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Hedge funds : an analytic perspective / / Andrew W. Lo
| Hedge funds : an analytic perspective / / Andrew W. Lo |
| Autore | Lo Andrew W (Andrew Wen-Chuan) |
| Edizione | [Rev. and expanded ed.] |
| Pubbl/distr/stampa | Princeton, N.J., : Princeton University Press, 2010 |
| Descrizione fisica | 1 online resource (388 p.) |
| Disciplina | 332.64524 |
| Collana | Advances in financial engineering |
| Soggetto topico | Mutual funds |
| ISBN |
1-282-63952-8
9786612639524 1-4008-3581-X |
| Classificazione | QK 530 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Contents -- Tables -- Figures -- Color Plates -- Acknowledgments -- 1 Introduction -- 2 BasicPropertiesof Hedge Fund Returns -- 3. Serial Correlation, Smoothed Returns, and Illiquidity -- 4 Optimal Liquidity -- 5 Hedge Fund Beta Replication -- 6 A New Measure of Active Investment Management -- 7 Hedge Funds and Systemic Risk -- 8 An Integrated Hedge Fund Investment Process -- 9 Practical Considerations -- 10 What Happened to the Quants in August 2007? -- 11 Jumping the Gates -- Appendix -- References -- Index |
| Record Nr. | UNINA-9910823135303321 |
Lo Andrew W (Andrew Wen-Chuan)
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| Princeton, N.J., : Princeton University Press, 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Hedge funds and systemic risk / / Lloyd Dixon, Noreen Clancy, Krishna B. Kumar
| Hedge funds and systemic risk / / Lloyd Dixon, Noreen Clancy, Krishna B. Kumar |
| Autore | Dixon Lloyd S |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Santa Monica, Calif., : RAND Corporation, 2012 |
| Descrizione fisica | 1 online resource (147 p.) |
| Disciplina | 332.64524 |
| Altri autori (Persone) |
ClancyNoreen
KumarKrishna B |
| Collana | Rand Corporation monograph series |
| Soggetto topico |
Hedge funds - United States
Mutual funds - United States |
| ISBN |
0-8330-7786-4
0-8330-7788-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Title Page; Copyright; Preface; Contents; Figures; Tables; Summary; Acknowledgments; Abbreviations; CHAPTER ONE: Introduction; Potential Contribution of Hedge Funds to Systemic Risk; Research Methods; Organization of This Report; CHAPTER TWO: Background on the Hedge Fund Industry; Overview of the Hedge Fund Industry; Legal Structure and Role in the Financial System; Number of Hedge Funds and Assets Under Management; Restrictions on Investor Withdrawals from Hedge Funds; Characteristics of Hedge Fund Investors
Distribution of Funds in the Industry, by Size and Characteristics of Hedge Fund Advisers Hedge Fund Returns and Investment Strategies; Attributes of Hedge Funds That Amplify and Mitigate Their Potential Contribution to Systemic Risk; CHAPTER THREE: The Collapse of Long-Term Capital Management; Factors Leading to the Collapse of Long-Term Capital Management; The Rescue of Long-Term Capital Management; The Aftermath of the Collapse of Long-Term Capital Management; Lessons from the Collapse of Long-Term Capital Management; CHAPTER FOUR: Hedge Funds and the Financial Crisis of 2007-2008. Factors Underlying the Financial Crisis Hedge Fund Contribution to the Financial Crisis Through the Credit Channel; Impact of Hedge Fund Losses on Creditors; The Failure of the Bear Stearns Hedge Funds; Hedge Fund Contribution to the Financial Crisis Through the Market Channel; Hedge Fund Contribution to the Buildup of the Housing Bubble; Hedge Fund Deleveraging; Short Selling; Hedge Fund Runs on Investment Banks; Assessment of Hedge Fund Contributions to the Financial Crisis; CHAPTER FIVE: Potential Hedge Fund Threats to Financial Stability and Reforms to Address Them Potential Hedge Fund Threats to Financial Stability Lack of Information on Hedge Funds; Lack of Appropriate Margin in Derivatives Trades; Runs on Prime Brokers; Short Selling; Compromised Risk-Management Incentives; Lack of Portfolio Liquidity and Excessive Leverage; Financial Reforms That Address Hedge Fund Contributions to Systemic Risk; Reforms That Address Lack of Information on Hedge Funds; Reforms That Address Lack of Appropriate Margin in Derivatives Trades; Reforms That Address Hedge Fund Runs on Prime Brokers; Reforms That Address Short Selling Reforms That Address Risk-Management Incentives Reforms That Address the Liquidity and Leverage of Hedge Fund Portfolios; Summary; CHAPTER SIX: Conclusion; APPENDIX: Regulatory Reforms That Address Potential Systemic Risks; References |
