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Commodity trading advisors [[electronic resource] ] : risk, performance analysis, and selection / / [edited by] Greg N. Gregoriou ... [et al.]
| Commodity trading advisors [[electronic resource] ] : risk, performance analysis, and selection / / [edited by] Greg N. Gregoriou ... [et al.] |
| Pubbl/distr/stampa | Hoboken, NJ, : Wiley, c2004 |
| Descrizione fisica | 1 online resource (450 p.) |
| Disciplina | 332.64/4 |
| Altri autori (Persone) | GregoriouGreg N. <1956-> |
| Collana | Wiley Finance |
| Soggetto topico | Commodity trading advisors |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-118-16095-9
1-280-26524-8 9786610265244 0-471-68989-0 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Commodity Trading Advisors; Contents; Preface; Acknowledgments; About the Editors; About the Authors; Introduction; PART ONE Performance; PART TWO Risk and Managed Futures Investing; PART THREE Managed Futures Investing, Fees, and Regulation; PART FOUR Program Evaluation, Selection, and Returns; REFERENCES; INDEX |
| Record Nr. | UNINA-9910449934303321 |
| Hoboken, NJ, : Wiley, c2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Commodity trading advisors [[electronic resource] ] : risk, performance analysis, and selection / / [edited by] Greg N. Gregoriou ... [et al.]
| Commodity trading advisors [[electronic resource] ] : risk, performance analysis, and selection / / [edited by] Greg N. Gregoriou ... [et al.] |
| Pubbl/distr/stampa | Hoboken, NJ, : Wiley, c2004 |
| Descrizione fisica | 1 online resource (450 p.) |
| Disciplina | 332.64/4 |
| Altri autori (Persone) | GregoriouGreg N. <1956-> |
| Collana | Wiley Finance |
| Soggetto topico | Commodity trading advisors |
| ISBN |
1-118-16095-9
1-280-26524-8 9786610265244 0-471-68989-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Commodity Trading Advisors; Contents; Preface; Acknowledgments; About the Editors; About the Authors; Introduction; PART ONE Performance; PART TWO Risk and Managed Futures Investing; PART THREE Managed Futures Investing, Fees, and Regulation; PART FOUR Program Evaluation, Selection, and Returns; REFERENCES; INDEX |
| Record Nr. | UNINA-9910783517803321 |
| Hoboken, NJ, : Wiley, c2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Commodity trading advisors : risk, performance analysis, and selection / / [edited by] Greg N. Gregoriou ... [et al.]
| Commodity trading advisors : risk, performance analysis, and selection / / [edited by] Greg N. Gregoriou ... [et al.] |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Hoboken, NJ, : Wiley, c2004 |
| Descrizione fisica | 1 online resource (450 p.) |
| Disciplina | 332.64/4 |
| Altri autori (Persone) | GregoriouGreg N. <1956-> |
| Collana | Wiley Finance |
| Soggetto topico | Commodity trading advisors |
| ISBN |
1-118-16095-9
1-280-26524-8 9786610265244 0-471-68989-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Commodity Trading Advisors; Contents; Preface; Acknowledgments; About the Editors; About the Authors; Introduction; PART ONE Performance; PART TWO Risk and Managed Futures Investing; PART THREE Managed Futures Investing, Fees, and Regulation; PART FOUR Program Evaluation, Selection, and Returns; REFERENCES; INDEX |
| Record Nr. | UNINA-9910828414503321 |
| Hoboken, NJ, : Wiley, c2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Corporate governance and regulatory impact on mergers and acquisitions [[electronic resource] ] : research and analysis on activity worldwide since 1990 / / edited by Greg N. Gregoriou, and Luc Renneboog
| Corporate governance and regulatory impact on mergers and acquisitions [[electronic resource] ] : research and analysis on activity worldwide since 1990 / / edited by Greg N. Gregoriou, and Luc Renneboog |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Amsterdam ; ; Boston, : Academic Press, c2007 |
