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...

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Détails bibliographiques
Auteur principal: Lo, Andrew W. (Auteur)
Format: Électronique eBook
Langue:Inglés
Publié: Princeton, N.J. : Princeton University Press, [2010]
Édition:Updated.
Collection:Book collections on Project MUSE.
Sujets:
Hedge funds.
BUSINESS and amp > ECONOMICS > Investments & amp > Securities.
BUSINESS and amp > ECONOMICS > Corporate Finance.
Electronic books.
Accès en ligne:Texto completo
Table des matières:
  • Frontmatter
  • Contents
  • Tables
  • Figures
  • Color Plates
  • Acknowledgments
  • 1 Introduction
  • 2 BasicPropertiesof Hedge Fund Returns
  • 3. Serial Correlation, Smoothed Returns, and Illiquidity
  • 4 Optimal Liquidity
  • 5 Hedge Fund Beta Replication
  • 6 A New Measure of Active Investment Management
  • 7 Hedge Funds and Systemic Risk
  • 8 An Integrated Hedge Fund Investment Process
  • 9 Practical Considerations
  • 10 What Happened to the Quants in August 2007?
  • 11 Jumping the Gates
  • Appendix
  • References
  • Index.

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