Hedge funds : quantitative insights / Francois-Serge Lhabitant.

Format:

Book

Author/Creator:

Lhabitant, François-Serge.

Series:

Wiley finance series.

Wiley finance series

Language:

English

Subjects (All):

Hedge funds.

Physical Description:

1 online resource (356 p.)

Edition:

1st ed.

Place of Publication:

Chichester : Hoboken, N.J. : John Wiley, 2004.

Language Note:

English

Summary:

""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

Contents:

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

Notes:

Description based upon print version of record.

Includes bibliographical references (p. [325]-334) and index.

ISBN:

9786610270606

9780470687772

0470687770

9781118673546

1118673549

9781280270604

1280270608

9780470856710

0470856718

OCLC:

228124161