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Guide to Hedge Funds [[electronic resource] ] : What They Are, What They Do, Their Risks, Their Advantages
| Guide to Hedge Funds [[electronic resource] ] : What They Are, What They Do, Their Risks, Their Advantages |
| Autore | Coggan Philip |
| Pubbl/distr/stampa | London, : Profile Books, 2005 |
| Descrizione fisica | 1 online resource (160 p.) |
| Disciplina | 332.64524 |
| Collana | Economist books Guide to hedge funds |
| Soggetto topico |
Hedge funds
Business Finance Business & Economics Investment & Speculation |
| ISBN |
1-281-72146-8
9786611721466 1-84765-037-6 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910679754703321 |
Coggan Philip
|
||
| London, : Profile Books, 2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Guide to Hedge Funds [[electronic resource] ] : What They Are, What They Do, Their Risks, Their Advantages
| Guide to Hedge Funds [[electronic resource] ] : What They Are, What They Do, Their Risks, Their Advantages |
| Autore | Coggan Philip |
| Pubbl/distr/stampa | London, : Profile Books, 2005 |
| Descrizione fisica | 1 online resource (160 p.) |
| Disciplina | 332.64524 |
| Collana | Economist books Guide to hedge funds |
| Soggetto topico |
Hedge funds
Business Finance Business & Economics Investment & Speculation |
| ISBN |
1-281-72146-8
9786611721466 1-84765-037-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-996208308503316 |
|
Coggan Philip
|
||
| London, : Profile Books, 2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
The handbook of pairs trading [[electronic resource] ] : strategies using equities, options, and futures / / Douglas S. Ehrman
| The handbook of pairs trading [[electronic resource] ] : strategies using equities, options, and futures / / Douglas S. Ehrman |
| Autore | Ehrman Douglas S. <1976-> |
| Pubbl/distr/stampa | Hoboken, N.J., : John Wiley & Sons, Inc., c2006 |
| Descrizione fisica | 1 online resource (271 p.) |
| Disciplina | 332.64524 |
| Collana | Wiley trading series |
| Soggetto topico |
Pairs trading
Stocks |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-119-20152-7
1-280-31137-1 9786610311378 0-471-77404-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
The Handbook of Pairs Trading; Contents; Introduction; EQUITIES; ADVANCED STRATEGIES; Part I: The Market-Neutral Element; Chapter 1: Pairs Trading: A Brief History; THE GROWTH OF HEDGE FUND INVESTING; ONE HUNDRED YEARS; THE FUTURE; Chapter 2: Market Neutrality; TYPES OF MARKET NEUTRALITY; CHOICE OF SECURITY TYPE; THE ADVANTAGES OF MARKET-NEUTRAL INVESTING; RISKS OF MARKET-NEUTRAL INVESTING; CONCLUSION; Chapter 3: The Market-Neutral Investment Process; THE INITIAL SCREEN; STOCK SELECTION; FUNDAMENTAL ANALYSIS; CONTRARIAN ANALYSIS; MODEL CONSTRUCTION; PORTFOLIO CONSTRUCTION AND OPTIMIZATION
CONCLUSIONChapter 4: Market Neutrality and Pairs Trading; APPLYING PAIRS TO TYPES OF MARKET NEUTRALITY; PAIRS TRADING AND MARKET-NEUTRAL PORTFOLIO CONSTRUCTION; RISK MANAGEMENT; CONCLUSION; Part II: The Arbitrage Element; Arbitrage Factors; SECURITY TYPE; THE EFFICIENT MARKET HYPOTHESIS; TYPES OF ARBITRAGE CONVERGENCE; RISK ANALYSIS; NONCONVERGENCE; NORMALIZING DIVERGENCE; CONCLUSION; Arbitrage and Pairs Trading; RELATIVE-VALUE AND STATISTICAL ARBITRAGE; THE IMPLIED CONVERGENCE OF MATCHED EQUITY PAIRS; NORMALIZING PAIRS DIVERGENCE; CONCLUSION; Part III: The Technical Analysis Element Chapter 7: Technical Tools and IndicatorsMARKET STRENGTH INDICATORS; MOVING AVERAGE INDICATORS; VOLUME AS AN INDICATOR; CONCLUSION; Chapter 8: The Technicals of Pairs Trading; PAIRS APPLICATION OF MOVING AVERAGE INDICATORS; PRICE TREND IN PAIRS TRADING; CONCLUSION; Part