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Alternative beta strategies and hedge fund replication [[electronic resource] /] / Lars Jaeger ; with Jeffrey Pease
| Alternative beta strategies and hedge fund replication [[electronic resource] /] / Lars Jaeger ; with Jeffrey Pease |
| Autore | Jaeger Lars |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Chichester, England ; ; Hoboken, NJ, : Wiley, c2008 |
| Descrizione fisica | 1 online resource (275 p.) |
| Disciplina |
332.64/524
332.64524 |
| Altri autori (Persone) | PeaseJeffrey |
| Soggetto topico | Hedge funds |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-119-20710-X
1-281-93956-0 9786611939564 0-470-72124-3 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Alternative Beta Strategies and Hedge Fund Replication; Contents; Preface; 1 Breaking the Black Box; 1.1 New popularity, old confusion; 1.2 The challenges of understanding hedge funds; 1.3 Leaving Alphaville; 1.4 The beauty of beta; 1.5 Alternative versus traditional beta; 1.6 The replication revolution; 1.7 Full disclosure; 2 What Are Hedge Funds, Where Did They Come From, and Where Are They Going?; 2.1 Characteristics of hedge funds; 2.2 Hedge funds as an asset class; 2.3 Taxonomy of hedge funds; 2.4 Myths, misperceptions, and realities about hedge funds; 2.5 A short history of hedge funds
2.6 The hedge fund industry today2.7 The future of hedge funds - opportunities and challenges; 3 The Individual Hedge Fund Strategies' Characteristics; 3.1 Equity Hedged - Long/Short Equity; 3.2 Equity Hedged - Equity Market Neutral; 3.3 Equity Hedged - Short Selling; 3.4 Relative Value - general; 3.5 Relative Value - Fixed Income Arbitrage; 3.6 Relative Value - Convertible Arbitrage; 3.7 Relative Value - Volatility Arbitrage; 3.8 Relative Value - Capital Structure Arbitrage; 3.9 Event Driven - general; 3.10 Event Driven - Merger Arbitrage; 3.11 Event Driven - Distressed Securities 3.12 Event Driven - Regulation D3.13 Opportunistic - Global Macro; 3.14 Managed Futures; 3.15 Managed Futures - Systematic; 3.16 Managed Futures - Discretionary; 3.17 Conclusion of the chapter; 4 Empirical Return and Risk Properties of Hedge Funds; 4.1 When the Sharpe ratio is not sharp enough; 4.2 Challenges of hedge fund performance measurement - the issue with hedge fund indices; 4.3 Sources of empirical data; 4.4 Risk and return properties of hedge fund strategies; 4.5 Comparison with equities and bonds; 4.6 Deviation from normal distribution; 4.7 Unconditional correlation properties 4.8 Conditional returns and correlations4.9 Hedge fund behavior in extreme market situations; 4.10 Benefits of hedge funds in a traditional portfolio; 4.11 Quantitative portfolio optimization for hedge funds revisited; 4.12 Summary of empirical properties; 4.13 Appendix: Data providers for past hedge fund performance; 5 The Drivers of Hedge Fund Returns; 5.1 Alpha versus beta; 5.2 The enigma of hedge fund returns; 5.3 Hedge fund returns: how much is alpha?; 5.4 The efficient market hypothesis; 5.5 Questioning the efficient market hypothesis: behavioral finance 5.6 The theoretical framework of modern finance: asset pricing models and the interpretations of alpha5.7 Systematic risk premia: the prevalence of beta in the global capital markets; 5.8 Risk premia and economic functions; 5.9 Market inefficiencies: the 'search for alpha'; 5.10 An illustration of the nature of hedge fund returns; 5.11 The decrease of alpha; 5.12 The beauty of alternative beta; 5.13 The future of hedge fund capacity; 5.14 Momentum and value; 5.15 Active strategies and option-like returns; 5.16 Why manager skill matters 5.17 Buyer beware: some final words of caution about hedge fund returns |
| Record Nr. | UNINA-9910144104203321 |
Jaeger Lars
|
||
| Chichester, England ; ; Hoboken, NJ, : Wiley, c2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Alternative beta strategies and hedge fund replication [[electronic resource] /] / Lars Jaeger ; with Jeffrey Pease
| Alternative beta strategies and hedge fund replication [[electronic resource] /] / Lars Jaeger ; with Jeffrey Pease |