| Descrizione fisica | 1 online resource (304 p.) |
| Disciplina | 338.8/3 |
| Altri autori (Persone) |
GregoriouGreg N. <1956->
RenneboogLuc |
| Collana | Quantitative finance series |
| Soggetto topico |
Consolidation and merger of corporations
Corporate governance Consolidation and merger of corporations - Law and legislation Corporate governance - Law and legislation |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-281-02883-5
9786611028831 0-08-054932-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Corporate Governance and Regulatory Impact on Mergers and Acquisitions; Copyright Page; Contents; Acknowledgments; About the Editors; List of Contributors; Chapter 1: Understanding Mergers and Acquisitions: Corporate Governance and Regulatory Issues; 1.1 Corporate Governance and Takeovers; 1.2 Key Aspects of Takeover Regulation; 1.3 Overview of the Research Presented in this Volume; References; Chapter 2: The Effect of Merger Laws on Merger Activity: International Evidence; 2.1 Introduction; 2.2 Related Literature; 2.3 Merger Laws; 2.4 Merger Data
2.5 Domestic and Cross-Border Mergers, and Merger Laws2.6 Conclusion; References; Chapter 3: The Governance Motive in Cross-Border Mergers and Acquisitions; 3.1 Introduction; 3.2 A Simple Model of Cross-Border Merger and Acquisition Activity; 3.3 Empirical Analysis; 3.4 Conclusion; Chapter 3 Appendix; References; Chapter 4: Corporate Governance Convergence Through Cross-Border Mergers: The Case of Aventis; 4.1 Introduction; 4.2 Aventis: Characteristics and Main Results; 4.3 The Merging Parties; 4.4 The Merger: The Formation of Aventis 4.5 Corporate Governance: Rhocircne-Poulenc, Hoechst, and the French and German Corporate Codes4.6 Corporate Governance of Aventis; 4.7 Conclusion; References; Acknowledgments; Chapter 5: Whither Hostility?; 5.1 Introduction; 5.2 Discipline as a Motivation for Mergers; 5.3 The Decline of the Hostile Takeover; 5.4 The Reappearance of Hostility; 5.5 Conclusion; References; Chapter 6: Corporate Governance and acquisitions: Acquirer Wealth Effects in the Netherlands; 6.1 Introduction; 6.2 Literature Review; 6.3 Research Design; 6.4 Results; 6.5 Conclusion; References Chapter 7: European Union Takeover Regulation and the One-Share One-Vote Controversy7.1 Introduction; 7.2 Shareholder Democracy; 7.3 Economics of Ownership and Corporate Voting: A Brief Overview; 7.4 Is One-Share One-Vote Optimal?; 7.5 Conclusion and Policy Implications; References; Chapter 8: Opportunities in the Merger and Acquisition Aftermarket: Squeezing Out and Selling Out; 8.1 Introduction; 8.2 Rationale for the Squeeze-Out Right and the Sellout Right; 8.3 Squeeze-Out Right and the Protection of Private Property 8.4 The Squeeze-Out Right and the Sellout Right in a Comparative Legal Perspective8.5 Conclusion; References; Chapter 9: Valuation Methods and German Merger Practice; 9.1 Introduction; 9.2 The Background of Merger Processes in Germany; 9.3 Basic Valuation Principles in Germany; 9.4 The German Tax CAPM-a Tax CAPM with German Income Tax; 9.5 A Valuation Example: Merger Valuation of Deutsche Telekom; 9.6 Consequences for German Takeover Practice; 9.7 Conclusion; References; Chapter 10: Share Buybacks, Institutional Investors, and Corporate Control; 10.1 Introduction; 10.2 Buyback Mechanisms 10.3 Myth and Reality of Buybacks |
| Record Nr. | UNINA-9910458105103321 |
| Amsterdam ; ; Boston, : Academic Press, c2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Corporate governance and regulatory impact on mergers and acquisitions [[electronic resource] ] : research and analysis on activity worldwide since 1990 / / edited by Greg N. Gregoriou, and Luc Renneboog
