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Hedgefunds : an analytic perspective /
"The hedge fund industry has grown dramatically over the last two decades, with more than eight thousand funds now controlling close to two trillion dollars. Originally intended for the wealthy, these private investments have now attracted a much broader following that includes pension funds an...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Princeton :
Princeton University Press,
©2010.
|
| Edición: | Rev. and expanded ed. |
| Colección: | Advances in financial engineering.
|
| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- Note continued: 9.1. Risk Management as a Source of Alpha
- 9.2. Risk Preferences
- 9.3. Hedge Funds and the Efficient Markets Hypothesis
- 9.4. Regulating Hedge Funds
- 10. What Happened to the Quants in August 2007?
- 10.1. Terminology
- 10.2. Anatomy of a Long/Short Equity Strategy
- 10.3. What Happened in August 2007?
- 10.4. Comparing August 2007 with August 1998
- 10.5. Total Assets, Expected Returns, and Leverage
- 10.6. Unwind Hypothesis
- 10.7. Illiquidity Exposure
- 10.8. Network View of the Hedge Fund Industry
- 10.9. Did Quant Fail?
- 10.10. Qualifications and Extensions
- 10.11. Current Outlook
- 11. Jumping the Gates
- 11.1. Linear Risk Models
- 11.2. Beta Overlays
- 11.3. Hedging Long/Short Equity Managers
- 11.4. Dynamic Implementations of Beta Overlays
- 11.5. Conclusion
- Appendix
- A.1. Lipper TASS Category Definitions
- A.2. CS/Tremont Category Definitions
- A.3. Matlab Loeb Function tloeb
- A.4. GMM Estimators for the AP Decomposition
- A.5. Constrained Optimization
- A.6. Contrarian Trading Strategy
- A.7. Statistical Significance of Aggregate Autocorrelations
- A.8. Beta-Blocker and Beta-Repositioning Strategies
- A.9. Tracking Error.