IV: The Unified Theory; Chapter 9: Reviewing the Elements; THE MARKET-NEUTRAL ELEMENT; THE ARBITRAGE ELEMENT; THE TECHNICAL ANALYSIS ELEMENT; Chapter 10: Trading Pairs Fundamentally; THE FUNDAMENTAL APPROACH; FUNDAMENTALS APPLIED; PORTFOLIO CONSTRUCTION; PROBLEMS WITH THE FUNDAMENTAL APPROACH; THE VERDICT Chapter 11: The Technical ApproachTHE ELEMENTS COMBINED; GETTING STARTED; UNDERSTANDING PAIRS TECHNICALLY; TECHNICAL CHARTING AND MARKET NEUTRALITY; TECHNICAL CHARTING AND RELATIVE-VALUE ARBITRAGE; APPLYING OTHER TECHNICAL INDICATORS; SELECTING PROFIT OBJECTIVE AND STOP-LOSS LEVELS; UNIFYING THE APPROACH; Chapter 12: The Overlays; THE FUNDAMENTAL OVERLAY; THE TECHNICAL OVERLAY; CONCLUSION; Chapter 13: The Unified Pairs Trading Theory; PUTTING IT ALL TOGETHER; FORMULATE THE SELECTION CRITERIA; DETERMINE THE CANDIDATES; THE OVERLAYS; EXECUTE THE TRADE; MANAGE THE TRADE; CLOSE THE TRADE CONCLUSIONPart V: Advanced Strategies and Examples; Chapter 14: Options Basics: Terms and Strategies; BASIC TERMS; BASIC STRATEGIES; CONCLUSION; Chapter 15: Pairs Trading with Options; THE OPTIONS OVERLAY; PAIRS OPTIONS STRATEGIES; CALLS AND PUTS; PAIRS TRADING WITH VERTICAL SPREADS; BACK SPREADS; COMBINING THE STRATEGIES; Chapter 16: Futures and Currencies; EXTRINSIC EVENTS; NATURAL CORRELATION; SPEED; CURRENCIES; OPTIONS ON FUTURES; CONCLUSION; Chapter 17: Trade Examples; THE FUNDAMENTAL TRADE; THE TECHNICAL TRADE; THE BLENDED APPROACH TRADE: APPLICATION OF THE UNIFIED THEORY; USING OPTIONS CONCLUSION |
| Record Nr. | UNINA-9910143395603321 |
|
Ehrman Douglas S. <1976->
|
||
| Hoboken, N.J., : John Wiley & Sons, Inc., c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The handbook of pairs trading [[electronic resource] ] : strategies using equities, options, and futures / / Douglas S. Ehrman
| The handbook of pairs trading [[electronic resource] ] : strategies using equities, options, and futures / / Douglas S. Ehrman |
| Autore | Ehrman Douglas S. <1976-> |
| Pubbl/distr/stampa | Hoboken, N.J., : John Wiley & Sons, Inc., c2006 |
| Descrizione fisica | 1 online resource (271 p.) |
| Disciplina | 332.64524 |
| Collana | Wiley trading series |
| Soggetto topico |
Pairs trading
Stocks |
| ISBN |
1-119-20152-7
1-280-31137-1 9786610311378 0-471-77404-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
The Handbook of Pairs Trading; Contents; Introduction; EQUITIES; ADVANCED STRATEGIES; Part I: The Market-Neutral Element; Chapter 1: Pairs Trading: A Brief History; THE GROWTH OF HEDGE FUND INVESTING; ONE HUNDRED YEARS; THE FUTURE; Chapter 2: Market Neutrality; TYPES OF MARKET NEUTRALITY; CHOICE OF SECURITY TYPE; THE ADVANTAGES OF MARKET-NEUTRAL INVESTING; RISKS OF MARKET-NEUTRAL INVESTING; CONCLUSION; Chapter 3: The Market-Neutral Investment Process; THE INITIAL SCREEN; STOCK SELECTION; FUNDAMENTAL ANALYSIS; CONTRARIAN ANALYSIS; MODEL CONSTRUCTION; PORTFOLIO CONSTRUCTION AND OPTIMIZATION
CONCLUSIONChapter 4: Market Neutrality and Pairs Trading; APPLYING PAIRS TO TYPES OF MARKET NEUTRALITY; PAIRS TRADING AND MARKET-NEUTRAL PORTFOLIO CONSTRUCTION; RISK MANAGEMENT; CONCLUSION; Part II: The Arbitrage Element; Arbitrage Factors; SECURITY TYPE; THE EFFICIENT MARKET HYPOTHESIS; TYPES OF ARBITRAGE CONVERGENCE; RISK ANALYSIS; NONCONVERGENCE; NORMALIZING DIVERGENCE; CONCLUSION; Arbitrage and Pairs Trading; RELATIVE-VALUE AND STATISTICAL ARBITRAGE; THE IMPLIED CONVERGENCE OF MATCHED EQUITY PAIRS; NORMALIZING PAIRS DIVERGENCE; CONCLUSION; Part III: The Technical Analysis Element Chapter 7: Technical Tools and IndicatorsMARKET STRENGTH INDICATORS; MOVING AVERAGE INDICATORS; VOLUME AS AN INDICATOR; CONCLUSION; Chapter 8: The Technicals of Pairs