| Autore | Jaeger Lars |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Chichester, England ; ; Hoboken, NJ, : Wiley, c2008 |
| Descrizione fisica | 1 online resource (275 p.) |
| Disciplina |
332.64/524
332.64524 |
| Altri autori (Persone) | PeaseJeffrey |
| Soggetto topico | Hedge funds |
| ISBN |
1-119-20710-X
1-281-93956-0 9786611939564 0-470-72124-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Alternative Beta Strategies and Hedge Fund Replication; Contents; Preface; 1 Breaking the Black Box; 1.1 New popularity, old confusion; 1.2 The challenges of understanding hedge funds; 1.3 Leaving Alphaville; 1.4 The beauty of beta; 1.5 Alternative versus traditional beta; 1.6 The replication revolution; 1.7 Full disclosure; 2 What Are Hedge Funds, Where Did They Come From, and Where Are They Going?; 2.1 Characteristics of hedge funds; 2.2 Hedge funds as an asset class; 2.3 Taxonomy of hedge funds; 2.4 Myths, misperceptions, and realities about hedge funds; 2.5 A short history of hedge funds
2.6 The hedge fund industry today2.7 The future of hedge funds - opportunities and challenges; 3 The Individual Hedge Fund Strategies' Characteristics; 3.1 Equity Hedged - Long/Short Equity; 3.2 Equity Hedged - Equity Market Neutral; 3.3 Equity Hedged - Short Selling; 3.4 Relative Value - general; 3.5 Relative Value - Fixed Income Arbitrage; 3.6 Relative Value - Convertible Arbitrage; 3.7 Relative Value - Volatility Arbitrage; 3.8 Relative Value - Capital Structure Arbitrage; 3.9 Event Driven - general; 3.10 Event Driven - Merger Arbitrage; 3.11 Event Driven - Distressed Securities 3.12 Event Driven - Regulation D3.13 Opportunistic - Global Macro; 3.14 Managed Futures; 3.15 Managed Futures - Systematic; 3.16 Managed Futures - Discretionary; 3.17 Conclusion of the chapter; 4 Empirical Return and Risk Properties of Hedge Funds; 4.1 When the Sharpe ratio is not sharp enough; 4.2 Challenges of hedge fund performance measurement - the issue with hedge fund indices; 4.3 Sources of empirical data; 4.4 Risk and return properties of hedge fund strategies; 4.5 Comparison with equities and bonds; 4.6 Deviation from normal distribution; 4.7 Unconditional correlation properties 4.8 Conditional returns and correlations4.9 Hedge fund behavior in extreme market situations; 4.10 Benefits of hedge funds in a traditional portfolio; 4.11 Quantitative portfolio optimization for hedge funds revisited; 4.12 Summary of empirical properties; 4.13 Appendix: Data providers for past hedge fund performance; 5 The Drivers of Hedge Fund Returns; 5.1 Alpha versus beta; 5.2 The enigma of hedge fund returns; 5.3 Hedge fund returns: how much is alpha?; 5.4 The efficient market hypothesis; 5.5 Questioning the efficient market hypothesis: behavioral finance 5.6 The theoretical framework of modern finance: asset pricing models and the interpretations of alpha5.7 Systematic risk premia: the prevalence of beta in the global capital markets; 5.8 Risk premia and economic functions; 5.9 Market inefficiencies: the 'search for alpha'; 5.10 An illustration of the nature of hedge fund returns; 5.11 The decrease of alpha; 5.12 The beauty of alternative beta; 5.13 The future of hedge fund capacity; 5.14 Momentum and value; 5.15 Active strategies and option-like returns; 5.16 Why manager skill matters 5.17 Buyer beware: some final words of caution about hedge fund returns |
| Record Nr. | UNINA-9910830899103321 |
|
Jaeger Lars
|
||
| Chichester, England ; ; Hoboken, NJ, : Wiley, c2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Alternative beta strategies and hedge fund replication [[electronic resource] /] / Lars Jaeger ; with Jeffrey Pease
| Alternative beta strategies and hedge fund replication [[electronic resource] /] / Lars Jaeger ; with Jeffrey Pease |
| Autore | Jaeger Lars |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Chichester, England ; ; Hoboken, NJ, : Wiley, c2008 |
| Descrizione fisica | 1 online resource (275 p.) |
| Disciplina |
332.64/524
332.64524 |
| Altri autori (Persone) | PeaseJeffrey |
| Soggetto topico | Hedge funds |
| ISBN |
1-119-20710-X
