Hedge Funds : An Analytic Perspective - Updated Edition /

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 and reta...

Descripción completa

Detalles Bibliográficos
Autor principal: Lo, Andrew W. (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Princeton, N.J. : Princeton University Press, [2010]
Edición:Updated.
Colección:Book collections on Project MUSE.
Temas:
Hedge funds.
BUSINESS and amp > ECONOMICS > Investments & amp > Securities.
BUSINESS and amp > ECONOMICS > Corporate Finance.
Electronic books.
Acceso en línea:Texto completo

MARC

LEADER 00000cam a22000004a 4500
001 musev2_30403
003 MdBmJHUP
005 20230905043220.0
006 m o d
007 cr||||||||nn|n
008 151027s2010 nju o 00 0 eng d
020 |a 9781400835812 
020 |z 9780691145983 
040 |a MdBmJHUP  |c MdBmJHUP 
100 1 |a Lo, Andrew W.,  |e author. 
245 1 0 |a Hedge Funds :   |b An Analytic Perspective - Updated Edition /   |c Andrew W. Lo. 
250 |a Updated. 
264 1 |a Princeton, N.J. :  |b Princeton University Press,  |c [2010] 
264 3 |a Baltimore, Md. :  |b Project MUSE,   |c 0000 
264 4 |c ©[2010] 
300 |a 1 online resource:   |b illustrations 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
490 0 |a Advances in Financial Engineering 
505 0 0 |t Frontmatter --  |t Contents --  |t Tables --  |t Figures --  |t Color Plates --  |t Acknowledgments --  |t 1 Introduction --  |t 2 BasicPropertiesof Hedge Fund Returns --  |t 3. Serial Correlation, Smoothed Returns, and Illiquidity --  |t 4 Optimal Liquidity --  |t 5 Hedge Fund Beta Replication --  |t 6 A New Measure of Active Investment Management --  |t 7 Hedge Funds and Systemic Risk --  |t 8 An Integrated Hedge Fund Investment Process --  |t 9 Practical Considerations --  |t 10 What Happened to the Quants in August 2007? --  |t 11 Jumping the Gates --  |t Appendix --  |t References --  |t Index. 
520 |a 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 and retail investors. Because hedge funds are largely unregulated and shrouded in secrecy, they have developed a mystique and allure that can beguile even the most experienced investor. In Hedge Funds, Andrew Lo--one of the world's most respected financial economists--addresses the pressing need for a systematic framework for managing hedge fund investments. Arguing that hedge funds have very different risk and return characteristics than traditional investments, Lo constructs new tools for analyzing their dynamics, including measures of illiquidity exposure and performance smoothing, linear and nonlinear risk models that capture alternative betas, econometric models of hedge fund failure rates, and integrated investment processes for alternative investments. In a new chapter, he looks at how the strategies for and regulation of hedge funds have changed in the aftermath of the financial crisis. 
546 |a In English. 
588 |a Description based on print version record. 
650 7 |a Hedge funds.  |2 fast  |0 (OCoLC)fst00954442 
650 0 |a Hedge funds. 
650 0 |a BUSINESS and amp  |x ECONOMICS  |v Investments & amp  |x Securities. 
650 0 |a BUSINESS and amp  |x ECONOMICS  |v Corporate Finance. 
655 7 |a Electronic books.   |2 local 
710 2 |a Project Muse.  |e distributor 
830 0 |a Book collections on Project MUSE. 
856 4 0 |z Texto completo  |u https://projectmuse.uam.elogim.com/book/30403/ 
945 |a Project MUSE - Custom Collection 

Ejemplares similares