Trading; PAIRS APPLICATION OF MOVING AVERAGE INDICATORS; PRICE TREND IN PAIRS TRADING; CONCLUSION; Part IV: The Unified Theory; Chapter 9: Reviewing the Elements; THE MARKET-NEUTRAL ELEMENT; THE ARBITRAGE ELEMENT; THE TECHNICAL ANALYSIS ELEMENT; Chapter 10: Trading Pairs Fundamentally; THE FUNDAMENTAL APPROACH; FUNDAMENTALS APPLIED; PORTFOLIO CONSTRUCTION; PROBLEMS WITH THE FUNDAMENTAL APPROACH; THE VERDICT Chapter 11: The Technical ApproachTHE ELEMENTS COMBINED; GETTING STARTED; UNDERSTANDING PAIRS TECHNICALLY; TECHNICAL CHARTING AND MARKET NEUTRALITY; TECHNICAL CHARTING AND RELATIVE-VALUE ARBITRAGE; APPLYING OTHER TECHNICAL INDICATORS; SELECTING PROFIT OBJECTIVE AND STOP-LOSS LEVELS; UNIFYING THE APPROACH; Chapter 12: The Overlays; THE FUNDAMENTAL OVERLAY; THE TECHNICAL OVERLAY; CONCLUSION; Chapter 13: The Unified Pairs Trading Theory; PUTTING IT ALL TOGETHER; FORMULATE THE SELECTION CRITERIA; DETERMINE THE CANDIDATES; THE OVERLAYS; EXECUTE THE TRADE; MANAGE THE TRADE; CLOSE THE TRADE CONCLUSIONPart V: Advanced Strategies and Examples; Chapter 14: Options Basics: Terms and Strategies; BASIC TERMS; BASIC STRATEGIES; CONCLUSION; Chapter 15: Pairs Trading with Options; THE OPTIONS OVERLAY; PAIRS OPTIONS STRATEGIES; CALLS AND PUTS; PAIRS TRADING WITH VERTICAL SPREADS; BACK SPREADS; COMBINING THE STRATEGIES; Chapter 16: Futures and Currencies; EXTRINSIC EVENTS; NATURAL CORRELATION; SPEED; CURRENCIES; OPTIONS ON FUTURES; CONCLUSION; Chapter 17: Trade Examples; THE FUNDAMENTAL TRADE; THE TECHNICAL TRADE; THE BLENDED APPROACH TRADE: APPLICATION OF THE UNIFIED THEORY; USING OPTIONS CONCLUSION |
| Record Nr. | UNINA-9910830121703321 |
|
Ehrman Douglas S. <1976->
|
||
| Hoboken, N.J., : John Wiley & Sons, Inc., c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The handbook of pairs trading [[electronic resource] ] : strategies using equities, options, and futures / / Douglas S. Ehrman
| The handbook of pairs trading [[electronic resource] ] : strategies using equities, options, and futures / / Douglas S. Ehrman |
| Autore | Ehrman Douglas S. <1976-> |
| Pubbl/distr/stampa | Hoboken, N.J., : John Wiley & Sons, Inc., c2006 |
| Descrizione fisica | 1 online resource (271 p.) |
| Disciplina | 332.64524 |
| Collana | Wiley trading series |
| Soggetto topico |
Pairs trading
Stocks |
| ISBN |
1-119-20152-7
1-280-31137-1 9786610311378 0-471-77404-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
The Handbook of Pairs Trading; Contents; Introduction; EQUITIES; ADVANCED STRATEGIES; Part I: The Market-Neutral Element; Chapter 1: Pairs Trading: A Brief History; THE GROWTH OF HEDGE FUND INVESTING; ONE HUNDRED YEARS; THE FUTURE; Chapter 2: Market Neutrality; TYPES OF MARKET NEUTRALITY; CHOICE OF SECURITY TYPE; THE ADVANTAGES OF MARKET-NEUTRAL INVESTING; RISKS OF MARKET-NEUTRAL INVESTING; CONCLUSION; Chapter 3: The Market-Neutral Investment Process; THE INITIAL SCREEN; STOCK SELECTION; FUNDAMENTAL ANALYSIS; CONTRARIAN ANALYSIS; MODEL CONSTRUCTION; PORTFOLIO CONSTRUCTION AND OPTIMIZATION
CONCLUSIONChapter 4: Market Neutrality and Pairs Trading; APPLYING PAIRS TO TYPES OF MARKET NEUTRALITY; PAIRS TRADING AND MARKET-NEUTRAL PORTFOLIO CONSTRUCTION; RISK MANAGEMENT; CONCLUSION; Part II: The Arbitrage Element; Arbitrage Factors; SECURITY TYPE; THE EFFICIENT MARKET HYPOTHESIS; TYPES OF ARBITRAGE CONVERGENCE; RISK ANALYSIS; NONCONVERGENCE; NORMALIZING DIVERGENCE; CONCLUSION; Arbitrage and Pairs Trading; RELATIVE-VALUE AND STATISTICAL ARBITRAGE; THE IMPLIED CONVERGENCE OF MATCHED EQUITY PAIRS; NORMALIZING PAIRS DIVERGENCE; CONCLUSION; Part III: The Technical Analysis Element Chapter 7: Technical Tools and IndicatorsMARKET STRENGTH INDICATORS; MOVING