| Corporate governance and regulatory impact on mergers and acquisitions [[electronic resource] ] : research and analysis on activity worldwide since 1990 / / edited by Greg N. Gregoriou, and Luc Renneboog |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Amsterdam ; ; Boston, : Academic Press, c2007 |
| Descrizione fisica | 1 online resource (304 p.) |
| Disciplina | 338.8/3 |
| Altri autori (Persone) |
GregoriouGreg N. <1956->
RenneboogLuc |
| Collana | Quantitative finance series |
| Soggetto topico |
Consolidation and merger of corporations
Corporate governance Consolidation and merger of corporations - Law and legislation Corporate governance - Law and legislation |
| ISBN |
1-281-02883-5
9786611028831 0-08-054932-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Corporate Governance and Regulatory Impact on Mergers and Acquisitions; Copyright Page; Contents; Acknowledgments; About the Editors; List of Contributors; Chapter 1: Understanding Mergers and Acquisitions: Corporate Governance and Regulatory Issues; 1.1 Corporate Governance and Takeovers; 1.2 Key Aspects of Takeover Regulation; 1.3 Overview of the Research Presented in this Volume; References; Chapter 2: The Effect of Merger Laws on Merger Activity: International Evidence; 2.1 Introduction; 2.2 Related Literature; 2.3 Merger Laws; 2.4 Merger Data
2.5 Domestic and Cross-Border Mergers, and Merger Laws2.6 Conclusion; References; Chapter 3: The Governance Motive in Cross-Border Mergers and Acquisitions; 3.1 Introduction; 3.2 A Simple Model of Cross-Border Merger and Acquisition Activity; 3.3 Empirical Analysis; 3.4 Conclusion; Chapter 3 Appendix; References; Chapter 4: Corporate Governance Convergence Through Cross-Border Mergers: The Case of Aventis; 4.1 Introduction; 4.2 Aventis: Characteristics and Main Results; 4.3 The Merging Parties; 4.4 The Merger: The Formation of Aventis 4.5 Corporate Governance: Rhocircne-Poulenc, Hoechst, and the French and German Corporate Codes4.6 Corporate Governance of Aventis; 4.7 Conclusion; References; Acknowledgments; Chapter 5: Whither Hostility?; 5.1 Introduction; 5.2 Discipline as a Motivation for Mergers; 5.3 The Decline of the Hostile Takeover; 5.4 The Reappearance of Hostility; 5.5 Conclusion; References; Chapter 6: Corporate Governance and acquisitions: Acquirer Wealth Effects in the Netherlands; 6.1 Introduction; 6.2 Literature Review; 6.3 Research Design; 6.4 Results; 6.5 Conclusion; References Chapter 7: European Union Takeover Regulation and the One-Share One-Vote Controversy7.1 Introduction; 7.2 Shareholder Democracy; 7.3 Economics of Ownership and Corporate Voting: A Brief Overview; 7.4 Is One-Share One-Vote Optimal?; 7.5 Conclusion and Policy Implications; References; Chapter 8: Opportunities in the Merger and Acquisition Aftermarket: Squeezing Out and Selling Out; 8.1 Introduction; 8.2 Rationale for the Squeeze-Out Right and the Sellout Right; 8.3 Squeeze-Out Right and the Protection of Private Property 8.4 The Squeeze-Out Right and the Sellout Right in a Comparative Legal Perspective8.5 Conclusion; References; Chapter 9: Valuation Methods and German Merger Practice; 9.1 Introduction; 9.2 The Background of Merger Processes in Germany; 9.3 Basic Valuation Principles in Germany; 9.4 The German Tax CAPM-a Tax CAPM with German Income Tax; 9.5 A Valuation Example: Merger Valuation of Deutsche Telekom; 9.6 Consequences for German Takeover Practice; 9.7 Conclusion; References; Chapter 10: Share Buybacks, Institutional Investors, and Corporate Control; 10.1 Introduction; 10.2 Buyback Mechanisms 10.3 Myth and Reality of Buybacks |
| Record Nr. | UNINA-9910784568403321 |
| Amsterdam ; ; Boston, : Academic Press, c2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Corporate governance and regulatory impact on mergers and acquisitions : research and analysis on activity worldwide since 1990 / / edited by Greg N. Gregoriou, and Luc Renneboog
