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Hedge funds [[electronic resource] ] : an analytic perspective / / Andrew W. Lo
| Hedge funds [[electronic resource] ] : 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 |
| Soggetto genere / forma | Electronic books. |
| 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-9910457150503321 |
Lo Andrew W (Andrew Wen-Chuan)
|
||
| Princeton, N.J., : Princeton University Press, 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Hedge funds [[electronic resource] ] : an analytic perspective / / Andrew W. Lo
| Hedge funds [[electronic resource] ] : 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-9910781017403321 |
|
Lo Andrew W (Andrew Wen-Chuan)
|
||
| Princeton, N.J., : Princeton University Press, 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
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 |
9786612639524
9781282639522 1282639528 9781400835812 140083581X |
| 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-9910969100403321 |
|
Lo Andrew W (Andrew Wen-Chuan)
|
||
| Princeton, N.J., : Princeton University Press, 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Reframing finance : new models of long-term investment management / / Ashby Monk, Rajiv Sharma, Duncan L. Sinclair
| Reframing finance : new models of long-term investment management / / Ashby Monk, Rajiv Sharma, Duncan L. Sinclair |
| Autore | Monk Ashby H. B (Ashby Henry Benning), <1976-> |
| Pubbl/distr/stampa | Stanford, California : , : Stanford Economics & Finance, , 2017 |
| Descrizione fisica | 1 online resource (193 pages) : illustrations, tables |
| Disciplina | 332.6 |
| Soggetto topico |
Institutional investors
Institutional investments - Management |
| Soggetto genere / forma | Electronic books. |
| ISBN | 1-5036-0275-3 |
| Classificazione | QK 530 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Front matter -- Contents -- Figures and tables -- Preface and acknowledgments -- 1. A collaborative model for long-term investing -- 2. Building an institutional investor’s collaborative network and social capital -- 3. Re-intermediating investment management -- 4. New vehicles to drive t he collaborative model -- 5. The future of long-term institutional investment -- Appendix 1: Network diagrams for collaborative vehicle case studies -- Appendix 2: collaborative models database -- Notes -- Bibliography -- Index |
| Record Nr. | UNINA-9910466563403321 |
|
Monk Ashby H. B (Ashby Henry Benning), <1976->
|
||
| Stanford, California : , : Stanford Economics & Finance, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Reframing finance : new models of long-term investment management / / Ashby Monk, Rajiv Sharma, Duncan L. Sinclair
| Reframing finance : new models of long-term investment management / / Ashby Monk, Rajiv Sharma, Duncan L. Sinclair |
| Autore | Monk Ashby H. B (Ashby Henry Benning), <1976-> |
| Pubbl/distr/stampa | Stanford, California : , : Stanford Economics & Finance, , 2017 |
| Descrizione fisica | 1 online resource (193 pages) : illustrations, tables |
| Disciplina | 332.6 |
| Soggetto topico |
Institutional investors
Institutional investments - Management |
| ISBN | 1-5036-0275-3 |
| Classificazione | QK 530 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Front matter -- Contents -- Figures and tables -- Preface and acknowledgments -- 1. A collaborative model for long-term investing -- 2. Building an institutional investor’s collaborative network and social capital -- 3. Re-intermediating investment management -- 4. New vehicles to drive t he collaborative model -- 5. The future of long-term institutional investment -- Appendix 1: Network diagrams for collaborative vehicle case studies -- Appendix 2: collaborative models database -- Notes -- Bibliography -- Index |
