Hedge funds : quantitative insights / / Francois-Serge Lhabitant

• Autore: Lhabitant François-Serge
• Pubblicazione: Chichester ; Hoboken, N.J., : John Wiley, 2004
• Edizione: 1st ed.
• Descrizione fisica: 1 online resource (356 p.)
• Disciplina: 332.64/5
• Soggetto topico: Hedge funds
• Note generali: Description based upon print version of record.
• Nota di bibliografia: Includes bibliographical references (p. [325]-334) and index.
• Nota di contenuto: Preliminaries; Contents; Foreword by Mark Anson; Introduction; Acknowledgments; 1 Characteristics of Hedge Funds; 2 Measuring Return; 3 Return and Risk Statistics; 4 Risk-Adjusted Performance Measures; 5 Databases, Indices and Benchmarks; 6 Covariance and Correlation; 7 Regression Analysis; 8 Asset Pricing Models; 9 Styles, Clusters and Classification; 10 Revisiting the Benefits and Risks of Hedge Fund Investing; 11 Strategic Asset Allocation - From Portfolio Optimizing to Risk Budgeting; 12 Risk Measurement and Management; 13 Conclusions; Online References; Bibliography; Index
• Sommario/riassunto: ""An excellent and comprehensive source of information on hedge funds! From a quantitative view Lhabitant has done it once again by meticulously looking at the important topics in the hedge fund industry. This book has a tremendous wealth of information and is a valuable addition to the hedge fund literature. In addition, it will benefit institutional investors, high net worth individuals, academics and anyone interested in learning more about this fascinating and often mysterious world of privately managed money. Written by one of the most respected practitioners and academics in the area
• Titolo autorizzato: Hedge funds
• ISBN: 9786610270606; 9780470687772; 0470687770; 9781118673546; 1118673549; 9781280270604; 1280270608; 9780470856710; 0470856718
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 9910806144403321
• Lo trovi qui: Univ. Federico II
• Serie: Wiley finance series.