| Corporate governance and regulatory impact on mergers and acquisitions : research and analysis on activity worldwide since 1990 / / edited by Greg N. Gregoriou, and Luc Renneboog |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Amsterdam ; ; Boston, : Academic Press, c2007 |
| Descrizione fisica | 1 online resource (304 p.) |
| Disciplina | 338.8/3 |
| Altri autori (Persone) |
GregoriouGreg N. <1956->
RenneboogLuc |
| Collana | Quantitative finance series |
| Soggetto topico |
Consolidation and merger of corporations
Corporate governance Consolidation and merger of corporations - Law and legislation Corporate governance - Law and legislation |
| ISBN |
1-281-02883-5
9786611028831 0-08-054932-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Corporate Governance and Regulatory Impact on Mergers and Acquisitions; Copyright Page; Contents; Acknowledgments; About the Editors; List of Contributors; Chapter 1: Understanding Mergers and Acquisitions: Corporate Governance and Regulatory Issues; 1.1 Corporate Governance and Takeovers; 1.2 Key Aspects of Takeover Regulation; 1.3 Overview of the Research Presented in this Volume; References; Chapter 2: The Effect of Merger Laws on Merger Activity: International Evidence; 2.1 Introduction; 2.2 Related Literature; 2.3 Merger Laws; 2.4 Merger Data
2.5 Domestic and Cross-Border Mergers, and Merger Laws2.6 Conclusion; References; Chapter 3: The Governance Motive in Cross-Border Mergers and Acquisitions; 3.1 Introduction; 3.2 A Simple Model of Cross-Border Merger and Acquisition Activity; 3.3 Empirical Analysis; 3.4 Conclusion; Chapter 3 Appendix; References; Chapter 4: Corporate Governance Convergence Through Cross-Border Mergers: The Case of Aventis; 4.1 Introduction; 4.2 Aventis: Characteristics and Main Results; 4.3 The Merging Parties; 4.4 The Merger: The Formation of Aventis 4.5 Corporate Governance: Rhocircne-Poulenc, Hoechst, and the French and German Corporate Codes4.6 Corporate Governance of Aventis; 4.7 Conclusion; References; Acknowledgments; Chapter 5: Whither Hostility?; 5.1 Introduction; 5.2 Discipline as a Motivation for Mergers; 5.3 The Decline of the Hostile Takeover; 5.4 The Reappearance of Hostility; 5.5 Conclusion; References; Chapter 6: Corporate Governance and acquisitions: Acquirer Wealth Effects in the Netherlands; 6.1 Introduction; 6.2 Literature Review; 6.3 Research Design; 6.4 Results; 6.5 Conclusion; References Chapter 7: European Union Takeover Regulation and the One-Share One-Vote Controversy7.1 Introduction; 7.2 Shareholder Democracy; 7.3 Economics of Ownership and Corporate Voting: A Brief Overview; 7.4 Is One-Share One-Vote Optimal?; 7.5 Conclusion and Policy Implications; References; Chapter 8: Opportunities in the Merger and Acquisition Aftermarket: Squeezing Out and Selling Out; 8.1 Introduction; 8.2 Rationale for the Squeeze-Out Right and the Sellout Right; 8.3 Squeeze-Out Right and the Protection of Private Property 8.4 The Squeeze-Out Right and the Sellout Right in a Comparative Legal Perspective8.5 Conclusion; References; Chapter 9: Valuation Methods and German Merger Practice; 9.1 Introduction; 9.2 The Background of Merger Processes in Germany; 9.3 Basic Valuation Principles in Germany; 9.4 The German Tax CAPM-a Tax CAPM with German Income Tax; 9.5 A Valuation Example: Merger Valuation of Deutsche Telekom; 9.6 Consequences for German Takeover Practice; 9.7 Conclusion; References; Chapter 10: Share Buybacks, Institutional Investors, and Corporate Control; 10.1 Introduction; 10.2 Buyback Mechanisms 10.3 Myth and Reality of Buybacks |
| Record Nr. | UNINA-9910814567803321 |
| Amsterdam ; ; Boston, : Academic Press, c2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Funds of hedge funds [[electronic resource] ] : performance, assessment, diversification, and statistical properties / / edited by Greg N. Gregoriou
| Funds of hedge funds [[electronic resource] ] : performance, assessment, diversification, and statistical properties / / edited by Greg N. Gregoriou |
