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Handbook of hedge funds [[electronic resource] /] / François-Serge Lhabitant
| Handbook of hedge funds [[electronic resource] /] / François-Serge Lhabitant |
| Autore | Lhabitant François-Serge |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Chichester, England ; ; Hoboken, NJ, : John Wiley, c2006 |
| Descrizione fisica | 1 online resource (655 p.) |
| Disciplina |
332.64/5
332.645 |
| Collana | Wiley finance series |
| Soggetto topico | Hedge funds |
| ISBN |
1-119-20202-7
1-280-74010-8 9786610740109 0-470-06112-X |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Handbook of Hedge Funds; Contents; Foreword; 1 Introduction; 2 History Revisited; 3 Legal Environment; 4 Operational and Organizational Structures; 5 Understanding the Tools Used by Hedge Funds; 6 Introduction; 7 Long/Short Equity Strategies; 8 Dedicated Short; 9 Equity Market Neutral; 10 Distressed Securities; 11 Merger Arbitrage; 12 Convertible Arbitrage; 13 Fixed Income Arbitrage; 14 Emerging Markets; 15 Global Macro; 16 Managed Futures and Commodity Trading Advisors (CTAs); 17 A Smorgasbord of Other Strategies; 18 Measuring Net Asset Values and Returns; 19 Return Statistics and Risk
20 Risk-Adjusted Performance Measures21 Databases, Indices and Benchmarks; 22 Introduction; 23 Revisiting the Benefits and Risks of Hedge Fund Investing; 24 Asset Allocation and Hedge Funds; 25 Hedge Fund Selection: A Route Through the Maze; 26 Funds of Hedge Funds; 27 Structured Products on Hedge Funds; 28 Conclusions; Bibliography; Index |
| Record Nr. | UNINA-9910143585803321 |
Lhabitant François-Serge
|
||
| Chichester, England ; ; Hoboken, NJ, : John Wiley, c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Handbook of hedge funds / / François-Serge Lhabitant
| Handbook of hedge funds / / François-Serge Lhabitant |
| Autore | Lhabitant François-Serge |
| Edizione | [1st edition.] |
| Pubbl/distr/stampa | Chichester, England ; ; Hoboken, NJ : , : John Wiley, , [2006] |
| Descrizione fisica | 1 online resource (655 pages) |
| Disciplina |
332.64/5
332.645 |
| Collana | Wiley finance series |
| Soggetto topico | Hedge funds |
| Soggetto genere / forma | Handbooks and manuals. |
| ISBN |
1-119-20202-7
1-280-74010-8 9786610740109 0-470-06112-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Foreword; 1 Introduction; 2 History Revisited; 3 Legal Environment; 4 Operational and Organizational Structures; 5 Understanding the Tools Used by Hedge Funds; 6 Introduction; 7 Long/Short Equity Strategies; 8 Dedicated Short; 9 Equity Market Neutral; 10 Distressed Securities; 11 Merger Arbitrage; 12 Convertible Arbitrage; 13 Fixed Income Arbitrage; 14 Emerging Markets; 15 Global Macro; 16 Managed Futures and Commodity Trading Advisors (CTAs); 17 A Smorgasbord of Other Strategies; 18 Measuring Net Asset Values and Returns; 19 Return Statistics and Risk
20 Risk-Adjusted Performance Measures21 Databases, Indices and Benchmarks; 22 Introduction; 23 Revisiting the Benefits and Risks of Hedge Fund Investing; 24 Asset Allocation and Hedge Funds; 25 Hedge Fund Selection: A Route Through the Maze; 26 Funds of Hedge Funds; 27 Structured Products on Hedge Funds; 28 Conclusions. |
| Record Nr. | UNINA-9910643689903321 |
|
Lhabitant François-Serge
|
||
| Chichester, England ; ; Hoboken, NJ : , : John Wiley, , [2006] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Handbook of hedge funds / / François-Serge Lhabitant
| Handbook of hedge funds / / François-Serge Lhabitant |
| Autore | Lhabitant François-Serge |
| Edizione | [1st edition.] |
| Pubbl/distr/stampa | Chichester, England ; ; Hoboken, NJ : , : John Wiley, , [2006] |
