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Record Nr. |
UNINA9910144104203321 |
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Autore |
Jaeger Lars |
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Titolo |
Alternative beta strategies and hedge fund replication [[electronic resource] /] / Lars Jaeger ; with Jeffrey Pease |
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Pubbl/distr/stampa |
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Chichester, England ; ; Hoboken, NJ, : Wiley, c2008 |
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ISBN |
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1-119-20710-X |
1-281-93956-0 |
9786611939564 |
0-470-72124-3 |
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Edizione |
[1st edition] |
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Descrizione fisica |
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1 online resource (275 p.) |
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Altri autori (Persone) |
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Disciplina |
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Soggetti |
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Hedge funds |
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. [245]-252) and index. |
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Nota di contenuto |
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Alternative Beta Strategies and Hedge Fund Replication; Contents; Preface; 1 Breaking the Black Box; 1.1 New popularity, old confusion; 1.2 The challenges of understanding hedge funds; 1.3 Leaving Alphaville; 1.4 The beauty of beta; 1.5 Alternative versus traditional beta; 1.6 The replication revolution; 1.7 Full disclosure; 2 What Are Hedge Funds, Where Did They Come From, and Where Are They Going?; 2.1 Characteristics of hedge funds; 2.2 Hedge funds as an asset class; 2.3 Taxonomy of hedge funds; 2.4 Myths, misperceptions, and realities about hedge funds; 2.5 A short history of hedge funds |
2.6 The hedge fund industry today2.7 The future of hedge funds - opportunities and challenges; 3 The Individual Hedge Fund Strategies' Characteristics; 3.1 Equity Hedged - Long/Short Equity; 3.2 Equity Hedged - Equity Market Neutral; 3.3 Equity Hedged - Short Selling; 3.4 Relative Value - general; 3.5 Relative Value - Fixed Income Arbitrage; 3.6 Relative Value - Convertible Arbitrage; 3.7 Relative Value - Volatility Arbitrage; 3.8 Relative Value - Capital Structure Arbitrage; 3.9 Event Driven - general; 3.10 Event Driven - Merger Arbitrage; 3.11 Event Driven - Distressed Securities |
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3.12 Event Driven - Regulation D3.13 Opportunistic - Global Macro; 3.14 Managed Futures; 3.15 Managed Futures - Systematic; 3.16 Managed Futures - Discretionary; 3.17 Conclusion of the chapter; 4 Empirical Return and Risk Properties of Hedge Funds; 4.1 When the Sharpe ratio is not sharp enough; 4.2 Challenges of hedge fund performance measurement - the issue with hedge fund indices; 4.3 Sources of empirical data; 4.4 Risk and return properties of hedge fund strategies; 4.5 Comparison with equities and bonds; 4.6 Deviation from normal distribution; 4.7 Unconditional correlation properties |
4.8 Conditional returns and correlations4.9 Hedge fund behavior in extreme market situations; 4.10 Benefits of hedge funds in a traditional portfolio; 4.11 Quantitative portfolio optimization for hedge funds revisited; 4.12 Summary of empirical properties; 4.13 Appendix: Data providers for past hedge fund performance; 5 The Drivers of Hedge Fund Returns; 5.1 Alpha versus beta; 5.2 The enigma of hedge fund returns; 5.3 Hedge fund returns: how much is alpha?; 5.4 The efficient market hypothesis; 5.5 Questioning the efficient market hypothesis: behavioral finance |
5.6 The theoretical framework of modern finance: asset pricing models and the interpretations of alpha5.7 Systematic risk premia: the prevalence of beta in the global capital markets; 5.8 Risk premia and economic functions; 5.9 Market inefficiencies: the 'search for alpha'; 5.10 An illustration of the nature of hedge fund returns; 5.11 The decrease of alpha; 5.12 The beauty of alternative beta; 5.13 The future of hedge fund capacity; 5.14 Momentum and value; 5.15 Active strategies and option-like returns; 5.16 Why manager skill matters |
5.17 Buyer beware: some final words of caution about hedge fund returns |
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Sommario/riassunto |
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There s a buzzword that has quickly captured the imagination of product providers and investors alike: ""hedge fund replication"". In the broadest sense, replicating hedge fund strategies means replicating their return sources and corresponding risk exposures. However, there still lacks a coherent picture on what hedge fund replication means in practice, what its premises are, how to distinguish di erent approaches, and where this can lead us to. Serving as a handbook for replicating the returns of hedge funds at considerably lower cost, Alternative Beta Strategies and Hedge Fund Replicat |
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2. |
Record Nr. |
UNINA9910345980003321 |
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Autore |
Schmidt Eberhard <1891-1977, > |
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Titolo |
Die Kriminalpolitik Preußens unter Friedrich Wilhelm I. und Friedrich II. / / Eberhard Schmidt |
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Pubbl/distr/stampa |
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De Gruyter, 1914 |
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Berlin ; ; Boston : , : De Gruyter, , [2019] |
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Guttentag Verlagsbuchhandlung, , [1914] |
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©1914 |
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ISBN |
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Edizione |
[Reprint 2019] |
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Descrizione fisica |
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1 online resource (IV, 69 p.) |
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Collana |
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Abhandlungen des Kriminalistischen Instituts an der Universität Berlin ; ; 3. F. 1, 2 |
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Classificazione |
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Disciplina |
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Soggetti |
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Deutschland |
Preußen |
Recht |
Strafrecht |
LAW / General |
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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 contenuto |
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Frontmatter -- Inhaltsverzeichnis -- Quellen- und Literaturverzeichnis -- Einleitung: Monarch und Gerichte in ihrer Stellung zur Strafrechtspflege und Kriminalpolitik -- 1. Abschnitt: Die Auffassung von Verbrechen und Strafe, insbesondere die Bedeutung des Vergeltungsgedankens unter Friedrich Wilhelm I. und Friedrich II -- 2. Abschnitt: Die utilitaristischen Strafzwecke, ihre Verwirklichung und ihr Verhältnis zueinander -- 3. Abschnitt: Polizeiliche Präventivmaßnahmen im Dienste der Kriminalpolitik |
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Sommario/riassunto |
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To celebrate the 270th anniversary of the De Gruyter publishing house, the company is providing permanent open access to 270 selected treasures from the De Gruyter Book Archive. Titles will be made available to anyone, anywhere at any time that might be interested. The DGBA project seeks to digitize the entire backlist of titles published since 1749 to ensure that future generations have digital access to the |
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high-quality primary sources that De Gruyter has published over the centuries. |
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