| Pubbl/distr/stampa | Amsterdam ; ; Boston, : Butterworth/Heinemann/Elsevier, c2006 |
| Descrizione fisica | 1 online resource (497 p.) |
| Disciplina | 332.64/5 |
| Altri autori (Persone) | GregoriouGreg N. <1956-> |
| Collana | Quantitative finance series |
| Soggetto topico |
Hedge funds
Risk management Hedge funds - Evaluation Investment analysis - Mathematical models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-281-01612-8
9786611016128 0-08-047282-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; Title page; Copyright Page; Table of Contents; Preface and Acknowledgments; About the editor; List of contributors; Part One: Performance; 1 Rank alpha funds of hedge funds; 1.1 Introduction; 1.2 Hedge fund data and biases; 1.3 Factor models for hedge funds; 1.4 Model estimation; 1.5 Rank alpha; 1.6 Optimizing funds of hedge funds; 1.7 Cleaning the covariance matrix; 1.8 Performance analysis of rank alpha portfolios; 1.9 Conclusion; References; 2 Funds of hedge funds: bias and persistence in returns; 2.1 Introduction; 2.2 Database; 2.3 Methodology; 2.4 Descriptive statistics
2.5 Bias analysis2.6 Persistence in performance; 2.7 Conclusion; References; 3 Replication and evaluation of funds of hedge funds returns; 3.1 Introduction; 3.2 The KP efficiency measure; 3.3 Evaluation results; 3.4 Distributional analysis; 3.5 Conclusion; References; 4 Performance, size, and new opportunities in the funds of hedge funds industry; 4.1 Introduction; 4.2 Experimental framework; 4.3 Factor model for fund of funds; 4.4 Sample formation; 4.5 Performance decomposition of FOF portfolios; 4.6 Principal components of FOF returns; 4.7 Conclusion; References 5 Optimal fund of funds asset allocation: hedge funds, CTAs, and REITs5.1 Introduction; 5.2 Data; 5.3 Methodology; 5.4 Results; 5.5 Conclusion; References; 6 The changing performance and risks of funds of funds in the modern period; 6.1 Characteristics of funds of funds; 6.2 Comparing returns: funds of funds vs. hedge funds; 6.3 Ancient history vs. modern history: LTCM as the defining moment; 6.4 Factor analysis of returns; 6.5 The future of funds of funds; References; 7 Hedge fund indices: Are they cost-effective alternatives to funds of funds?; 7.1 Introduction; 7.2 Funds of funds 7.3 Investable hedge fund indices7.4 Distribution of returns and potential biases; 7.5 Asset-based style factors; 7.6 Mean excess return and Sharpe ratio comparisons; 7.7 Fung and Hsieh model alphas and information ratio comparisons; 7.8 Correlation with traditional asset returns and lagged equity return comparisons; 7.9 Conclusion; References; 8 Simple hedge fund strategies as an alternative to funds of funds: evidence from large-cap funds; 8.1 Introduction; 8.2 Data; 8.3 Methodology; 8.4 Empirical results; 8.5 Conclusion; References Part Two: Diversification, Selection, Allocation, and Hedge Fund Indices9 Funds of funds of hedge funds: welcome to diworsification; 9.1 Introduction; 9.2 The art and science of diversification; 9.3 Analysis; 9.4 Diversification results; 9.5 How about the fees?; 9.6 Conclusion; References; 10 Style analysis of funds of hedge funds: measurement of asset allocation and style drift; 10.1 Introduction; 10.2 Sharpe's model for style analysis; 10.3 Data set; 10.4 Hedge fund classification; 10.5 Accuracy of Sharpe's model; 10.6 Measuring the style drift; 10.7 Conclusion; References; Appendix 11 Gains from adding funds of hedge funds to portfolios of traditional assets: an international perspective |
| Record Nr. | UNINA-9910457088303321 |
| Amsterdam ; ; Boston, : Butterworth/Heinemann/Elsevier, c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Funds of hedge funds [[electronic resource] ] : performance, assessment, diversification, and statistical properties / / edited by Greg N. Gregoriou