| Record Nr. | UNINA-9910792916203321 |
|
Monk Ashby H. B (Ashby Henry Benning), <1976->
|
||
| Stanford, California : , : Stanford Economics & Finance, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Reframing finance : new models of long-term investment management / / Ashby Monk, Rajiv Sharma, Duncan L. Sinclair
| Reframing finance : new models of long-term investment management / / Ashby Monk, Rajiv Sharma, Duncan L. Sinclair |
| Autore | Monk Ashby H. B (Ashby Henry Benning), <1976-> |
| Pubbl/distr/stampa | Stanford, California : , : Stanford Economics & Finance, , 2017 |
| Descrizione fisica | 1 online resource (193 pages) : illustrations, tables |
| Disciplina | 332.6 |
| Soggetto topico |
Institutional investors
Institutional investments - Management |
| ISBN | 1-5036-0275-3 |
| Classificazione | QK 530 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Front matter -- Contents -- Figures and tables -- Preface and acknowledgments -- 1. A collaborative model for long-term investing -- 2. Building an institutional investor’s collaborative network and social capital -- 3. Re-intermediating investment management -- 4. New vehicles to drive t he collaborative model -- 5. The future of long-term institutional investment -- Appendix 1: Network diagrams for collaborative vehicle case studies -- Appendix 2: collaborative models database -- Notes -- Bibliography -- Index |
| Record Nr. | UNINA-9910824402503321 |
|
Monk Ashby H. B (Ashby Henry Benning), <1976->
|
||
| Stanford, California : , : Stanford Economics & Finance, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Sovereign wealth funds and long-term investing [[electronic resource] /] / edited by Joseph E. Stiglitz, Patrick Bolton, and Frederic Samama
| Sovereign wealth funds and long-term investing [[electronic resource] /] / edited by Joseph E. Stiglitz, Patrick Bolton, and Frederic Samama |
| Pubbl/distr/stampa | New York, : Columbia University Press, 2011 |
| Descrizione fisica | 1 online resource (253 p.) |
| Disciplina | 332.67/252 |
| Altri autori (Persone) |
StiglitzJoseph E
BoltonPatrick <1957-> SamamaFrederic |
| Soggetto topico | Sovereign wealth funds |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-281-60630-8
9786613787002 0-231-53028-5 |
| Classificazione | QK 530 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Contents -- Acknowledgments -- Introduction / Bolton, Patrick / Samama, Frederic / Stiglitz, Joseph E. -- 1 Keynote Addresses -- Sovereign Wealth Funds - Distinguishing Aspects and Opportunities / Stiglitz, Joseph E. -- The Contribution of Institutional Investors to Fostering Stability and Long-Term Growth / Romanet, Augustin de -- Sovereign Wealth Funds as Stabilizers / Velasco, Andrés -- Financing Long-Term Investments After the Crisis: A View from Europe / Bassanini, Franco -- What Sovereign Wealth Funds Can Do to Alleviate Global Poverty / Wolfensohn, James -- The Sovereign Debt Problem / Soros, George -- 2 The State of Sovereign Wealth Funds -- Overview -- The Rationale for Sovereign Wealth Funds from a Development Perspective / Griffith-Jones, Stephany / Ocampo, José Antonio -- Sovereign Wealth Funds: Form and Function in the Twenty-first Century / Clark, Gordon L. / Monk, Ashby H. B. -- 3 Benchmarking and Performance Standards -- Introduction / Chiappori, Pierre-André -- Stabilization Funds / Parrado, Eric -- Tilt of Benchmarks / Litterman, Bob -- Four Benchmarks of Sovereign Wealth Funds / Ang, Andrew -- Which Financial Benchmarks and Other Incentives Work for Long-Term Investing? / Spiegel, Shari -- Further Considerations -- Panel Summary -- Panel Paper: The Four Benchmarks of Sovereign Wealth Funds / Ang, Andrew -- 4 Fostering Development Through Socially Responsible