analysis of hedge funds. This areais arguably the fastest growing source of funds in the investmentmanagement arena. It represents an exciting opportunity for theinvestor and manager in terms of the range of...
| Clasificación: | Libro Electrónico |
|---|---|
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
New Jersey :
World Scientific,
©2005.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
| LEADER | 00000cam a22000004a 4500 | ||
|---|---|---|---|
| 001 | EBSCO_ocm70277186 | ||
| 003 | OCoLC | ||
| 005 | 20231017213018.0 | ||
| 006 | m o d | ||
| 007 | cr cnu---unuuu | ||
| 008 | 060711s2005 njua ob 000 0 eng d | ||
| 010 | |z 2005044180 | ||
| 040 | |a N$T |b eng |e pn |c N$T |d YDXCP |d OCLCQ |d IDEBK |d OCLCQ |d MERUC |d OCLCQ |d UV0 |d DKDLA |d ADU |d E7B |d OCLCO |d OCLCF |d OCLCQ |d EBLCP |d MHW |d DEBSZ |d NLE |d OCLCQ |d AZK |d JBG |d COCUF |d AGLDB |d MOR |d PIFBR |d ZCU |d OCLCQ |d U3W |d STF |d WRM |d VNS |d VTS |d ICG |d NRAMU |d VT2 |d OCLCQ |d AU@ |d WYU |d OCLCQ |d DKC |d OCLCQ |d M8D |d UKAHL |d OCLCQ |d UKCRE |d AJS |d OCLCO |d OCLCQ |d OCLCO | ||
| 019 | |a 228136825 |a 466449377 |a 474157412 |a 475976206 |a 614887202 |a 647492631 |a 722460629 |a 815743964 |a 860332479 |a 888570351 |a 935232529 |a 961543257 |a 962673546 |a 988490370 |a 992055803 |a 1037796284 |a 1038649432 |a 1045521561 |a 1058695961 |a 1081256947 |a 1153482641 |a 1228580620 | ||
| 020 | |a 9812569448 |q (electronic bk.) | ||
| 020 | |a 9789812569448 |q (electronic bk.) | ||
| 020 | |a 9789812563774 |q (alk. paper) | ||
| 020 | |a 9812563776 |q (alk. paper) | ||
| 020 | |a 1281881082 | ||
| 020 | |a 9781281881083 | ||
| 029 | 1 | |a AU@ |b 000048778810 | |
| 029 | 1 | |a AU@ |b 000051423674 | |
| 029 | 1 | |a AU@ |b 000053235227 | |
| 029 | 1 | |a DEBBG |b BV043069348 | |
| 029 | 1 | |a DEBBG |b BV044083449 | |
| 029 | 1 | |a DEBSZ |b 396086721 | |
| 029 | 1 | |a DEBSZ |b 422269093 | |
| 029 | 1 | |a DEBSZ |b 430332688 | |
| 029 | 1 | |a NZ1 |b 12038404 | |
| 035 | |a (OCoLC)70277186 |z (OCoLC)228136825 |z (OCoLC)466449377 |z (OCoLC)474157412 |z (OCoLC)475976206 |z (OCoLC)614887202 |z (OCoLC)647492631 |z (OCoLC)722460629 |z (OCoLC)815743964 |z (OCoLC)860332479 |z (OCoLC)888570351 |z (OCoLC)935232529 |z (OCoLC)961543257 |z (OCoLC)962673546 |z (OCoLC)988490370 |z (OCoLC)992055803 |z (OCoLC)1037796284 |z (OCoLC)1038649432 |z (OCoLC)1045521561 |z (OCoLC)1058695961 |z (OCoLC)1081256947 |z (OCoLC)1153482641 |z (OCoLC)1228580620 | ||
| 050 | 4 | |a HG4530 |b .W67 2005eb | |
| 072 | 7 | |a BUS |x 036000 |2 bisacsh | |
| 072 | 7 | |a PHJ |2 bicssc | |
| 082 | 0 | 4 | |a 332.64/5 |2 22 |
| 049 | |a UAMI | ||
| 245 | 0 | 4 | |a The world of hedge funds : |b characteristics and analysis / |c editor H. Gifford Fong. |
| 260 | |a New Jersey : |b World Scientific, |c ©2005. | ||
| 300 | |a 1 online resource (viii, 208 pages) : |b illustrations (chiefly color) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a data file |2 rda | ||
| 504 | |a Includes bibliographical references. | ||
| 588 | 0 | |a Print version record. | |
| 520 | |a The World of Hedge Funds is a compendium of distinguishedpapers focusing on the cutting-edge analysis of hedge funds. This areais arguably the fastest growing source of funds in the investmentmanagement arena. It represents an exciting opportunity for theinvestor and manager in terms of the range of return and riskavailable. | ||