AVERAGE INDICATORS; VOLUME AS AN INDICATOR; CONCLUSION; Chapter 8: The Technicals of Pairs Trading; PAIRS APPLICATION OF MOVING AVERAGE INDICATORS; PRICE TREND IN PAIRS TRADING; CONCLUSION; Part IV: The Unified Theory; Chapter 9: Reviewing the Elements; THE MARKET-NEUTRAL ELEMENT; THE ARBITRAGE ELEMENT; THE TECHNICAL ANALYSIS ELEMENT; Chapter 10: Trading Pairs Fundamentally; THE FUNDAMENTAL APPROACH; FUNDAMENTALS APPLIED; PORTFOLIO CONSTRUCTION; PROBLEMS WITH THE FUNDAMENTAL APPROACH; THE VERDICT Chapter 11: The Technical ApproachTHE ELEMENTS COMBINED; GETTING STARTED; UNDERSTANDING PAIRS TECHNICALLY; TECHNICAL CHARTING AND MARKET NEUTRALITY; TECHNICAL CHARTING AND RELATIVE-VALUE ARBITRAGE; APPLYING OTHER TECHNICAL INDICATORS; SELECTING PROFIT OBJECTIVE AND STOP-LOSS LEVELS; UNIFYING THE APPROACH; Chapter 12: The Overlays; THE FUNDAMENTAL OVERLAY; THE TECHNICAL OVERLAY; CONCLUSION; Chapter 13: The Unified Pairs Trading Theory; PUTTING IT ALL TOGETHER; FORMULATE THE SELECTION CRITERIA; DETERMINE THE CANDIDATES; THE OVERLAYS; EXECUTE THE TRADE; MANAGE THE TRADE; CLOSE THE TRADE CONCLUSIONPart V: Advanced Strategies and Examples; Chapter 14: Options Basics: Terms and Strategies; BASIC TERMS; BASIC STRATEGIES; CONCLUSION; Chapter 15: Pairs Trading with Options; THE OPTIONS OVERLAY; PAIRS OPTIONS STRATEGIES; CALLS AND PUTS; PAIRS TRADING WITH VERTICAL SPREADS; BACK SPREADS; COMBINING THE STRATEGIES; Chapter 16: Futures and Currencies; EXTRINSIC EVENTS; NATURAL CORRELATION; SPEED; CURRENCIES; OPTIONS ON FUTURES; CONCLUSION; Chapter 17: Trade Examples; THE FUNDAMENTAL TRADE; THE TECHNICAL TRADE; THE BLENDED APPROACH TRADE: APPLICATION OF THE UNIFIED THEORY; USING OPTIONS CONCLUSION |
| Record Nr. | UNINA-9910840542603321 |
|
Ehrman Douglas S. <1976->
|
||
| Hoboken, N.J., : John Wiley & Sons, Inc., c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Hedge fund investment management [[electronic resource] /] / edited by Izzy Nelken
| Hedge fund investment management [[electronic resource] /] / edited by Izzy Nelken |
| Pubbl/distr/stampa | Amsterdam, : Elsevier/Butterworth-Heinemann, 2006 |
| Descrizione fisica | 1 online resource (173 p.) |
| Disciplina | 332.64524 |
| Altri autori (Persone) | NelkenIsrael |
| Soggetto topico |
Hedge funds
Mutual funds |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-280-64198-3
9786610641987 0-08-045513-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; Contributors; Preface; Introduction; Acknowledgements; Fixed income arbitrage 1; Government Issued Debt; Asset Swaps (Excluding Convertible Bonds); Yield Curve Arbitrage; Corporate Bond Arbitrage; Capital Structure Arbitrage; Diversity in mortgage hedge fund investing; Introduction; Some Basic Mortgage Mechanics; Varieties of Mortgage Loans; Varieties of Mortgage-Backed Securities; Varieties of Strategies; Analytic Methods and Models; Liquidity and Leverage; Net Asset Value and Marking to Market; Hedging Strategies and Risk Management; Conclusion
Absolute returns in commodity (natural resource) futures investments Return Compression in Hedge Funds has led to an Increased Interest in Investing in Commodities; The Traditional Case for Commodity Investing: The Structural Returns Available in the Futures Markets; The Updated Case for Commodities: The Potential for Global Supply Shocks and Inflation; Risk Management in Commodity Investing; Conclusion; References; Issues in hedge funds going offshore; Introduction; Common Considerations; Setting up in the Cayman Islands; List of References and Readings; Structured products on hedge funds The Basics Evolution of Structured Products; Types of Structured Products; Principal protection