| Funds of hedge funds [[electronic resource] ] : performance, assessment, diversification, and statistical properties / / edited by Greg N. Gregoriou |
| Pubbl/distr/stampa | Amsterdam ; ; Boston, : Butterworth/Heinemann/Elsevier, c2006 |
| Descrizione fisica | 1 online resource (497 p.) |
| Disciplina | 332.64/5 |
| Altri autori (Persone) | GregoriouGreg N. <1956-> |
| Collana | Quantitative finance series |
| Soggetto topico |
Hedge funds
Risk management Hedge funds - Evaluation Investment analysis - Mathematical models |
| ISBN |
1-281-01612-8
9786611016128 0-08-047282-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; Title page; Copyright Page; Table of Contents; Preface and Acknowledgments; About the editor; List of contributors; Part One: Performance; 1 Rank alpha funds of hedge funds; 1.1 Introduction; 1.2 Hedge fund data and biases; 1.3 Factor models for hedge funds; 1.4 Model estimation; 1.5 Rank alpha; 1.6 Optimizing funds of hedge funds; 1.7 Cleaning the covariance matrix; 1.8 Performance analysis of rank alpha portfolios; 1.9 Conclusion; References; 2 Funds of hedge funds: bias and persistence in returns; 2.1 Introduction; 2.2 Database; 2.3 Methodology; 2.4 Descriptive statistics
2.5 Bias analysis2.6 Persistence in performance; 2.7 Conclusion; References; 3 Replication and evaluation of funds of hedge funds returns; 3.1 Introduction; 3.2 The KP efficiency measure; 3.3 Evaluation results; 3.4 Distributional analysis; 3.5 Conclusion; References; 4 Performance, size, and new opportunities in the funds of hedge funds industry; 4.1 Introduction; 4.2 Experimental framework; 4.3 Factor model for fund of funds; 4.4 Sample formation; 4.5 Performance decomposition of FOF portfolios; 4.6 Principal components of FOF returns; 4.7 Conclusion; References 5 Optimal fund of funds asset allocation: hedge funds, CTAs, and REITs5.1 Introduction; 5.2 Data; 5.3 Methodology; 5.4 Results; 5.5 Conclusion; References; 6 The changing performance and risks of funds of funds in the modern period; 6.1 Characteristics of funds of funds; 6.2 Comparing returns: funds of funds vs. hedge funds; 6.3 Ancient history vs. modern history: LTCM as the defining moment; 6.4 Factor analysis of returns; 6.5 The future of funds of funds; References; 7 Hedge fund indices: Are they cost-effective alternatives to funds of funds?; 7.1 Introduction; 7.2 Funds of funds 7.3 Investable hedge fund indices7.4 Distribution of returns and potential biases; 7.5 Asset-based style factors; 7.6 Mean excess return and Sharpe ratio comparisons; 7.7 Fung and Hsieh model alphas and information ratio comparisons; 7.8 Correlation with traditional asset returns and lagged equity return comparisons; 7.9 Conclusion; References; 8 Simple hedge fund strategies as an alternative to funds of funds: evidence from large-cap funds; 8.1 Introduction; 8.2 Data; 8.3 Methodology; 8.4 Empirical results; 8.5 Conclusion; References Part Two: Diversification, Selection, Allocation, and Hedge Fund Indices9 Funds of funds of hedge funds: welcome to diworsification; 9.1 Introduction; 9.2 The art and science of diversification; 9.3 Analysis; 9.4 Diversification results; 9.5 How about the fees?; 9.6 Conclusion; References; 10 Style analysis of funds of hedge funds: measurement of asset allocation and style drift; 10.1 Introduction; 10.2 Sharpe's model for style analysis; 10.3 Data set; 10.4 Hedge fund classification; 10.5 Accuracy of Sharpe's model; 10.6 Measuring the style drift; 10.7 Conclusion; References; Appendix 11 Gains from adding funds of hedge funds to portfolios of traditional assets: an international perspective |
| Record Nr. | UNINA-9910784356203321 |
| Amsterdam ; ; Boston, : Butterworth/Heinemann/Elsevier, c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Funds of hedge funds : performance, assessment, diversification, and statistical properties / / edited by Greg N. Gregoriou