| Record Nr. | UNINA-9910220157003321 |
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Dixon Lloyd S
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| Santa Monica, Calif., : RAND Corporation, 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Hedge funds, systemic risk, and Dodd-Frank : the road ahead / / Lloyd Dixon, Noreen Clancy, Krishna B. Kumar
| Hedge funds, systemic risk, and Dodd-Frank : the road ahead / / Lloyd Dixon, Noreen Clancy, Krishna B. Kumar |
| Autore | Dixon Lloyd S |
| Pubbl/distr/stampa | Santa Monica, CA, : RAND Corporation, 2013 |
| Descrizione fisica | 1 online resource (ix, 11 pages) |
| Disciplina | 332.64524 |
| Collana | Gale eBooks |
| Soggetto topico |
Hedge funds
Hedge funds - Law and legislation Hedge funds - Management |
| ISBN |
0-8330-8084-9
0-8330-8086-5 0-8330-8085-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Cover; Title Page; Copyright; Preface; Table of Contents; Acknowledgments; Abbreviations; Key Issues and Themes Raised During the Symposium; Approach to Regulating Hedge Funds; Leverage and Liquidity of Hedge Fund Portfolios; Herding in the Hedge Fund Industry; Issues Related to Reporting by Hedge Funds; Costs of Regulation; Risks Posed by Big Banks; Topics for Further Research; Appendix A. Symposium Agenda and Participants |
| Record Nr. | UNINA-9910220151803321 |
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Dixon Lloyd S
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| Santa Monica, CA, : RAND Corporation, 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Hedgefond replikation : eine empirische analyse verteilungsbasierter Ansätze / / Corinna Frädrich
| Hedgefond replikation : eine empirische analyse verteilungsbasierter Ansätze / / Corinna Frädrich |
| Autore | Frädrich Corinna |
| Pubbl/distr/stampa | Hamburg, [Germany] : , : disserta Verlag, , 2015 |
| Descrizione fisica | 1 online resource (77 p.) |
| Disciplina | 332.64524 |
| Collana | Reihe Alternative Investments |
| Soggetto topico | Hedge funds |
| Soggetto genere / forma | Electronic books. |
| ISBN | 3-95934-154-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ger |
| Record Nr. | UNINA-9910460468203321 |
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Frädrich Corinna
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| Hamburg, [Germany] : , : disserta Verlag, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Hedgefond replikation : eine empirische analyse verteilungsbasierter Ansätze / / Corinna Frädrich
| Hedgefond replikation : eine empirische analyse verteilungsbasierter Ansätze / / Corinna Frädrich |
| Autore | Frädrich Corinna |
| Pubbl/distr/stampa | Hamburg, [Germany] : , : disserta Verlag, , 2015 |
| Descrizione fisica | 1 online resource (77 p.) |
| Disciplina | 332.64524 |
| Collana | Reihe Alternative Investments |
| Soggetto topico | Hedge funds |
| ISBN | 3-95934-154-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ger |
| Record Nr. | UNINA-9910798100403321 |
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Frädrich Corinna
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| Hamburg, [Germany] : , : disserta Verlag, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Hedgefond replikation : eine empirische analyse verteilungsbasierter Ansätze / / Corinna Frädrich
| Hedgefond replikation : eine empirische analyse verteilungsbasierter Ansätze / / Corinna Frädrich |
| Autore | Frädrich Corinna |
| Pubbl/distr/stampa | Hamburg, [Germany] : , : disserta Verlag, , 2015 |
| Descrizione fisica | 1 online resource (77 p.) |