| 505 | 0 | |a Introduction; Chapter 1 Working Papers: "Hedge" Funds Sanjiv Ranjan Das; 1 Portfolio Impact; 2 Strategies and Styles; 3 Risk Measurement and Management; 4 Performance and Fee Structures; 5 Conclusion; Notes; References; Chapter 2 Sifting Through the Wreckage: Lessons from Recent Hedge-Fund Liquidations Mila Getmansky, Andrew W. Lo, and Shauna X. Mei; 1 Introduction; 2 Literature Review; 3 The TASS Live and Graveyard Databases; 4 Attrition Rates; 5 Valuation and Illiquidity Risk; 6 Conclusions; Acknowledgments; Appendix; Notes; References. | |
| 505 | 8 | |a Chapter 3 The Dangers of Mechanical Investment Decision-Making: The Case of Hedge Funds Harry M. Kat1 Introduction; 2 Modern Portfolio Theory in Action; 3 Hedge Fund Data; 3.1 An unknown universe; 3.2 No independent auditing; 3.3 Backfill bias; 3.4 Survivorship bias; 3.5 Marking-to-market problems; 3.6 Limited data; 4 Hedge Fund Risk; 5 Hedge Fund Sharpe Ratios; 6 Hedge Fund Alphas; 7 Hedge Fund Diversification; 8 Hedge Funds and Equity; 9 Hedge Funds and Mean-Variance Analysis; 10 Conclusions; References. | |
| 505 | 8 | |a Chapter 4 Understanding Mutual Fund and Hedge Fund Styles Using Return-Based Style Analysis Arik Ben Dor, Ravi Jagannathan, and Iwan Meier1 Introduction; 2 Methodology; 2.1 Linear factor models and return-based style analysis; 2.2 Role of adjusted R2 measure in choosing style weights; 2.3 An alternative: the Akaike information criterion; 2.4 The effective style of a multi-manager portfolio; 3 Return-Based Style Analysis in Practice; 3.1 Data and asset class specifications; 3.2 An example: Vanguard Windsor; 3.3 Performance analysis; 3.4 Growth and income funds. | |
| 505 | 8 | |a 3.5 Active versus passive portfolio management3.6 Comparison with portfolio-composition-based style analysis; 4 Choosing Style Benchmarks; 4.1 Asset class misspecification; 4.2 Number of asset classes; 4.3 Sector indexes; 4.4 Low R2 as an indicator of active management; 4.5 Style consistency and changes in management; 4.6 Manager universes and peer evaluation; 5 Style Analysis of Hedge Funds; 5.1 Additional asset classes for return-based style analysis of hedge funds; 5.2 Characterizing the risk in two hedge fund strategies: merger arbitrage and market timing. | |
| 505 | 8 | |a 5.3 Index choice and survivorship bias5.4 Equity-oriented strategies; 5.5 Stepwise regression to identify major exposures; 6 Conclusions; Acknowledgments; Appendix A: Asset classes; Appendix B: Growth and income funds -- objective and investment strategy; Appendix C: HFR hedge fund classes; Notes; References; Chapter 5 Alternative Investments: CTAs, Hedge Funds, and Funds-of-Funds Bing Liang; 1 Introduction; 2 Data; 3 Performance, Risk, and Fee Structures; 3.1 Performance and risk; 3.2 The asset class factor model. | |
| 590 | |a eBooks on EBSCOhost |b EBSCO eBook Subscription Academic Collection - Worldwide | ||
| 650 | 0 | |a Hedge funds. | |
| 650 | 6 | |a Fonds spéculatifs. | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Investments & Securities |x General. |2 bisacsh | |
| 650 | 7 | |a Hedge funds |2 fast | |
| 700 | 1 | |a Fong, H. Gifford. | |
| 776 | 0 | 8 | |i Print version: |t World of hedge funds. |d New Jersey : World Scientific, ©2005 |z 9812563776 |w (DLC) 2005044180 |w (OCoLC)59148090 |
| 856 | 4 | 0 | |u https://ebsco.uam.elogim.com/login.aspx?direct=true&scope=site&db=nlebk&AN=161368 |z Texto completo |
| 938 | |a Askews and Holts Library Services |b ASKH |n AH24683745 | ||
| 938 | |a EBL - Ebook Library |b EBLB |n EBL259287 | ||
| 938 | |a ebrary |b EBRY |n ebr10126026 | ||
| 938 | |a EBSCOhost |b EBSC |n 161368 | ||
| 938 | |a ProQuest MyiLibrary Digital eBook Collection |b IDEB |n 188108 | ||
| 938 | |a YBP Library Services |b YANK |n 2450118 | ||
| 994 | |a 92 |b IZTAP | ||