Investment -- Introduction / Griffith-Jones, Stephany -- Sovereign Wealth Funds as Catalysts of Socially Responsible Investing / Landier, Augustin -- Objectives and Ethical Guidelines of Norges Bank Investment Management / Dyrdal, Dag -- Building Emerging Countries' Financial Infrastructure by Investing in Microfinance / Ventura, Arnaud -- Further Considerations -- Panel Summary -- 5 Expanding Investment Horizons: Opportunities for Long-Term Investors -- Introduction / Bolton, Patrick -- How to Reward Long-Term Investors / Samama, Frederic -- Sovereign Wealth Funds and the Shifting Wealth of Nations / Santiso, Javier -- Compensation and Risk-Taking in the U.S. Financial Industry / Scheinkman, José -- Building Long-Term Strategies for Investment of Sovereign Wealth / Skancke, Martin -- Further Considerations -- Panel Summary -- Panel Paper: Capital Access Bonds - Securities Implementing Countercyclical Investment Strategies / Bolton, Patrick / Samama, Frederic -- Panel Paper: L-Shares - Rewarding Long-Term Investors / Bolton, Patrick / Samama, Frederic -- 6 Reducing Climate Risk -- Introduction / Goldmark, Peter -- Influencing Clean Innovations / Aghion, Philippe -- The Emerging Role of State Investors in the Governance of Global Corporations / Dickinson, Paul -- The Rise of Carbon-Free Technology / Guesnerie, Roger -- Smart Energy Globalization / Jhirad, David -- Further Considerations -- Panel Summary -- 7 Managing Risk During Macroeconomic Uncertainty -- Introduction / Stiglitz, Joseph E. -- Macroeconomic Uncertainty and Managing Risk for Sovereign Wealth Funds / Fratzscher, Oliver -- Funds and Volatility / Velasco, Andrés -- Managing Uncertainty / Johnson, Rob -- Key Issues / Zhu, Min -- Further Considerations -- Panel Summary -- 8 Managing Commodity Price Volatility -- Introduction / Heal, Geoffrey -- Managing Commodity Price Volatility / Brière, Marie -- Chile and Copper / Briones, Ignacio -- Management of Commodity Price Risks on Sovereign Balance Sheets / Pihlman, Jukka -- Further Considerations -- Panel Summary -- Panel Paper: Managing Commodity Risk - Can Sovereign Funds Help? / Brière, Marie -- 9 Sovereign Wealth Funds and World Governance -- Introduction / Sassen, Saskia -- Reconciling Sovereignty, Accountability, and Transparency in Sovereign Wealth Funds / Gelpern, Anna -- Restrictions on Cross-Border Investment / Greene, Edward -- The Value of Transparency / Orr, Adrian -- Maximizing Autonomy in the Shadow of Great Powers / Pistor, Katharina -- Further Considerations -- Panel Summary -- Contributors -- About the Conference Organizers |
| Record Nr. | UNINA-9910457938803321 |
| New York, : Columbia University Press, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Sovereign wealth funds and long-term investing [[electronic resource] /] / edited by Joseph E. Stiglitz, Patrick Bolton, and Frederic Samama
| Sovereign wealth funds and long-term investing [[electronic resource] /] / edited by Joseph E. Stiglitz, Patrick Bolton, and Frederic Samama |
| Pubbl/distr/stampa | New York, : Columbia University Press, 2011 |
| Descrizione fisica | 1 online resource (253 p.) |
| Disciplina | 332.67/252 |
| Altri autori (Persone) |
StiglitzJoseph E
BoltonPatrick <1957-> SamamaFrederic |
| Soggetto topico | Sovereign wealth funds |
| ISBN |
1-281-60630-8
9786613787002 0-231-53028-5 |