| Disciplina | 332.64524 |
| Collana | Reihe Alternative Investments |
| Soggetto topico | Hedge funds |
| ISBN | 3-95934-154-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ger |
| Record Nr. | UNINA-9910821718803321 |
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Frädrich Corinna
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| Hamburg, [Germany] : , : disserta Verlag, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Inside the House of Money [[electronic resource] ] : Top Hedge Fund Traders on Profiting in the Global Markets
| Inside the House of Money [[electronic resource] ] : Top Hedge Fund Traders on Profiting in the Global Markets |
| Autore | Drobny Steven |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Hoboken, : Wiley, 2013 |
| Descrizione fisica | 1 online resource (370 p.) |
| Disciplina | 332.64524 |
| Soggetto topico |
Hedge funds
Investment advisors Investments Mutual funds Portfolio management |
| Soggetto genere / forma | Electronic books. |
| ISBN | 1-118-86557-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Inside the House of Money: Top Hedge Fund Traders on Profiting in the Global Markets; Copyright; Contents; Foreword; Preface; Preface to the 2009 Edition; Preface to the 2006 Edition; Chapter 1: Introduction to Global Macro Hedge Funds; Summary; Chapter 2: The History of Global Macro Hedge Funds; The Next Generation of Global Macro Managers; The Equity Stream; The Commodity Stream; Major Global Macro Market Events; The Stock Market Crash of 1987; Black Wednesday 1992; Bond Market Rout of 1994; Asia Crisis 1997; Russia Crisis 1998; Long Term Capital Management 1998; Dot-Com Bust 2000
Global Macro is Dead A Final Word on Soros; Chapter 3: The Future of Global Macro Hedge Funds; From Global Macro to Global Micro; Chapter 4: The Family Office Manager; The Family Office Manager, Part Two; Chapter 5: The Prop Trader; Chapter 6: The Treasurer; Chapter 7: The Central Banker; Chapter 8: The Dot-Commer; Chapter 9: The Floor Trader; Chapter 10: The Pioneer; Chapter 11: The Commodity Specialist; Chapter 12: The Stock Operator; Chapter 13: The Emerging Market Specialist; Chapter 14: The Fixed Income Specialists; Chapter 15: The Currency Specialist; Conclusion Appendix: A Note to Investors about Global Macro Acknowledgments; Bibliography; Index |
| Record Nr. | UNINA-9910453287203321 |
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Drobny Steven
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| Hoboken, : Wiley, 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Inside the House of Money [[electronic resource] ] : Top Hedge Fund Traders on Profiting in the Global Markets
| Inside the House of Money [[electronic resource] ] : Top Hedge Fund Traders on Profiting in the Global Markets |
| Autore | Drobny Steven |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Hoboken, : Wiley, 2013 |
| Descrizione fisica | 1 online resource (370 p.) |
| Disciplina | 332.64524 |
| Soggetto topico |
Hedge funds
Investment advisors Investments Mutual funds Portfolio management |
| ISBN | 1-118-86557-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Inside the House of Money: Top Hedge Fund Traders on Profiting in the Global Markets; Copyright; Contents; Foreword; Preface; Preface to the 2009 Edition; Preface to the 2006 Edition; Chapter 1: Introduction to Global Macro Hedge Funds; Summary; Chapter 2: The History of Global Macro Hedge Funds; The Next Generation of Global Macro Managers; The Equity Stream; The Commodity Stream; Major Global Macro Market Events; The Stock Market Crash of 1987; Black Wednesday 1992; Bond Market Rout of 1994; Asia Crisis 1997; Russia Crisis 1998; Long Term Capital Management 1998; Dot-Com Bust 2000