| Funds of hedge funds : performance, assessment, diversification, and statistical properties / / edited by Greg N. Gregoriou |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Amsterdam ; ; Boston, : Butterworth/Heinemann/Elsevier, c2006 |
| Descrizione fisica | 1 online resource (497 p.) |
| Disciplina | 332.64/5 |
| Altri autori (Persone) | GregoriouGreg N. <1956-> |
| Collana | Quantitative finance series |
| Soggetto topico |
Hedge funds
Risk management Hedge funds - Evaluation Investment analysis - Mathematical models |
| ISBN |
1-281-01612-8
9786611016128 0-08-047282-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; Title page; Copyright Page; Table of Contents; Preface and Acknowledgments; About the editor; List of contributors; Part One: Performance; 1 Rank alpha funds of hedge funds; 1.1 Introduction; 1.2 Hedge fund data and biases; 1.3 Factor models for hedge funds; 1.4 Model estimation; 1.5 Rank alpha; 1.6 Optimizing funds of hedge funds; 1.7 Cleaning the covariance matrix; 1.8 Performance analysis of rank alpha portfolios; 1.9 Conclusion; References; 2 Funds of hedge funds: bias and persistence in returns; 2.1 Introduction; 2.2 Database; 2.3 Methodology; 2.4 Descriptive statistics
2.5 Bias analysis2.6 Persistence in performance; 2.7 Conclusion; References; 3 Replication and evaluation of funds of hedge funds returns; 3.1 Introduction; 3.2 The KP efficiency measure; 3.3 Evaluation results; 3.4 Distributional analysis; 3.5 Conclusion; References; 4 Performance, size, and new opportunities in the funds of hedge funds industry; 4.1 Introduction; 4.2 Experimental framework; 4.3 Factor model for fund of funds; 4.4 Sample formation; 4.5 Performance decomposition of FOF portfolios; 4.6 Principal components of FOF returns; 4.7 Conclusion; References 5 Optimal fund of funds asset allocation: hedge funds, CTAs, and REITs5.1 Introduction; 5.2 Data; 5.3 Methodology; 5.4 Results; 5.5 Conclusion; References; 6 The changing performance and risks of funds of funds in the modern period; 6.1 Characteristics of funds of funds; 6.2 Comparing returns: funds of funds vs. hedge funds; 6.3 Ancient history vs. modern history: LTCM as the defining moment; 6.4 Factor analysis of returns; 6.5 The future of funds of funds; References; 7 Hedge fund indices: Are they cost-effective alternatives to funds of funds?; 7.1 Introduction; 7.2 Funds of funds 7.3 Investable hedge fund indices7.4 Distribution of returns and potential biases; 7.5 Asset-based style factors; 7.6 Mean excess return and Sharpe ratio comparisons; 7.7 Fung and Hsieh model alphas and information ratio comparisons; 7.8 Correlation with traditional asset returns and lagged equity return comparisons; 7.9 Conclusion; References; 8 Simple hedge fund strategies as an alternative to funds of funds: evidence from large-cap funds; 8.1 Introduction; 8.2 Data; 8.3 Methodology; 8.4 Empirical results; 8.5 Conclusion; References Part Two: Diversification, Selection, Allocation, and Hedge Fund Indices9 Funds of funds of hedge funds: welcome to diworsification; 9.1 Introduction; 9.2 The art and science of diversification; 9.3 Analysis; 9.4 Diversification results; 9.5 How about the fees?; 9.6 Conclusion; References; 10 Style analysis of funds of hedge funds: measurement of asset allocation and style drift; 10.1 Introduction; 10.2 Sharpe's model for style analysis; 10.3 Data set; 10.4 Hedge fund classification; 10.5 Accuracy of Sharpe's model; 10.6 Measuring the style drift; 10.7 Conclusion; References; Appendix 11 Gains from adding funds of hedge funds to portfolios of traditional assets: an international perspective |
| Record Nr. | UNINA-9910806895303321 |
| Amsterdam ; ; Boston, : Butterworth/Heinemann/Elsevier, c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Handbook of environmental and sustainable finance / / edited by Vikash Ramiah and Greg N. Gregoriou ; designer, Mark Rogers ; contributors, John Anderson [and thirty eight others]