| Descrizione fisica | 1 online resource (655 pages) |
| Disciplina |
332.64/5
332.645 |
| Collana | Wiley finance series |
| Soggetto topico | Hedge funds |
| ISBN |
9786610740109
9781119202028 1119202027 9781280740107 1280740108 9780470061121 047006112X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Foreword; 1 Introduction; 2 History Revisited; 3 Legal Environment; 4 Operational and Organizational Structures; 5 Understanding the Tools Used by Hedge Funds; 6 Introduction; 7 Long/Short Equity Strategies; 8 Dedicated Short; 9 Equity Market Neutral; 10 Distressed Securities; 11 Merger Arbitrage; 12 Convertible Arbitrage; 13 Fixed Income Arbitrage; 14 Emerging Markets; 15 Global Macro; 16 Managed Futures and Commodity Trading Advisors (CTAs); 17 A Smorgasbord of Other Strategies; 18 Measuring Net Asset Values and Returns; 19 Return Statistics and Risk
20 Risk-Adjusted Performance Measures21 Databases, Indices and Benchmarks; 22 Introduction; 23 Revisiting the Benefits and Risks of Hedge Fund Investing; 24 Asset Allocation and Hedge Funds; 25 Hedge Fund Selection: A Route Through the Maze; 26 Funds of Hedge Funds; 27 Structured Products on Hedge Funds; 28 Conclusions. |
| Record Nr. | UNINA-9910877516303321 |
|
Lhabitant François-Serge
|
||
| Chichester, England ; ; Hoboken, NJ : , : John Wiley, , [2006] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Hedge funds [[electronic resource] ] : quantitative insights / / François-Serge Lhabitant
| Hedge funds [[electronic resource] ] : quantitative insights / / François-Serge Lhabitant |
| Autore | Lhabitant François-Serge |
| Pubbl/distr/stampa | Chichester ; Hoboken, N.J., : John Wiley, 2004 |
| Descrizione fisica | 1 online resource (356 p.) |
| Disciplina | 332.64/5 |
| Collana | Wiley finance series |
| Soggetto topico | Hedge funds |
| ISBN |
0-470-68777-0
1-118-67354-9 1-280-27060-8 9786610270606 0-470-85671-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preliminaries; Contents; Foreword by Mark Anson; Introduction; Acknowledgments; 1 Characteristics of Hedge Funds; 2 Measuring Return; 3 Return and Risk Statistics; 4 Risk-Adjusted Performance Measures; 5 Databases, Indices and Benchmarks; 6 Covariance and Correlation; 7 Regression Analysis; 8 Asset Pricing Models; 9 Styles, Clusters and Classification; 10 Revisiting the Benefits and Risks of Hedge Fund Investing; 11 Strategic Asset Allocation - From Portfolio Optimizing to Risk Budgeting; 12 Risk Measurement and Management; 13 Conclusions; Online References; Bibliography; Index |
| Record Nr. | UNINA-9910146222503321 |
|
Lhabitant François-Serge
|
||
| Chichester ; Hoboken, N.J., : John Wiley, 2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Portfolio diversification / / Francois-Serge Lhabitant
| Portfolio diversification / / Francois-Serge Lhabitant |
| Autore | Lhabitant François-Serge |
| Pubbl/distr/stampa | London, [England] ; ; Oxford, [England] : , : ISTE Press : , : Elsevier, , 2017 |
| Descrizione fisica | 1 online resource (276 pages) |
| Disciplina | 332.6 |
| Soggetto topico | Portfolio management |
| ISBN |
0-08-101786-3
1-78548-191-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Portfolio Size, Weights and Entropy-based Diversification -- Modern Portfolio Theory and Diversification -- Naive Portfolio Diversification -- Risk-budgeting and Risk-based Portfolios -- Factor Models and Portfolio Diversification -- Non-normal Return Distributions, Multiperiod Models and Time Diversification -- Portfolio Diversification in Practice. |
| Record Nr. | UNINA-9910583010603321 |
|
Lhabitant François-Serge
|
||
| London, [England] ; ; Oxford, [England] : , : ISTE Press : , : Elsevier, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||