Global Macro is Dead A Final Word on Soros; Chapter 3: The Future of Global Macro Hedge Funds; From Global Macro to Global Micro; Chapter 4: The Family Office Manager; The Family Office Manager, Part Two; Chapter 5: The Prop Trader; Chapter 6: The Treasurer; Chapter 7: The Central Banker; Chapter 8: The Dot-Commer; Chapter 9: The Floor Trader; Chapter 10: The Pioneer; Chapter 11: The Commodity Specialist; Chapter 12: The Stock Operator; Chapter 13: The Emerging Market Specialist; Chapter 14: The Fixed Income Specialists; Chapter 15: The Currency Specialist; Conclusion Appendix: A Note to Investors about Global Macro Acknowledgments; Bibliography; Index |
| Record Nr. | UNINA-9910790760203321 |
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Drobny Steven
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| Hoboken, : Wiley, 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Inside the House of Money : Top Hedge Fund Traders on Profiting in the Global Markets
| Inside the House of Money : Top Hedge Fund Traders on Profiting in the Global Markets |
| Autore | Drobny Steven |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Hoboken, : Wiley, 2013 |
| Descrizione fisica | 1 online resource (370 p.) |
| Disciplina | 332.64524 |
| Soggetto topico |
Hedge funds
Investment advisors Investments Mutual funds Portfolio management |
| ISBN | 1-118-86557-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Inside the House of Money: Top Hedge Fund Traders on Profiting in the Global Markets; Copyright; Contents; Foreword; Preface; Preface to the 2009 Edition; Preface to the 2006 Edition; Chapter 1: Introduction to Global Macro Hedge Funds; Summary; Chapter 2: The History of Global Macro Hedge Funds; The Next Generation of Global Macro Managers; The Equity Stream; The Commodity Stream; Major Global Macro Market Events; The Stock Market Crash of 1987; Black Wednesday 1992; Bond Market Rout of 1994; Asia Crisis 1997; Russia Crisis 1998; Long Term Capital Management 1998; Dot-Com Bust 2000
Global Macro is Dead A Final Word on Soros; Chapter 3: The Future of Global Macro Hedge Funds; From Global Macro to Global Micro; Chapter 4: The Family Office Manager; The Family Office Manager, Part Two; Chapter 5: The Prop Trader; Chapter 6: The Treasurer; Chapter 7: The Central Banker; Chapter 8: The Dot-Commer; Chapter 9: The Floor Trader; Chapter 10: The Pioneer; Chapter 11: The Commodity Specialist; Chapter 12: The Stock Operator; Chapter 13: The Emerging Market Specialist; Chapter 14: The Fixed Income Specialists; Chapter 15: The Currency Specialist; Conclusion Appendix: A Note to Investors about Global Macro Acknowledgments; Bibliography; Index |
| Record Nr. | UNINA-9910820716703321 |
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Drobny Steven
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| Hoboken, : Wiley, 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Institutional investor activism : hedge funds and private equity, economics and regulation / / edited by William W. Bratton and Joseph A. McCahery
| Institutional investor activism : hedge funds and private equity, economics and regulation / / edited by William W. Bratton and Joseph A. McCahery |
| Edizione | [First edition.] |
| Pubbl/distr/stampa | Oxford : , : Oxford University Press, , 2015 |
| Descrizione fisica | 1 online resource (817 p.) |
| Disciplina | 332.64524 |
| Soggetto topico |
Institutional investments
Hedge funds Private equity |
| Soggetto genere / forma | Electronic books. |
| ISBN | 0-19-103978-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Cover""; ""Institutional Investor Activism: Hedge Funds and Private Equity, Economics and Regulation""; ""Copyright""; ""Preface""; ""Acknowledgements""; ""Contents""; ""List of Figures""; ""List of Tables""; ""Table of Cases""; ""List of Contributors""; ""1. Introduction""; ""Part I The Disempowered Shareholder""; ""2. The Evolution of Shareholder Activism in the United States""; ""3. The Myth of the Shareholder Franchise""; ""4. Shareholder Activism through Proxy Proposals: The European Perspective""; ""Part II Hedge Fund Activism"" |
| Record Nr. | UNINA-9910461362703321 |
| Oxford : , : Oxford University Press, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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