Absolute return : the magazine for the hedge fund community |
Pubbl/distr/stampa | London ; ; New York, : HedgeFund Intelligence Ltd |
Descrizione fisica | 1 online resource |
Disciplina | 332.645 |
Soggetto topico | Hedge funds |
Soggetto genere / forma | Periodicals. |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Periodico |
Lingua di pubblicazione | eng |
Record Nr. | UNISA-996297329203316 |
London ; ; New York, : HedgeFund Intelligence Ltd | ||
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Lo trovi qui: Univ. di Salerno | ||
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Alpha |
Pubbl/distr/stampa | New York, NY, : Institutional Investor, 2003- |
Disciplina | 332 |
Soggetto topico |
Hedge funds
Hedge funds - United States Hedging (Finance) Investment advisors |
Soggetto genere / forma | Periodicals. |
ISSN | 1930-8442 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Periodico |
Lingua di pubblicazione | eng |
Altri titoli varianti |
Institutional investor's
Institutional Investor's alpha |
Record Nr. | UNISA-996211208703316 |
New York, NY, : Institutional Investor, 2003- | ||
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Lo trovi qui: Univ. di Salerno | ||
|
Alpha |
Pubbl/distr/stampa | New York, NY, : Institutional Investor, 2003- |
Disciplina | 332 |
Soggetto topico |
Hedge funds
Hedge funds - United States Hedging (Finance) Investment advisors |
Soggetto genere / forma | Periodicals. |
ISSN | 1930-8442 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Periodico |
Lingua di pubblicazione | eng |
Altri titoli varianti |
Institutional investor's
Institutional Investor's alpha |
Record Nr. | UNINA-9910679769003321 |
New York, NY, : Institutional Investor, 2003- | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
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The alpha masters [[electronic resource] ] : unlocking the genius of the world's top hedge funds / / Maneet Ahuja |
Autore | Ahuja Maneet <1984-> |
Edizione | [1st edition] |
Pubbl/distr/stampa | Hoboken, NJ, : Wiley, 2012 |
Descrizione fisica | 1 online resource (281 p.) |
Disciplina | 332.64/524 |
Soggetto topico |
Hedge funds
Investment advisors |
Soggetto genere / forma | Electronic books. |
ISBN |
1-280-65789-8
9786613634825 1-118-16759-7 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
The Alpha Masters: Unlocking the Genius of the World's Top Hedge Funds; Contents; Foreword: The Less Mysterious World of Hedge Funds; Investment Vehicles; Investment Managers; Beyond the Personalities; Bottom Line; Preface; A Hedge-ucation; The Framework; The ""Hedge Fund"" Misnomer; 2011's Mixed Signals; Disclaimer; Chapter 1: The Global Macro Maven: Ray Dalio, Bridgewater Associates; The Makings of a Maven; Coming of Age through a Crisis; Building Bridgewater; Winning Over the World Bank; Belly Up: Learning from the Bad; Calculating Crises; Foreseeing the Financial Crisis; Extracting Alpha
Bringing Home the Alpha Fund in Focus; Procuring the Principles; Watchful Eye on the World Today; Going After What You Want; Chapter 2: Man versus Machine: Pierre Lagrange and Tim Wong, Man Group/AHL; Tim Wong: The Engineer; Pierre Lagrange: The Money Maker; Chapter 3: The Risk Arbitrageur: John Paulson, Paulson & Co.; The Making of a Risk Arbitrageur; It's Not All Numbers; The Stuff of Legends; Knowing What You Don't Know; ""I'm Sort of an Independent Person""; The Greatest Trade Ever; Mispriced Risk: Dow/Rohm & Haas; Jumping into the Deep End: Citigroup; Good as Gold A Little Help from His Friends Fighting Back; Chapter 4: Distressed Debt's Value Seekers: Marc Lasry and Sonia Gardner, Avenue Capital Group; The Auto Bailout; Brother-and-Sister Partnership; Catching the Eye of Robert Bass; Killer Combination; Detecting Diamonds in the Rough; Extracting the Value; Chapter 5: The Fearless First Mover: David Tepper, Appaloosa Management; Gearing Up at Goldman; Pulling in the Profits; ""A"" for Appaloosa; The Early Days; No ""A's"" in High School; Learning and Earning; Fierce and Fearless; Titanic Track Record; International Intrigue; Russian Roulette Bullish on Bankruptcies Delphi Dilemma; WaMu Winner; The Force Behind Financials; The ABC's: AIG, BAC, and C; Sizing Up the Sweet Spot; Chapter 6: The Activist Answer: William A. Ackman, Pershing Square Capital Management; Bright Beginnings; Getting Gotham Going; The School of Rock; Making a Name for Himself; Return on Invested Brain Damage; Buying the Farm; Rising from the Ashes; Fast Food, Building Record Results; Making Cents at McDonald's; Borders and Target: A Couple of Clunkers; Zeroing in on Target; MBIA; A Dud; The Greatest Trade; A Penney for His Thoughts Canadian Pacific on the Rails What Makes an Activist; Chapter 7: The Poison Pen: Daniel Loeb, Third Point; The Young Whippersnapper Finds His Way; Catching the Big Wave in the Storm; Evolution and Revolution; The Third Point Tao and Team Approach; Chapter 8: The Cynical Sleuth: James Chanos, Kynikos Associates LP; Cause for Cynicism; The Contrarian Investor; The Secret Sauce of Short-Selling; Defending an Investment Strategy; China's Coming Crisis; Back to Business School Basics; Chapter 9: The Derivatives Pioneer: Boaz Weinstein, Saba Capital Management; The Rise of a Trailblazer ""Lehman Weekend"" at the Fed |
Record Nr. | UNINA-9910451872703321 |
Ahuja Maneet <1984->
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||
Hoboken, NJ, : Wiley, 2012 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