structures; Using Structured Products; Looking Ahead; Careers in hedge funds; Overview; Back Office Careers; Middle Office Careers; Front Office Careers; Special Issues that Women Face; A liquidity haircut for hedge funds 1; Introduction; Valuing the Hedge Fund Manager's Contract; Longstaff 's Method; Simulating the liquidity Premium; Conclusion; References; Hedge fund investing: some words of caution; Introduction; The Available Data on Hedge Funds are far from Perfect Funds Following the same type of Strategy may still Behave very Differently Similar Indices from Different Index Providers may Behave very Differently; The True Risks of Hedge Funds Tend to be Seriously Underestimated; Sharpe Ratios and Alphas of Hedge Funds can be Highly Misleading; There are no Shortcuts in Hedge Fund Selection; Hedge Fund Diversification is not a Free Lunch; Hedge Funds do not Combine very well with Equity; Modern Portfolio Theory is too Simplistic to deal with Hedge Funds; One has to Invest at least 20% in Hedge Funds for it to make a Difference; Conclusion; References On ranking schemes and portfolio selection Introduction; Conventions and Definitions; Equivalence in a Gaussian World; Ranking and Risk Aversion; A Better Utility Function; Extension to Non-Gaussian Distributions; Market Determination of m; Modern Portfolio Theory; Conclusions; References; Index |
| Record Nr. | UNINA-9910457330103321 |
| Amsterdam, : Elsevier/Butterworth-Heinemann, 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Hedge fund investment management [[electronic resource] /] / edited by Izzy Nelken
| Hedge fund investment management [[electronic resource] /] / edited by Izzy Nelken |
| Pubbl/distr/stampa | Amsterdam, : Elsevier/Butterworth-Heinemann, 2006 |
| Descrizione fisica | 1 online resource (173 p.) |
| Disciplina | 332.64524 |
| Altri autori (Persone) | NelkenIsrael |
| Soggetto topico |
Hedge funds
Mutual funds |
| ISBN |
1-280-64198-3
9786610641987 0-08-045513-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; Contributors; Preface; Introduction; Acknowledgements; Fixed income arbitrage 1; Government Issued Debt; Asset Swaps (Excluding Convertible Bonds); Yield Curve Arbitrage; Corporate Bond Arbitrage; Capital Structure Arbitrage; Diversity in mortgage hedge fund investing; Introduction; Some Basic Mortgage Mechanics; Varieties of Mortgage Loans; Varieties of Mortgage-Backed Securities; Varieties of Strategies; Analytic Methods and Models; Liquidity and Leverage; Net Asset Value and Marking to Market; Hedging Strategies and Risk Management; Conclusion
Absolute returns in commodity (natural resource) futures investments Return Compression in Hedge Funds has led to an Increased Interest in Investing in Commodities; The Traditional Case for Commodity Investing: The Structural Returns Available in the Futures Markets; The Updated Case for Commodities: The Potential for Global Supply Shocks and Inflation; Risk Management in Commodity Investing; Conclusion; References; Issues in hedge funds going offshore; Introduction; Common Considerations; Setting up in the Cayman Islands; List of References and Readings; Structured products on hedge funds The Basics Evolution of Structured Products; Types of Structured Products; Principal protection structures; Using Structured Products; Looking Ahead; Careers in hedge funds; Overview; Back Office Careers; Middle Office Careers; Front Office Careers; Special Issues that Women Face; A liquidity haircut for hedge funds 1; Introduction; Valuing the Hedge Fund Manager's Contract; Longstaff 's Method; Simulating the liquidity Premium; Conclusion; References; Hedge fund investing: some words of caution; Introduction; The