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Record Nr. |
UNINA9910806144403321 |
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Autore |
Lhabitant François-Serge |
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Titolo |
Hedge funds : quantitative insights / / Francois-Serge Lhabitant |
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Pubbl/distr/stampa |
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Chichester ; Hoboken, N.J., : John Wiley, 2004 |
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ISBN |
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9786610270606 |
9780470687772 |
0470687770 |
9781118673546 |
1118673549 |
9781280270604 |
1280270608 |
9780470856710 |
0470856718 |
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Edizione |
[1st ed.] |
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Descrizione fisica |
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1 online resource (356 p.) |
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Collana |
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Disciplina |
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Soggetti |
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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. [325]-334) and index. |
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Nota di contenuto |
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Preliminaries; Contents; Foreword by Mark Anson; Introduction; Acknowledgments; 1 Characteristics of Hedge Funds; 2 Measuring Return; 3 Return and Risk Statistics; 4 Risk-Adjusted Performance Measures; 5 Databases, Indices and Benchmarks; 6 Covariance and Correlation; 7 Regression Analysis; 8 Asset Pricing Models; 9 Styles, Clusters and Classification; 10 Revisiting the Benefits and Risks of Hedge Fund Investing; 11 Strategic Asset Allocation - From Portfolio Optimizing to Risk Budgeting; 12 Risk Measurement and Management; 13 Conclusions; Online References; Bibliography; Index |
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Sommario/riassunto |
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""An excellent and comprehensive source of information on hedge funds! From a quantitative view Lhabitant has done it once again by meticulously looking at the important topics in the hedge fund industry. This book has a tremendous wealth of information and is a valuable addition to the hedge fund literature. In addition, it will benefit institutional investors, high net worth individuals, academics and |
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