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100   $a20140926d2014      fy             0
101 0 $aeng
135   $aurcnu||||||||
181   $ctxt$2rdacontent
182   $cc$2rdamedia
183   $acr$2rdacarrier
200 10$aWhat hedge funds really do $ean introduction to portfolio management /$fPhilip J. Romero and Tucker Balch
205   $aFirst edition.
210  1$aNew York, New York (222 East 46th Street, New York, NY 10017) :$cBusiness Expert Press,$d2014.
215   $a1 online resource (148 pages)
225 1 $aEconomics collection,$x2163-7628
300   $aIncludes index.
300   $aPart of: 2014 digital library.
311   $a1-63157-089-7 
311   $a1-322-07647-2 
327   $aPart I. The basics -- 1. Introduction -- 2. So you want to be a hedge fund manager -- 3. An illustrative hedge fund strategy: arbitrage -- 4. Market-making mechanics -- 5. Introduction to company valuation -- Part II. Investing fundamentals: CAPM and EMH -- 6. How valuation is used by hedge funds -- 7. Framework for investing: the capital asset pricing model (CAPM) -- 8. The efficient market hypothesis (EMH), its three versions -- 9. The fundamental law of active portfolio management -- Part III. Market simulation and portfolio construction -- 10. Modern portfolio theory: the efficient frontier and portfolio optimization -- 11. Event studies -- 12. Overcoming data quirks to design trading strategies -- 13. Data sources -- 14. Back testing strategies -- Part IV. Case study and issues -- 15. Hedge fund case study: long term capital management (LTCM) -- 16. Opportunities and challenges for hedge funds -- Teaching cases -- Glossary -- Summary -- Index.
330 3 $aWhat do hedge funds really do? These lightly regulated funds continually innovate new investing and trading strategies to take advantage of temporary mispricing of assets (when their market price deviates from their intrinsic value). These techniques are shrouded in mystery, which permits hedge fund managers to charge exceptionally high fees. While the details of each fund's approach are carefully guarded trade secrets, this book draws the curtain back on the core building blocks of many hedge fund strategies.
410  0$a2014 digital library.
410  0$aEconomics collection.$x2163-7628
606   $aHedge funds
606   $aFons especulatius$2thub
606   $aGestió de cartera$2thub
606   $aPortfolio management
608   $aLlibres electrònics$2thub
610   $aabsolute return
610   $aactive investment management
610   $aarbitrage
610   $acapital asset pricing model
610   $aCAPM
610   $aderivatives
610   $aexchange traded funds
610   $aETF
610   $afat tails
610   $afinance
610   $ahedge funds
610   $ahedging
610   $ahigh-frequency trading
610   $aHFT
610   $ainvesting
610   $ainvestment management
610   $along/short
610   $amodern portfolio theory
610   $aMPT
610   $aoptimization
610   $aquant
610   $aquantitative trading strategies
610   $aportfolio construction
610   $aportfolio management
610   $aportfolio optimization
610   $atrading
610   $atrading strategies
610   $aWall Street
615  0$aHedge funds.
615  7$aFons especulatius
615  7$aGestió de cartera
615  0$aPortfolio management.
676   $a332.6327
700   $aRomero$b Philip J.$01491817
702   $aBalch$b Tucker.
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910791003103321
996   $aWhat hedge funds really do$93718920
997   $aUNINA