Newcits : investing in UCITS compliant hedge funds / / authors, Tommaso Derossi, Michele Meoli, Silvio Vismara ; edited by Filippo Stefanini |
Autore | Derossi Tommaso |
Pubbl/distr/stampa | Chichester, West Sussex, England : , : Wiley, , 2010 |
Descrizione fisica | 1 online resource (109 p.) |
Disciplina | 332.64524 |
Collana | Wiley Finance |
Soggetto topico |
Investments - European Union countries
Hedge funds - European Union countries |
Soggetto genere / forma | Electronic books. |
ISBN |
1-119-20726-6
1-283-23959-0 0-470-97949-6 9786613239594 1-119-99198-6 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
""Cover""; ""Half Title page""; ""Title page""; ""Copyright page""; ""Preface""; ""Introduction: The Crisis of 2008 and the Way Out""; ""Chapter 1: From UCITS Directive to UCITS III Provisions""; ""1.1 Product Directive""; ""1.2 Management Company Directive""; ""1.3 Additional Regulatory Limits Imposed by UCITS III""; ""1.4 The Next Step: Ucits IV Directive and New Provisions by EU""; ""1.5 Simplification of the Notification Procedure""; ""1.6 Replacement of the Simplified Prospectus with the Key Investor Document""; ""1.7 Management Company Passport""; ""1.8 Master-Feeder Structures""
""1.9 Mergers Between UCITS""""1.10 New EU Directive on Alternative Investments""; ""Chapter 2: Business Models for the Production of Newcits and Managed Accounts""; ""Chapter 3: Analysis of the Operational Model of UCITS III Products""; ""3.1 Luxembourg SICAVs""; ""3.2 CSSF 07/308 Circular: Guidelines for Luxembourg UCITS""; ""3.3 Swing Pricing""; ""3.4 Depositary Bank, Administrator and Lack of Prime Broker""; ""Chapter 4: Hedge Funds Investment Strategies and Limits Set by UCITS III""; ""4.1 Long/Short Equity""; ""4.2 Relative Value""; ""4.3 Directional Trading"" ""4.4 Event-Driven (or Special Situation)""""4.5 Other Strategies""; ""4.6 Limits Imposed by UCITS III""; ""4.7 "Synthetic" Short Selling and Contracts for Difference""; ""4.8 Synthetic Newcits""; ""Chapter 5: The Early Stages of the Newcits Industry""; ""5.1 Description of Sample""; ""5.2 Implemented Strategies""; ""5.3 Fee Structure""; ""5.4 Performance Analysis""; ""5.5 Tracking Error and Tracking Error Volatility""; ""5.6 Multivariate Regression Analysis on Panel Data""; ""5.7 Exposure to Risk Factors for Each Strategy""; ""5.8 Contribution by Factor to the Historical Returns"" ""5.9 Liquidity Comparison""""5.10 Performance Contribution Analysis at Industry Level""; ""Conclusions""; ""References""; ""Acronyms""; ""Index"" |
Record Nr. | UNINA-9910265221103321 |
Derossi Tommaso | ||
Chichester, West Sussex, England : , : Wiley, , 2010 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Newcits : investing in UCITS compliant hedge funds / / authors, Tommaso Derossi, Michele Meoli, Silvio Vismara ; edited by Filippo Stefanini |
Autore | Derossi Tommaso |
Pubbl/distr/stampa | Chichester, West Sussex, England : , : Wiley, , 2010 |
Descrizione fisica | 1 online resource (109 p.) |
Disciplina | 332.64524 |
Collana | Wiley Finance |
Soggetto topico |
Investments - European Union countries
Hedge funds - European Union countries |
ISBN |
1-119-20726-6
1-283-23959-0 0-470-97949-6 9786613239594 1-119-99198-6 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
""Cover""; ""Half Title page""; ""Title page""; ""Copyright page""; ""Preface""; ""Introduction: The Crisis of 2008 and the Way Out""; ""Chapter 1: From UCITS Directive to UCITS III Provisions""; ""1.1 Product Directive""; ""1.2 Management Company Directive""; ""1.3 Additional Regulatory Limits Imposed by UCITS III""; ""1.4 The Next Step: Ucits IV Directive and New Provisions by EU""; ""1.5 Simplification of the Notification Procedure""; ""1.6 Replacement of the Simplified Prospectus with the Key Investor Document""; ""1.7 Management Company Passport""; ""1.8 Master-Feeder Structures""
""1.9 Mergers Between UCITS""""1.10 New EU Directive on Alternative Investments""; ""Chapter 2: Business Models for the Production of Newcits and Managed Accounts""; ""Chapter 3: Analysis of the Operational Model of UCITS III Products""; ""3.1 Luxembourg SICAVs""; ""3.2 CSSF 07/308 Circular: Guidelines for Luxembourg UCITS""; ""3.3 Swing Pricing""; ""3.4 Depositary Bank, Administrator and Lack of Prime Broker""; ""Chapter 4: Hedge Funds Investment Strategies and Limits Set by UCITS III""; ""4.1 Long/Short Equity""; ""4.2 Relative Value""; ""4.3 Directional Trading"" ""4.4 Event-Driven (or Special Situation)""""4.5 Other Strategies""; ""4.6 Limits Imposed by UCITS III""; ""4.7 "Synthetic" Short Selling and Contracts for Difference""; ""4.8 Synthetic Newcits""; ""Chapter 5: The Early Stages of the Newcits Industry""; ""5.1 Description of Sample""; ""5.2 Implemented Strategies""; ""5.3 Fee Structure""; ""5.4 Performance Analysis""; ""5.5 Tracking Error and Tracking Error Volatility""; ""5.6 Multivariate Regression Analysis on Panel Data""; ""5.7 Exposure to Risk Factors for Each Strategy""; ""5.8 Contribution by Factor to the Historical Returns"" ""5.9 Liquidity Comparison""""5.10 Performance Contribution Analysis at Industry Level""; ""Conclusions""; ""References""; ""Acronyms""; ""Index"" |
Record Nr. | UNINA-9910830322603321 |
Derossi Tommaso | ||
Chichester, West Sussex, England : , : Wiley, , 2010 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|