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What hedge funds really do : an introduction to portfolio management / / Philip J. Romero and Tucker Balch
What hedge funds really do : an introduction to portfolio management / / Philip J. Romero and Tucker Balch
Autore Romero Philip J.
Edizione [First edition.]
Pubbl/distr/stampa New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2014
Descrizione fisica 1 online resource (148 pages)
Disciplina 332.6327
Collana Economics collection
Soggetto topico Hedge funds
Portfolio management
Soggetto genere / forma Electronic books.
Soggetto non controllato absolute return
active investment management
arbitrage
capital asset pricing model
CAPM
derivatives
exchange traded funds
ETF
fat tails
finance
hedge funds
hedging
high-frequency trading
HFT
investing
investment management
long/short
modern portfolio theory
MPT
optimization
quant
quantitative trading strategies
portfolio construction
portfolio management
portfolio optimization
trading
trading strategies
Wall Street
ISBN 1-63157-090-0
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Part I. The basics -- 1. Introduction -- 2. So you want to be a hedge fund manager -- 3. An illustrative hedge fund strategy: arbitrage -- 4. Market-making mechanics -- 5. Introduction to company valuation -- Part II. Investing fundamentals: CAPM and EMH -- 6. How valuation is used by hedge funds -- 7. Framework for investing: the capital asset pricing model (CAPM) -- 8. The efficient market hypothesis (EMH), its three versions -- 9. The fundamental law of active portfolio management -- Part III. Market simulation and portfolio construction -- 10. Modern portfolio theory: the efficient frontier and portfolio optimization -- 11. Event studies -- 12. Overcoming data quirks to design trading strategies -- 13. Data sources -- 14. Back testing strategies -- Part IV. Case study and issues -- 15. Hedge fund case study: long term capital management (LTCM) -- 16. Opportunities and challenges for hedge funds -- Teaching cases -- Glossary -- Summary -- Index.
Record Nr. UNINA-9910458929803321
Romero Philip J.  
New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2014
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
What hedge funds really do : an introduction to portfolio management / / Philip J. Romero and Tucker Balch
What hedge funds really do : an introduction to portfolio management / / Philip J. Romero and Tucker Balch
Autore Romero Philip J.
Edizione [First edition.]
Pubbl/distr/stampa New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2014
Descrizione fisica 1 online resource (148 pages)
Disciplina 332.6327
Collana Economics collection
Soggetto topico Hedge funds
Fons especulatius
Gestió de cartera
Portfolio management
Soggetto genere / forma Llibres electrònics
Soggetto non controllato absolute return
active investment management
arbitrage
capital asset pricing model
CAPM
derivatives
exchange traded funds
ETF
fat tails
finance
hedge funds
hedging
high-frequency trading
HFT
investing
investment management
long/short
modern portfolio theory
MPT
optimization
quant
quantitative trading strategies
portfolio construction
portfolio management
portfolio optimization
trading
trading strategies
Wall Street
ISBN 1-63157-090-0
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Part I. The basics -- 1. Introduction -- 2. So you want to be a hedge fund manager -- 3. An illustrative hedge fund strategy: arbitrage -- 4. Market-making mechanics -- 5. Introduction to company valuation -- Part II. Investing fundamentals: CAPM and EMH -- 6. How valuation is used by hedge funds -- 7. Framework for investing: the capital asset pricing model (CAPM) -- 8. The efficient market hypothesis (EMH), its three versions -- 9. The fundamental law of active portfolio management -- Part III. Market simulation and portfolio construction -- 10. Modern portfolio theory: the efficient frontier and portfolio optimization -- 11. Event studies -- 12. Overcoming data quirks to design trading strategies -- 13. Data sources -- 14. Back testing strategies -- Part IV. Case study and issues -- 15. Hedge fund case study: long term capital management (LTCM) -- 16. Opportunities and challenges for hedge funds -- Teaching cases -- Glossary -- Summary -- Index.
Record Nr. UNINA-9910791003103321
Romero Philip J.  
New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2014
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
What hedge funds really do : an introduction to portfolio management / / Philip J. Romero and Tucker Balch
What hedge funds really do : an introduction to portfolio management / / Philip J. Romero and Tucker Balch
Autore Romero Philip J.
Edizione [First edition.]
Pubbl/distr/stampa New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2014
Descrizione fisica 1 online resource (148 pages)
Disciplina 332.6327
Collana Economics collection
Soggetto topico Hedge funds
Fons especulatius
Gestió de cartera
Portfolio management
Soggetto genere / forma Llibres electrònics
Soggetto non controllato absolute return
active investment management
arbitrage
capital asset pricing model
CAPM
derivatives
exchange traded funds
ETF
fat tails
finance
hedge funds
hedging
high-frequency trading
HFT
investing
investment management
long/short
modern portfolio theory
MPT
optimization
quant
quantitative trading strategies
portfolio construction
portfolio management
portfolio optimization
trading
trading strategies
Wall Street
ISBN 1-63157-090-0
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Part I. The basics -- 1. Introduction -- 2. So you want to be a hedge fund manager -- 3. An illustrative hedge fund strategy: arbitrage -- 4. Market-making mechanics -- 5. Introduction to company valuation -- Part II. Investing fundamentals: CAPM and EMH -- 6. How valuation is used by hedge funds -- 7. Framework for investing: the capital asset pricing model (CAPM) -- 8. The efficient market hypothesis (EMH), its three versions -- 9. The fundamental law of active portfolio management -- Part III. Market simulation and portfolio construction -- 10. Modern portfolio theory: the efficient frontier and portfolio optimization -- 11. Event studies -- 12. Overcoming data quirks to design trading strategies -- 13. Data sources -- 14. Back testing strategies -- Part IV. Case study and issues -- 15. Hedge fund case study: long term capital management (LTCM) -- 16. Opportunities and challenges for hedge funds -- Teaching cases -- Glossary -- Summary -- Index.
Record Nr. UNINA-9910817453103321
Romero Philip J.  
New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2014
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui