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What hedge funds really do : an introduction to portfolio management / / Philip J. Romero and Tucker Balch



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Autore: Romero Philip J. Visualizza persona
Titolo: What hedge funds really do : an introduction to portfolio management / / Philip J. Romero and Tucker Balch Visualizza cluster
Pubblicazione: New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2014
Edizione: First edition.
Descrizione fisica: 1 online resource (148 pages)
Disciplina: 332.6327
Soggetto topico: Hedge funds
Fons especulatius
Gestió de cartera
Portfolio management
Soggetto genere / forma: Llibres electrònics
Soggetto non controllato: absolute return
active investment management
arbitrage
capital asset pricing model
CAPM
derivatives
exchange traded funds
ETF
fat tails
finance
hedge funds
hedging
high-frequency trading
HFT
investing
investment management
long/short
modern portfolio theory
MPT
optimization
quant
quantitative trading strategies
portfolio construction
portfolio management
portfolio optimization
trading
trading strategies
Wall Street
Persona (resp. second.): BalchTucker
Note generali: Includes index.
Part of: 2014 digital library.
Nota di contenuto: 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.
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 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.
Titolo autorizzato: What hedge funds really do  Visualizza cluster
ISBN: 1-63157-090-0
Formato: Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione: Inglese
Record Nr.: 9910817453103321
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Serie: 2014 digital library. Economics collection. . 2163-7628