Available Data on Hedge Funds are far from Perfect Funds Following the same type of Strategy may still Behave very Differently Similar Indices from Different Index Providers may Behave very Differently; The True Risks of Hedge Funds Tend to be Seriously Underestimated; Sharpe Ratios and Alphas of Hedge Funds can be Highly Misleading; There are no Shortcuts in Hedge Fund Selection; Hedge Fund Diversification is not a Free Lunch; Hedge Funds do not Combine very well with Equity; Modern Portfolio Theory is too Simplistic to deal with Hedge Funds; One has to Invest at least 20% in Hedge Funds for it to make a Difference; Conclusion; References On ranking schemes and portfolio selection Introduction; Conventions and Definitions; Equivalence in a Gaussian World; Ranking and Risk Aversion; A Better Utility Function; Extension to Non-Gaussian Distributions; Market Determination of m; Modern Portfolio Theory; Conclusions; References; Index |
| Record Nr. | UNINA-9910784450903321 |
| Amsterdam, : Elsevier/Butterworth-Heinemann, 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Hedge fund investment management / / edited by Izzy Nelken
| Hedge fund investment management / / edited by Izzy Nelken |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Amsterdam, : Elsevier/Butterworth-Heinemann, 2006 |
| Descrizione fisica | 1 online resource (173 p.) |
| Disciplina | 332.64524 |
| Altri autori (Persone) | NelkenIsrael |
| Soggetto topico |
Hedge funds
Mutual funds |
| ISBN |
1-280-64198-3
9786610641987 0-08-045513-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; Contributors; Preface; Introduction; Acknowledgements; Fixed income arbitrage 1; Government Issued Debt; Asset Swaps (Excluding Convertible Bonds); Yield Curve Arbitrage; Corporate Bond Arbitrage; Capital Structure Arbitrage; Diversity in mortgage hedge fund investing; Introduction; Some Basic Mortgage Mechanics; Varieties of Mortgage Loans; Varieties of Mortgage-Backed Securities; Varieties of Strategies; Analytic Methods and Models; Liquidity and Leverage; Net Asset Value and Marking to Market; Hedging Strategies and Risk Management; Conclusion
Absolute returns in commodity (natural resource) futures investments Return Compression in Hedge Funds has led to an Increased Interest in Investing in Commodities; The Traditional Case for Commodity Investing: The Structural Returns Available in the Futures Markets; The Updated Case for Commodities: The Potential for Global Supply Shocks and Inflation; Risk Management in Commodity Investing; Conclusion; References; Issues in hedge funds going offshore; Introduction; Common Considerations; Setting up in the Cayman Islands; List of References and Readings; Structured products on hedge funds The Basics Evolution of Structured Products; Types of Structured Products; Principal protection structures; Using Structured Products; Looking Ahead; Careers in hedge funds; Overview; Back Office Careers; Middle Office Careers; Front Office Careers; Special Issues that Women Face; A liquidity haircut for hedge funds 1; Introduction; Valuing the Hedge Fund Manager's Contract; Longstaff 's Method; Simulating the liquidity Premium; Conclusion; References; Hedge fund investing: some words of caution; Introduction; The Available Data on Hedge Funds are far from Perfect Funds Following the same type of Strategy may still Behave very Differently Similar Indices from Different Index Providers may Behave very Differently; The True Risks of Hedge Funds Tend to be Seriously Underestimated; Sharpe Ratios and Alphas of Hedge Funds can be Highly Misleading; There are no Shortcuts in Hedge Fund Selection; Hedge Fund Diversification is not a Free Lunch; Hedge Funds do not Combine very well with Equity; Modern Portfolio Theory is too Simplistic to deal with Hedge Funds; One has to Invest at least 20% in Hedge Funds for it to make a Difference; Conclusion; References On ranking schemes and portfolio selection Introduction; Conventions and Definitions; Equivalence in a Gaussian World; Ranking and Risk Aversion; A Better Utility Function; Extension to Non-Gaussian Distributions; Market Determination of m; Modern Portfolio Theory; Conclusions; References; Index |
