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100   $a20040205d2004      uy         0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 10$aHedge funds $equantitative insights /$fFrancois-Serge Lhabitant
205   $a1st ed.
210   $aChichester $aHoboken, N.J. $cJohn Wiley$d2004
215   $a1 online resource (356 p.)
225 1 $aWiley finance series
300   $aDescription based upon print version of record.
311 08$a9780470856673 
311 08$a047085667X 
320   $aIncludes bibliographical references (p. [325]-334) and index.
327   $aPreliminaries; 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
330   $a""An excellent and comprehensive source of information on hedge funds! From a quantitative view Lhabitant has done it once again by meticulously looking at the important topics in the hedge fund industry. This book has a tremendous wealth of information and is a valuable addition to the hedge fund literature. In addition, it will benefit institutional investors, high net worth individuals, academics and anyone interested in learning more about this fascinating and often mysterious world of privately managed money. Written by one of the most respected practitioners and academics in the area
410  0$aWiley finance series.
606   $aHedge funds
615  0$aHedge funds.
676   $a332.64/5
700   $aLhabitant$b Franc?ois-Serge$0871915
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906   $aBOOK
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996   $aHedge funds$94092359
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