| Classificazione | QK 530 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Contents -- Acknowledgments -- Introduction / Bolton, Patrick / Samama, Frederic / Stiglitz, Joseph E. -- 1 Keynote Addresses -- Sovereign Wealth Funds - Distinguishing Aspects and Opportunities / Stiglitz, Joseph E. -- The Contribution of Institutional Investors to Fostering Stability and Long-Term Growth / Romanet, Augustin de -- Sovereign Wealth Funds as Stabilizers / Velasco, Andrés -- Financing Long-Term Investments After the Crisis: A View from Europe / Bassanini, Franco -- What Sovereign Wealth Funds Can Do to Alleviate Global Poverty / Wolfensohn, James -- The Sovereign Debt Problem / Soros, George -- 2 The State of Sovereign Wealth Funds -- Overview -- The Rationale for Sovereign Wealth Funds from a Development Perspective / Griffith-Jones, Stephany / Ocampo, José Antonio -- Sovereign Wealth Funds: Form and Function in the Twenty-first Century / Clark, Gordon L. / Monk, Ashby H. B. -- 3 Benchmarking and Performance Standards -- Introduction / Chiappori, Pierre-André -- Stabilization Funds / Parrado, Eric -- Tilt of Benchmarks / Litterman, Bob -- Four Benchmarks of Sovereign Wealth Funds / Ang, Andrew -- Which Financial Benchmarks and Other Incentives Work for Long-Term Investing? / Spiegel, Shari -- Further Considerations -- Panel Summary -- Panel Paper: The Four Benchmarks of Sovereign Wealth Funds / Ang, Andrew -- 4 Fostering Development Through Socially Responsible Investment -- Introduction / Griffith-Jones, Stephany -- Sovereign Wealth Funds as Catalysts of Socially Responsible Investing / Landier, Augustin -- Objectives and Ethical Guidelines of Norges Bank Investment Management / Dyrdal, Dag -- Building Emerging Countries' Financial Infrastructure by Investing in Microfinance / Ventura, Arnaud -- Further Considerations -- Panel Summary -- 5 Expanding Investment Horizons: Opportunities for Long-Term Investors -- Introduction / Bolton, Patrick -- How to Reward Long-Term Investors / Samama, Frederic -- Sovereign Wealth Funds and the Shifting Wealth of Nations / Santiso, Javier -- Compensation and Risk-Taking in the U.S. Financial Industry / Scheinkman, José -- Building Long-Term Strategies for Investment of Sovereign Wealth / Skancke, Martin -- Further Considerations -- Panel Summary -- Panel Paper: Capital Access Bonds - Securities Implementing Countercyclical Investment Strategies / Bolton, Patrick / Samama, Frederic -- Panel Paper: L-Shares - Rewarding Long-Term Investors / Bolton, Patrick / Samama, Frederic -- 6 Reducing Climate Risk -- Introduction / Goldmark, Peter -- Influencing Clean Innovations / Aghion, Philippe -- The Emerging Role of State Investors in the Governance of Global Corporations / Dickinson, Paul -- The Rise of Carbon-Free Technology / Guesnerie, Roger -- Smart Energy Globalization / Jhirad, David -- Further Considerations -- Panel Summary -- 7 Managing Risk During Macroeconomic Uncertainty -- Introduction / Stiglitz, Joseph E. -- Macroeconomic Uncertainty and Managing Risk for Sovereign Wealth Funds / Fratzscher, Oliver -- Funds and Volatility / Velasco, Andrés -- Managing Uncertainty / Johnson, Rob -- Key Issues / Zhu, Min -- Further Considerations -- Panel Summary -- 8 Managing Commodity Price Volatility -- Introduction / Heal, Geoffrey -- Managing Commodity Price Volatility / Brière, Marie -- Chile and Copper / Briones, Ignacio -- Management of Commodity Price Risks on Sovereign Balance Sheets / Pihlman, Jukka -- Further Considerations -- Panel Summary -- Panel Paper: Managing Commodity Risk - Can Sovereign Funds Help? / Brière, Marie -- 9 Sovereign Wealth Funds and World Governance -- Introduction / Sassen, Saskia -- Reconciling Sovereignty, Accountability, and Transparency in Sovereign Wealth Funds / Gelpern, Anna -- Restrictions on Cross-Border Investment / Greene, Edward -- The Value of Transparency / Orr, Adrian -- Maximizing Autonomy in the Shadow of Great Powers / Pistor, Katharina -- Further Considerations -- Panel Summary -- Contributors -- About the Conference Organizers |
| Record Nr. | UNINA-9910781448003321 |
| New York, : Columbia University Press, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||