| Handbook of environmental and sustainable finance / / edited by Vikash Ramiah and Greg N. Gregoriou ; designer, Mark Rogers ; contributors, John Anderson [and thirty eight others] |
| Autore | Ramiah Vikash |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Amsterdam, [Netherlands] : , : Academic Press, , 2016 |
| Descrizione fisica | 1 online resource (512 p.) |
| Disciplina | 333.7 |
| Soggetto topico | Environmental economics |
| ISBN |
1-78684-107-X
0-12-803646-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; Handbook of Environmental and Sustainable Finance; Copyright; DEDICATION; CONTENTS; LIST OF CONTRIBUTORS; EDITORS' BIOGRAPHY; CONTRIBUTORS' BIOGRAPHY; ACKNOWLEDGMENTS; 1 - Environmental Regulations Post the Kyoto Protocol on Climate Change; 1 - Climate Change and Kyoto Protocol: An Overview; 1.1 INTRODUCTION; 1.2 GLOBAL WARMING; 1.2.1 Current Evidence of Climate Change; 1.2.2 Future Effects; 1.2.3 Measures Required; 1.3 UNITED NATIONS FRAMEWORK CONVENTION ON CLIMATE CHANGE; 1.3.1 Objectives of UNFCCC; 1.3.2 UNFCCC-Secretariat; 1.3.3 Bodies of UNFCCC; 1.4 KYOTO PROTOCOL
1.4.1 Mechanisms of Kyoto Protocol1.5 CDM: PROJECT ELIGIBILITY, PROJECT CYCLE, AND EXECUTIVE BOARD; 1.5.1 CDM Project Eligibility; 1.5.2 CDM Project Cycle; 1.5.3 CDM Executive Board; 1.6 CARBON FINANCE AND TYPES OF EMISSION REDUCTION CREDITS; 1.7 CLIMATE FINANCE; 1.8 NATIONAL LEVEL EMISSION TRADING SYSTEMS; 1.8.1 European Union: EUETS; 1.8.2 Switzerland: Swiss ETS; 1.8.3 New Zealand: NZ ETS; 1.8.4 Australia: Australian ETS; 1.8.5 Kazakhstan: ETS; 1.8.6 China: Pilot Carbon Trading System; 1.8.7 South Korea: Korean ETS; 1.8.8 India: PAT Scheme 1.9 KYOTO PROTOCOL: JOURNEY AND CURRENT DEVELOPMENTS1.10 CONCLUSION; REFERENCES; 2 - Environmental Policies Post the Kyoto Protocol on Climate Change: Evidence from the US and Japan; 2.1 INTRODUCTION; 2.2 ACID RAIN; 2.3 ASBESTOS; 2.4 AGRICULTURE; 2.5 ELECTRIC UTILITIES; 2.6 CLIMATE CHANGE; 2.7 OIL AND GAS EXTRACTION SECTOR; 2.8 TOXIC RELEASE INVENTORY; 2.9 CONSTRUCTION SECTOR; 2.10 TRANSPORTATION SECTOR; 2.11 OIL SPILLS AND HAZARDOUS SUBSTANCE RELEASES; 2.12 RISK MANAGEMENT PLAN RULE; 2.13 WATER; 2.14 JAPANESE ENVIRONMENTAL POLICIES (MOE ENVIRONMENTAL POLICY); 2.14.1 Basic Environment Plan 2.14.2 Environment and Economy2.14.3 Environment and Taxation; 2.14.4 Environment Assessment; 2.14.5 Environment and Education for Sustainable Development; 2.14.6 Environment and Research and Technology; 2.15 GLOBAL ENVIRONMENT; 2.16 WASTE AND RECYCLING; 2.17 AIR AND TRANSPORTATION; 2.18 WATER, SOIL, AND THE GROUND ENVIRONMENT; 2.19 HEALTH AND CHEMICALS; 2.20 NATURE AND PARKS; 2.21 CONCLUSION; REFERENCES; Environment Protection Agency (EPA); ICAO; Ministry of the Environment (MoE); National Institute for Environmental Studies (NIES); US Census Bureau; US Department of Labour 3 - Efficiency of U.S. State EPA Emission Rate Goals for 2030: A Data Envelopment Analysis Approach3.1 INTRODUCTION; 3.2 LITERATURE REVIEW; 3.3 METHODOLOGY; 3.3.1 Envelopment Model; 3.3.2 Cross Efficiency; 3.3.3 Super Efficiency; 3.4 DATA; 3.5 RESULTS; 3.6 CONCLUSION; ACKNOWLEDGMENT; REFERENCES; 2 - Environmental Economics; 4 - Environmental Water Governance in the Murray-Darling Basin of Australia: The Movement from Regulation and Engin ...; 4.1 INTRODUCTION; 4.2 WATER MANAGEMENT GOVERNANCE TOOLS; 4.2.1 Demand and Supply Water Management Strategies; 4.3 THE MURRAY-DARLING BASIN 4.4 PHASES IN AUSTRALIA'S WATER MANAGEMENT IN THE MDB |
| Record Nr. | UNINA-9910583348603321 |
Ramiah Vikash
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| Amsterdam, [Netherlands] : , : Academic Press, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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