1-281-93956-0 9786611939564 0-470-72124-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Alternative Beta Strategies and Hedge Fund Replication; Contents; Preface; 1 Breaking the Black Box; 1.1 New popularity, old confusion; 1.2 The challenges of understanding hedge funds; 1.3 Leaving Alphaville; 1.4 The beauty of beta; 1.5 Alternative versus traditional beta; 1.6 The replication revolution; 1.7 Full disclosure; 2 What Are Hedge Funds, Where Did They Come From, and Where Are They Going?; 2.1 Characteristics of hedge funds; 2.2 Hedge funds as an asset class; 2.3 Taxonomy of hedge funds; 2.4 Myths, misperceptions, and realities about hedge funds; 2.5 A short history of hedge funds
2.6 The hedge fund industry today2.7 The future of hedge funds - opportunities and challenges; 3 The Individual Hedge Fund Strategies' Characteristics; 3.1 Equity Hedged - Long/Short Equity; 3.2 Equity Hedged - Equity Market Neutral; 3.3 Equity Hedged - Short Selling; 3.4 Relative Value - general; 3.5 Relative Value - Fixed Income Arbitrage; 3.6 Relative Value - Convertible Arbitrage; 3.7 Relative Value - Volatility Arbitrage; 3.8 Relative Value - Capital Structure Arbitrage; 3.9 Event Driven - general; 3.10 Event Driven - Merger Arbitrage; 3.11 Event Driven - Distressed Securities 3.12 Event Driven - Regulation D3.13 Opportunistic - Global Macro; 3.14 Managed Futures; 3.15 Managed Futures - Systematic; 3.16 Managed Futures - Discretionary; 3.17 Conclusion of the chapter; 4 Empirical Return and Risk Properties of Hedge Funds; 4.1 When the Sharpe ratio is not sharp enough; 4.2 Challenges of hedge fund performance measurement - the issue with hedge fund indices; 4.3 Sources of empirical data; 4.4 Risk and return properties of hedge fund strategies; 4.5 Comparison with equities and bonds; 4.6 Deviation from normal distribution; 4.7 Unconditional correlation properties 4.8 Conditional returns and correlations4.9 Hedge fund behavior in extreme market situations; 4.10 Benefits of hedge funds in a traditional portfolio; 4.11 Quantitative portfolio optimization for hedge funds revisited; 4.12 Summary of empirical properties; 4.13 Appendix: Data providers for past hedge fund performance; 5 The Drivers of Hedge Fund Returns; 5.1 Alpha versus beta; 5.2 The enigma of hedge fund returns; 5.3 Hedge fund returns: how much is alpha?; 5.4 The efficient market hypothesis; 5.5 Questioning the efficient market hypothesis: behavioral finance 5.6 The theoretical framework of modern finance: asset pricing models and the interpretations of alpha5.7 Systematic risk premia: the prevalence of beta in the global capital markets; 5.8 Risk premia and economic functions; 5.9 Market inefficiencies: the 'search for alpha'; 5.10 An illustration of the nature of hedge fund returns; 5.11 The decrease of alpha; 5.12 The beauty of alternative beta; 5.13 The future of hedge fund capacity; 5.14 Momentum and value; 5.15 Active strategies and option-like returns; 5.16 Why manager skill matters 5.17 Buyer beware: some final words of caution about hedge fund returns |
| Record Nr. | UNINA-9910840961403321 |
|
Jaeger Lars
|
||
| Chichester, England ; ; Hoboken, NJ, : Wiley, c2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Diary of a hedge fund manager [[electronic resource] ] : from the top, to the bottom, and back again / / Keith McCullough with Rich Blake
| Diary of a hedge fund manager [[electronic resource] ] : from the top, to the bottom, and back again / / Keith McCullough with Rich Blake |
| Autore | McCullough Keith <1975-> |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, NJ, : Wiley, c2010 |
| Descrizione fisica | 1 online resource (227 p.) |
| Disciplina | 332.64524 |
| Altri autori (Persone) | BlakeRich <1968-> |
| Soggetto topico |
Hedge funds
Investment advisors |
| Soggetto genere / forma | Electronic books. |
| ISBN |
0-470-59036-X
1-282-68451-5 9786612684517 0-470-59033-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Diary of a Hedge Fund Manager: From the Top, to the Bottom, and Back Again""; ""Contents""; ""Introduction""; ""Chapter 1: Catch A Wave""; ""Chapter 2: Shipping Out""; ""Chapter 3: Welcome To The Jungle""; ""Chapter 4: Snapshots From The Dot.Com Bubble""; ""Chapter 5: Discovery""; ""Chapter 6: Flying With The Giants""; ""Chapter 7: Shifting For Myself""; ""Chapter 8: Sucked In""; ""Chapter 9: Worlds Collide""; ""Chapter 10: Exile On Wall Street""; ""Chapter 11: Lifting The Curtain""; ""Chapter 12: The Great Squeeze""; ""Epilogue""; ""Acknowledgments""; ""About The Authors""; ""Index"" |
