LEADER 03881nam 2200721 a 450 001 9910457150503321 005 20200520144314.0 010 $a1-282-63952-8 010 $a9786612639524 010 $a1-4008-3581-X 024 7 $a10.1515/9781400835812 035 $a(CKB)2550000000018936 035 $a(EBL)539801 035 $a(OCoLC)659768710 035 $a(SSID)ssj0001522493 035 $a(PQKBManifestationID)12518969 035 $a(PQKBTitleCode)TC0001522493 035 $a(PQKBWorkID)11461349 035 $a(PQKB)10022913 035 $a(SSID)ssj0000437597 035 $a(PQKBManifestationID)11261024 035 $a(PQKBTitleCode)TC0000437597 035 $a(PQKBWorkID)10432689 035 $a(PQKB)10648506 035 $a(MiAaPQ)EBC539801 035 $a(DE-B1597)446968 035 $a(OCoLC)979623876 035 $a(DE-B1597)9781400835812 035 $a(Au-PeEL)EBL539801 035 $a(CaPaEBR)ebr10394786 035 $a(CaONFJC)MIL263952 035 $a(EXLCZ)992550000000018936 100 $a20100119d2010 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aHedge funds$b[electronic resource] $ean analytic perspective /$fAndrew W. Lo 205 $aRev. and expanded ed. 210 $aPrinceton, N.J. $cPrinceton University Press$d2010 215 $a1 online resource (388 p.) 225 1 $aAdvances in financial engineering 300 $aDescription based upon print version of record. 311 $a0-691-13294-1 311 $a0-691-14598-9 320 $aIncludes bibliographical references (p. [341]-354) and index. 327 $t Frontmatter -- $tContents -- $tTables -- $tFigures -- $tColor Plates -- $tAcknowledgments -- $t1 Introduction -- $t2 BasicPropertiesof Hedge Fund Returns -- $t3. Serial Correlation, Smoothed Returns, and Illiquidity -- $t4 Optimal Liquidity -- $t5 Hedge Fund Beta Replication -- $t6 A New Measure of Active Investment Management -- $t7 Hedge Funds and Systemic Risk -- $t8 An Integrated Hedge Fund Investment Process -- $t9 Practical Considerations -- $t10 What Happened to the Quants in August 2007? -- $t11 Jumping the Gates -- $tAppendix -- $tReferences -- $tIndex 330 $aThe hedge fund industry has grown dramatically over the last two decades, with more than eight thousand funds now controlling close to two trillion dollars. Originally intended for the wealthy, these private investments have now attracted a much broader following that includes pension funds and retail investors. Because hedge funds are largely unregulated and shrouded in secrecy, they have developed a mystique and allure that can beguile even the most experienced investor. In Hedge Funds, Andrew Lo--one of the world's most respected financial economists--addresses the pressing need for a systematic framework for managing hedge fund investments. Arguing that hedge funds have very different risk and return characteristics than traditional investments, Lo constructs new tools for analyzing their dynamics, including measures of illiquidity exposure and performance smoothing, linear and nonlinear risk models that capture alternative betas, econometric models of hedge fund failure rates, and integrated investment processes for alternative investments. In a new chapter, he looks at how the strategies for and regulation of hedge funds have changed in the aftermath of the financial crisis. 410 0$aAdvances in financial engineering. 606 $aMutual funds 608 $aElectronic books. 615 0$aMutual funds. 676 $a332.64524 686 $aQK 530$2rvk 700 $aLo$b Andrew W$g(Andrew Wen-Chuan)$0117381 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910457150503321 996 $aHedge funds$92492725 997 $aUNINA LEADER 02339nam 2200589Ia 450 001 9910699550803321 005 20230902162238.0 035 $a(CKB)5470000002403418 035 $a(OCoLC)698181221 035 $a(EXLCZ)995470000002403418 100 $a20110125d2008 ua 0 101 0 $aeng 135 $aurbn||||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aThermal and environmental barrier coating development for advanced propulsion engine systems$b[electronic resource] /$fDongming Zhu, Robert A. Miller and Dennis S. Fox ; prepared for the 48th Structures, Structural Dynamics, and Materials Conference sponsored by the AIAA, ASME, ASCE, AHS, and ASC Waikiki, Hawaii, April 23-26, 2007 210 1$aCleveland, Ohio :$cNational Aeronautics and Space Administration, Glenn Research Center,$d[2008] 215 $a1 online resource (14 pages) $cillustrations (some color) 225 1 $aNASA/TM ;$v2008-215040 225 1 $aARL-TR ;$v4368 300 $aTitle from title screen (viewed on Dec. 14, 2010). 300 $a"January 2008." 300 $a"AIAA-2007-2130." 320 $aIncludes bibliographical references (pages 13-14). 410 0$aNASA technical memorandum ;$v2008-215040. 410 0$aARL-TR (Aberdeen Proving Ground, Md.) ;$v4368. 606 $aCeramic coatings$2nasat 606 $aGas turbine engines$2nasat 606 $aThermal conductivity$2nasat 606 $aThermal control coatings$2nasat 606 $aThermal stability$2nasat 606 $aEngine parts$2nasat 606 $aCarbon-silicon carbide composites$2nasat 615 7$aCeramic coatings. 615 7$aGas turbine engines. 615 7$aThermal conductivity. 615 7$aThermal control coatings. 615 7$aThermal stability. 615 7$aEngine parts. 615 7$aCarbon-silicon carbide composites. 700 $aZhu$b Dongming$0854276 701 $aMiller$b Robert A$0146388 701 $aFox$b Dennis S$01395252 712 02$aNASA Glenn Research Center. 712 02$aU.S. Army Research Laboratory. 801 0$bGPO 801 1$bGPO 906 $aBOOK 912 $a9910699550803321 996 $aThermal and environmental barrier coating development for advanced propulsion engine systems$93453452 997 $aUNINA