1.

Record Nr.

UNINA9910450198103321

Titolo

The world of hedge funds [[electronic resource] ] : characteristics and analysis / / editor H. Gifford Fong

Pubbl/distr/stampa

New Jersey, : World Scientific, c2005

ISBN

1-281-88108-2

9786611881085

981-256-944-8

Descrizione fisica

1 online resource (217 p.)

Altri autori (Persone)

FongH. Gifford

Disciplina

332.64/5

Soggetti

Hedge funds

Electronic books.

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Description based upon print version of record.

Nota di bibliografia

Includes bibliographical references.

Nota di contenuto

CONTENTS; Introduction; Chapter 1 Working Papers: "Hedge" Funds Sanjiv Ranjan Das; Chapter 2 Sifting Through the Wreckage: Lessons from Recent Hedge-Fund Liquidations Mila Getmansky, Andrew W. Lo, and Shauna X. Mei; Chapter 3 The Dangers of Mechanical Investment Decision-Making: The Case of Hedge Funds Harry M. Kat; Chapter 4 Understanding Mutual Fund and Hedge Fund Styles Using Return-Based Style Analysis Arik Ben Dor, Ravi Jagannathan, and Iwan Meier; Chapter 5 Alternative Investments: CTAs, Hedge Funds, and Funds-of-Funds Bing Liang

Chapter 6 Managed Futures and Hedge Funds: A Match Made in Heaven Harry M. KatChapter 7 Fees on Fees in Funds of Funds Stephen J. Brown, William N. Goetzmann, and Bing Liang; Chapter 8 Extracting Portable Alphas From Equity Long/Short Hedge Funds William Fung and David A. Hsieh; Chapter 9 AIRAP-Alternative RAPMs for Alternative Investments Milind Sharma

Sommario/riassunto

The World of Hedge Funds is a compendium of distinguishedpapers focusing on the cutting-edge analysis of hedge funds. This areais arguably the fastest growing source of funds in the investmentmanagement arena. It represents an exciting opportunity for theinvestor and manager in terms of the range of return and



riskavailable.