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[null,"1.","Record Nr.",null,"UNIPARTHENOPE000023586"]
[null,null,"Autore",null,"Meyer - Arendt, Jurgen R."]
[null,null,"Titolo",null,"Introduzione all' ottica classica e moderna / Jurgen R. Meyer-Arendt"]
[null,null,"Pubbl/distr/stampa",null,"Bologna : Zanichelli, c1976"]
[null,null,"Titolo uniforme",null,"Introduction to classical and modern optics <in italiano>"]
[null,null,"Descrizione fisica",null,"VIII, 484 p. : ill. ; 24 cm"]
[null,null,"Disciplina",null,"535"]
[null,null,"Collocazione",null,"S 535/3"]
[null,null,"Lingua di pubblicazione",null,"Italiano"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Trad. di Sergio Martellucci"]
[null,"2.","Record Nr.",null,"UNINA9910817453103321"]
[null,null,"Autore",null,"Romero Philip J."]
[null,null,"Titolo",null,"What hedge funds really do : an introduction to portfolio management / / Philip J. Romero and Tucker Balch"]
[null,null,"Pubbl/distr/stampa",null,"New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2014"]
[null,null,"ISBN",null,"1-63157-090-0"]
[null,null,"Edizione",null,"[First edition.]"]
[null,null,"Descrizione fisica",null,"1 online resource (148 pages)"]
[null,null,"Collana",null,"Economics collection, , 2163-7628"]
[null,null,"Disciplina",null,"332.6327"]
[null,null,"Soggetti",null,"Hedge funds"]
[{"$nulls":4},"Fons especulatius"]
[{"$nulls":4},"Gestió de cartera"]
[{"$nulls":4},"Portfolio management"]
[{"$nulls":4},"Llibres electrònics"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Includes index."]
[{"$nulls":4},"Part of: 2014 digital library."]
[null,null,"Nota di contenuto",null,"Part I. The basics -- 1. Introduction -- 2. So you want to be a hedge fund manager -- 3. An illustrative hedge fund strategy: arbitrage -- 4. Market-making mechanics -- 5. Introduction to company valuation -- Part II. Investing fundamentals: CAPM and EMH -- 6. How valuation is used by hedge funds -- 7. Framework for investing: the capital asset pricing model (CAPM) -- 8. The efficient market hypothesis (EMH), its three versions -- 9. The fundamental law of active portfolio management -- Part III. Market simulation and portfolio construction -- 10. Modern portfolio theory: the efficient frontier and portfolio optimization -- 11. Event studies -- 12. Overcoming data quirks to design trading strategies -- 13. Data sources -- 14. Back testing strategies -- Part IV. Case study and issues -- 15. Hedge fund case study: long term capital management (LTCM) -- 16. Opportunities and challenges for hedge funds -- Teaching cases -- Glossary -- Summary -- Index."]
[null,null,null,"Sommario/riassunto","What do hedge funds really do? These lightly regulated funds continually innovate new investing and trading strategies to take advantage of temporary mispricing of assets (when their market price deviates from their intrinsic value). These techniques are shrouded in mystery, which permits hedge fund managers to charge exceptionally "]
[{"$nulls":4},"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."]