| Record Nr. | UNINA-9910825031103321 |
| Amsterdam, : Elsevier/Butterworth-Heinemann, 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Hedge fund operational due diligence [[electronic resource] ] : understanding the risks / / Jason A. Scharfman
| Hedge fund operational due diligence [[electronic resource] ] : understanding the risks / / Jason A. Scharfman |
| Autore | Scharfman Jason A. <1978-> |
| Pubbl/distr/stampa | Hoboken, NJ, : Wiley, c2009 |
| Descrizione fisica | 1 online resource (317 p.) |
| Disciplina |
332.64/524
332.64524 |
| Collana | Wiley finance series |
| Soggetto topico |
Hedge funds
Risk management |
| Soggetto genere / forma | Electronic books. |
| ISBN |
0-470-46617-0
1-119-19748-1 1-281-93877-7 9786611938772 0-470-41360-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Hedge Fund Operational Due Diligence: Understanding the Risks; Contents; Preface; Chapter 1: What Is Operational Risk?; Chapter 2: The Importance of Operational Due Diligence; Chapter 3: Who Is Qualified to Perform an Operational Due Diligence Review?; Chapter 4: Creating an Initial Operational Profile; Chapter 5: Evaluating the Gray Areas: Examples; Chapter 6: Ten Tips for Performing an Operational Due Diligence Review; Chapter 7: Ongoing Operational Profile Monitoring; Chapter 8: Techniques for Modeling Operational Risk
Chapter 9: Bridging the Gap: Incorporating Operational Risk Considerations into the Portfolio Construction and Asset Allocation ProcessChapter 10: Looking Ahead: Trends in the Space; Index |
| Record Nr. | UNINA-9910144107603321 |
|
Scharfman Jason A. <1978->
|
||
| Hoboken, NJ, : Wiley, c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Hedge fund operational due diligence [[electronic resource] ] : understanding the risks / / Jason A. Scharfman
| Hedge fund operational due diligence [[electronic resource] ] : understanding the risks / / Jason A. Scharfman |
| Autore | Scharfman Jason A. <1978-> |
| Pubbl/distr/stampa | Hoboken, NJ, : Wiley, c2009 |
| Descrizione fisica | 1 online resource (317 p.) |
| Disciplina |
332.64/524
332.64524 |
| Collana | Wiley finance series |
| Soggetto topico |
Hedge funds
Risk management |
| ISBN |
0-470-46617-0
1-119-19748-1 1-281-93877-7 9786611938772 0-470-41360-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Hedge Fund Operational Due Diligence: Understanding the Risks; Contents; Preface; Chapter 1: What Is Operational Risk?; Chapter 2: The Importance of Operational Due Diligence; Chapter 3: Who Is Qualified to Perform an Operational Due Diligence Review?; Chapter 4: Creating an Initial Operational Profile; Chapter 5: Evaluating the Gray Areas: Examples; Chapter 6: Ten Tips for Performing an Operational Due Diligence Review; Chapter 7: Ongoing Operational Profile Monitoring; Chapter 8: Techniques for Modeling Operational Risk
Chapter 9: Bridging the Gap: Incorporating Operational Risk Considerations into the Portfolio Construction and Asset Allocation ProcessChapter 10: Looking Ahead: Trends in the Space; Index |
| Record Nr. | UNINA-9910830120503321 |
|
Scharfman Jason A. <1978->
|
||
| Hoboken, NJ, : Wiley, c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