The alpha masters [[electronic resource] ] : unlocking the genius of the world's top hedge funds / / Maneet Ahuja |
Autore | Ahuja Maneet <1984-> |
Edizione | [1st edition] |
Pubbl/distr/stampa | Hoboken, NJ, : Wiley, 2012 |
Descrizione fisica | 1 online resource (281 p.) |
Disciplina | 332.64/524 |
Soggetto topico |
Hedge funds
Investment advisors |
ISBN |
1-280-65789-8
9786613634825 1-118-16759-7 |
Classificazione | BUS036000 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
The Alpha Masters: Unlocking the Genius of the World's Top Hedge Funds; Contents; Foreword: The Less Mysterious World of Hedge Funds; Investment Vehicles; Investment Managers; Beyond the Personalities; Bottom Line; Preface; A Hedge-ucation; The Framework; The ""Hedge Fund"" Misnomer; 2011's Mixed Signals; Disclaimer; Chapter 1: The Global Macro Maven: Ray Dalio, Bridgewater Associates; The Makings of a Maven; Coming of Age through a Crisis; Building Bridgewater; Winning Over the World Bank; Belly Up: Learning from the Bad; Calculating Crises; Foreseeing the Financial Crisis; Extracting Alpha
Bringing Home the Alpha Fund in Focus; Procuring the Principles; Watchful Eye on the World Today; Going After What You Want; Chapter 2: Man versus Machine: Pierre Lagrange and Tim Wong, Man Group/AHL; Tim Wong: The Engineer; Pierre Lagrange: The Money Maker; Chapter 3: The Risk Arbitrageur: John Paulson, Paulson & Co.; The Making of a Risk Arbitrageur; It's Not All Numbers; The Stuff of Legends; Knowing What You Don't Know; ""I'm Sort of an Independent Person""; The Greatest Trade Ever; Mispriced Risk: Dow/Rohm & Haas; Jumping into the Deep End: Citigroup; Good as Gold A Little Help from His Friends Fighting Back; Chapter 4: Distressed Debt's Value Seekers: Marc Lasry and Sonia Gardner, Avenue Capital Group; The Auto Bailout; Brother-and-Sister Partnership; Catching the Eye of Robert Bass; Killer Combination; Detecting Diamonds in the Rough; Extracting the Value; Chapter 5: The Fearless First Mover: David Tepper, Appaloosa Management; Gearing Up at Goldman; Pulling in the Profits; ""A"" for Appaloosa; The Early Days; No ""A's"" in High School; Learning and Earning; Fierce and Fearless; Titanic Track Record; International Intrigue; Russian Roulette Bullish on Bankruptcies Delphi Dilemma; WaMu Winner; The Force Behind Financials; The ABC's: AIG, BAC, and C; Sizing Up the Sweet Spot; Chapter 6: The Activist Answer: William A. Ackman, Pershing Square Capital Management; Bright Beginnings; Getting Gotham Going; The School of Rock; Making a Name for Himself; Return on Invested Brain Damage; Buying the Farm; Rising from the Ashes; Fast Food, Building Record Results; Making Cents at McDonald's; Borders and Target: A Couple of Clunkers; Zeroing in on Target; MBIA; A Dud; The Greatest Trade; A Penney for His Thoughts Canadian Pacific on the Rails What Makes an Activist; Chapter 7: The Poison Pen: Daniel Loeb, Third Point; The Young Whippersnapper Finds His Way; Catching the Big Wave in the Storm; Evolution and Revolution; The Third Point Tao and Team Approach; Chapter 8: The Cynical Sleuth: James Chanos, Kynikos Associates LP; Cause for Cynicism; The Contrarian Investor; The Secret Sauce of Short-Selling; Defending an Investment Strategy; China's Coming Crisis; Back to Business School Basics; Chapter 9: The Derivatives Pioneer: Boaz Weinstein, Saba Capital Management; The Rise of a Trailblazer ""Lehman Weekend"" at the Fed |
Record Nr. | UNINA-9910779189103321 |
Ahuja Maneet <1984->
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||
Hoboken, NJ, : Wiley, 2012 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
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 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
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 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
Alternative beta strategies and hedge fund replication / / 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 |
Soggetto topico | Hedge funds |
ISBN |
9786611939564
9781119207108 111920710X 9781281939562 1281939560 9780470721247 0470721243 |
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-9910877319603321 |
Jaeger Lars
![]() |
||
Chichester, England ; ; Hoboken, NJ, : Wiley, c2008 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
AR : Absolute return + Alpha |
Pubbl/distr/stampa | New York, NY, : Euromoney Institutional Investor |
Disciplina | 332 |
Soggetto topico |
Hedge funds
Hedge funds - United States Hedging (Finance) Investment advisors |
Soggetto genere / forma | Periodicals. |
ISSN | 2151-1845 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Periodico |
Lingua di pubblicazione | eng |
Altri titoli varianti |
AR: Absolute return plus Alpha
AR magazine |
Record Nr. | UNISA-996335518403316 |
New York, NY, : Euromoney Institutional Investor | ||
![]() | ||
Lo trovi qui: Univ. di Salerno | ||
|
AR : Absolute return + Alpha |
Pubbl/distr/stampa | New York, NY, : Euromoney Institutional Investor |
Disciplina | 332 |
Soggetto topico |
Hedge funds
Hedge funds - United States Hedging (Finance) Investment advisors |
Soggetto genere / forma | Periodicals. |
ISSN | 2151-1845 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Periodico |
Lingua di pubblicazione | eng |
Altri titoli varianti |
AR: Absolute return plus Alpha
AR magazine |
Record Nr. | UNINA-9910389234903321 |
New York, NY, : Euromoney Institutional Investor | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|