03021nam 22006734a 450 991080614440332120251116150806.0978661027060697804706877720470687770978111867354611186735499781280270604128027060897804708567100470856718(CKB)1000000000020113(EBL)219705(OCoLC)228124161(SSID)ssj0000169931(PQKBManifestationID)11161705(PQKBTitleCode)TC0000169931(PQKBWorkID)10215189(PQKB)10057758(MiAaPQ)EBC219705(Au-PeEL)EBL219705(CaPaEBR)ebr10114014(CaONFJC)MIL27060(Perlego)1009164(EXLCZ)99100000000002011320040205d2004 uy 0engur|n|---|||||txtccrHedge funds quantitative insights /Francois-Serge Lhabitant1st ed.Chichester Hoboken, N.J. John Wiley20041 online resource (356 p.)Wiley finance seriesDescription based upon print version of record.9780470856673 047085667X Includes bibliographical references (p. [325]-334) and index.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""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 anyone interested in learning more about this fascinating and often mysterious world of privately managed money. Written by one of the most respected practitioners and academics in the areaWiley finance series.Hedge fundsHedge funds.332.64/5Lhabitant François-Serge871915MiAaPQMiAaPQMiAaPQBOOK9910806144403321Hedge funds4092359UNINA