| Record Nr. | UNINA-9910456990403321 |
|
McCullough Keith <1975->
|
||
| Hoboken, NJ, : Wiley, c2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Diary of a hedge fund manager [[electronic resource] ] : from the top, to the bottom, and back again / / Keith McCullough with Rich Blake
| Diary of a hedge fund manager [[electronic resource] ] : from the top, to the bottom, and back again / / Keith McCullough with Rich Blake |
| Autore | McCullough Keith <1975-> |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, NJ, : Wiley, c2010 |
| Descrizione fisica | 1 online resource (227 p.) |
| Disciplina | 332.64524 |
| Altri autori (Persone) | BlakeRich <1968-> |
| Soggetto topico |
Hedge funds
Investment advisors |
| ISBN |
0-470-59036-X
1-282-68451-5 9786612684517 0-470-59033-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Diary of a Hedge Fund Manager: From the Top, to the Bottom, and Back Again""; ""Contents""; ""Introduction""; ""Chapter 1: Catch A Wave""; ""Chapter 2: Shipping Out""; ""Chapter 3: Welcome To The Jungle""; ""Chapter 4: Snapshots From The Dot.Com Bubble""; ""Chapter 5: Discovery""; ""Chapter 6: Flying With The Giants""; ""Chapter 7: Shifting For Myself""; ""Chapter 8: Sucked In""; ""Chapter 9: Worlds Collide""; ""Chapter 10: Exile On Wall Street""; ""Chapter 11: Lifting The Curtain""; ""Chapter 12: The Great Squeeze""; ""Epilogue""; ""Acknowledgments""; ""About The Authors""; ""Index"" |
| Record Nr. | UNINA-9910781044803321 |
|
McCullough Keith <1975->
|
||
| Hoboken, NJ, : Wiley, c2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Diary of a hedge fund manager [[electronic resource] ] : from the top, to the bottom, and back again / / Keith McCullough with Rich Blake
| Diary of a hedge fund manager [[electronic resource] ] : from the top, to the bottom, and back again / / Keith McCullough with Rich Blake |
| Autore | McCullough Keith <1975-> |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, NJ, : Wiley, c2010 |
| Descrizione fisica | 1 online resource (227 p.) |
| Disciplina | 332.64524 |
| Altri autori (Persone) | BlakeRich <1968-> |
| Soggetto topico |
Hedge funds
Investment advisors |
| ISBN |
0-470-59036-X
1-282-68451-5 9786612684517 0-470-59033-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Diary of a Hedge Fund Manager: From the Top, to the Bottom, and Back Again""; ""Contents""; ""Introduction""; ""Chapter 1: Catch A Wave""; ""Chapter 2: Shipping Out""; ""Chapter 3: Welcome To The Jungle""; ""Chapter 4: Snapshots From The Dot.Com Bubble""; ""Chapter 5: Discovery""; ""Chapter 6: Flying With The Giants""; ""Chapter 7: Shifting For Myself""; ""Chapter 8: Sucked In""; ""Chapter 9: Worlds Collide""; ""Chapter 10: Exile On Wall Street""; ""Chapter 11: Lifting The Curtain""; ""Chapter 12: The Great Squeeze""; ""Epilogue""; ""Acknowledgments""; ""About The Authors""; ""Index"" |
| Record Nr. | UNINA-9910825936603321 |
|
McCullough Keith <1975->
|
||
| Hoboken, NJ, : Wiley, c2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Dynamic asset allocation with forwards and futures / Abraham Lioui, Patrice Poncet
| Dynamic asset allocation with forwards and futures / Abraham Lioui, Patrice Poncet |
| Autore | Lioui, Abraham |
| Pubbl/distr/stampa | New York [etc.], : Springer, c2005 |
| Descrizione fisica | XVII, 263 p. ; 24 cm. |
| Disciplina | 332.64524 |
| Altri autori (Persone) | Poncet, Patrice |
| Soggetto topico |
Finanza
Investimenti |
| ISBN | 0387241078 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAS-RML0293820 |
|
Lioui, Abraham
|
||
| New York [etc.], : Springer, c2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Cassino | ||
| ||
The future of hedge fund investing [[electronic resource] ] : a regulatory and structural solution for a fallen industry / / Monty Agarwal
| The future of hedge fund investing [[electronic resource] ] : a regulatory and structural solution for a fallen industry / / Monty Agarwal |
