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Record Nr. |
UNINA9910143583703321 |
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Autore |
Tran Vinh Quang <1946-> |
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Titolo |
Evaluating hedge fund performance [[electronic resource] /] / Vinh Q. Tran |
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Pubbl/distr/stampa |
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Hoboken, N.J., : John Wiley, c2006 |
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ISBN |
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1-119-20118-7 |
1-280-34371-0 |
9786610343713 |
0-471-78989-5 |
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Edizione |
[1st edition] |
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Descrizione fisica |
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1 online resource (304 p.) |
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Collana |
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Disciplina |
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Soggetti |
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Hedge funds - United States |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references (p. 251-275) and index. |
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Nota di contenuto |
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Evaluating Hedge Fund Performance; Contents; Foreword; Acknowledgments; Introduction; Part I: A Primer on Hedge Funds; Chapter 1: The Market Goes Up Forever?; FLAWS OF LONG-TERM INVESTING; WEALTH-REDUCING EFFECTS OF VOLATILITY; DIVERSIFICATION TO REDUCE RISKS; LONG-TERM INVESTING WITH LOW-CORRELATION ASSETS AND DOWNSIDE PROTECTION; Chapter 2: It's the Risk, Not the Return; NOT NECESSARILY HIGHER RETURNS; CONSISTENCY OF RETURNS; LOW CORRELATION WITH THE STOCK MARKET; PORTFOLIO EFFECTS OF HEDGE FUNDS; ALTERNATIVE INVESTMENTS IN UNCERTAIN MARKETS; WEALTH PRESERVATION |
PROSPECTIVE LONG-TERM RETURNS AND RISKS OF STOCKSChapter 3: Going for the Gold; SIZE OF THE HEDGE FUND INDUSTRY; INVESTORS IN HEDGE FUNDS; WHAT ARE HEDGE FUNDS?; HEDGE FUND STRATEGIES; PERFORMANCE OF HEDGE FUNDS; Part II: Evaluating and Selecting Hedge Funds; Chapter 4: The Skewed Statistics of Hedge Fund Returns; PERCEPTION OF RISKS: NUMBERS AND REALITY; GAMING THE SHARPE RATIO; ALPHA: HOLY GRAIL OR WIZARD OF OZ?; RETURNS OF HEDGE FUNDS REVISITED; BENEFITS OF HEDGE FUNDS REVISITED; CONCLUSION; Chapter 5: Evaluating Hedge Fund Strategies; WHICH STRATEGIES?; IS IT |
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