| Autore | Agarwal Monty <1968-> |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : John Wiley & Sons, , 2009 |
| Descrizione fisica | 1 online resource (206 p.) |
| Disciplina |
332.64
332.645 332.64524 |
| Collana | Wiley finance series |
| Soggetto topico |
Hedge funds
Mutual funds |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-282-30219-1
9786612302190 1-118-25818-5 0-470-55726-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
The Future of Hedge Fund Investing: A Regulatory and Structural Solution for a Fallen Industry; Contents; Foreword; Introduction; Chapter 1: Recent Hedge Fund Scandals; Chapter 2: The Players; Chapter 3: Hedge Funds; Chapter 4: Hedge Fund Strategies; Chapter 5: Hedge Fund Service Providers and Regulators; Chapter 6: Funds of Hedge Funds; Chapter 7: An Expert Failure; Chapter 8: Remodeling the Funds of Hedge Funds; Chapter 9: Correct Risk Due Diligence; Chapter 10: Interviewing a Hedge Fund Manager; Chapter 11: Hedge Fund Industry's Role in 2008 Market Crisis; Chapter 12: The End; Bibliography
Index |
| Record Nr. | UNINA-9910139861403321 |
|
Agarwal Monty <1968->
|
||
| Hoboken, New Jersey : , : John Wiley & Sons, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The future of hedge fund investing [[electronic resource] ] : a regulatory and structural solution for a fallen industry / / Monty Agarwal
| The future of hedge fund investing [[electronic resource] ] : a regulatory and structural solution for a fallen industry / / Monty Agarwal |
| Autore | Agarwal Monty <1968-> |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : John Wiley & Sons, , 2009 |
| Descrizione fisica | 1 online resource (206 p.) |
| Disciplina |
332.64
332.645 332.64524 |
| Collana | Wiley finance series |
| Soggetto topico |
Hedge funds
Mutual funds |
| ISBN |
1-282-30219-1
9786612302190 1-118-25818-5 0-470-55726-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
The Future of Hedge Fund Investing: A Regulatory and Structural Solution for a Fallen Industry; Contents; Foreword; Introduction; Chapter 1: Recent Hedge Fund Scandals; Chapter 2: The Players; Chapter 3: Hedge Funds; Chapter 4: Hedge Fund Strategies; Chapter 5: Hedge Fund Service Providers and Regulators; Chapter 6: Funds of Hedge Funds; Chapter 7: An Expert Failure; Chapter 8: Remodeling the Funds of Hedge Funds; Chapter 9: Correct Risk Due Diligence; Chapter 10: Interviewing a Hedge Fund Manager; Chapter 11: Hedge Fund Industry's Role in 2008 Market Crisis; Chapter 12: The End; Bibliography
Index |
| Record Nr. | UNINA-9910830349903321 |
|
Agarwal Monty <1968->
|
||
| Hoboken, New Jersey : , : John Wiley & Sons, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The future of hedge fund investing [[electronic resource] ] : a regulatory and structural solution for a fallen industry / / Monty Agarwal
| The future of hedge fund investing [[electronic resource] ] : a regulatory and structural solution for a fallen industry / / Monty Agarwal |
| Autore | Agarwal Monty <1968-> |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : John Wiley & Sons, , 2009 |
| Descrizione fisica | 1 online resource (206 p.) |
| Disciplina |
332.64
332.645 332.64524 |
| Collana | Wiley finance series |
| Soggetto topico |
Hedge funds
Mutual funds |
| ISBN |
1-282-30219-1
9786612302190 1-118-25818-5 0-470-55726-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
The Future of Hedge Fund Investing: A Regulatory and Structural Solution for a Fallen Industry; Contents; Foreword; Introduction; Chapter 1: Recent Hedge Fund Scandals; Chapter 2: The Players; Chapter 3: Hedge Funds; Chapter 4: Hedge Fund Strategies; Chapter 5: Hedge Fund Service Providers and Regulators; Chapter 6: Funds of Hedge Funds; Chapter 7: An Expert Failure; Chapter 8: Remodeling the Funds of Hedge Funds; Chapter 9: Correct Risk Due Diligence; Chapter 10: Interviewing a Hedge Fund Manager; Chapter 11: Hedge Fund Industry's Role in 2008 Market Crisis; Chapter 12: The End; Bibliography
Index |
| Record Nr. | UNINA-9910840864903321 |
|
Agarwal Monty <1968->
|
||
| Hoboken, New Jersey : , : John Wiley & Sons, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
