The recent trend of hedge fund strategies / Yasuaki Watanabe, editor.

Format:

Book

Contributor:

Watanabe, Yasuaki.

Series:

Financial institutions and services.

Financial institutions and services

Language:

English

Subjects (All):

Hedge funds.

Hedge funds--Management.

Physical Description:

1 online resource (219 p.)

Edition:

1st ed.

Place of Publication:

New York : Nova Science Publishers, Inc., c2010.

Language Note:

English

Summary:

Hedge funds were used to 'hedge' or protect against loss due to market uncertainties. The business of hedge funds began to bear fruits in the mid-1960s. This book presents the trend of hedge fund strategies from various points of views.

Contents:

The 2008-2009 financial crisis : risk model transparency and incentives / Terry Marsh and Paul Pfleiderer

Fund of hedge funds portfolio selection : a robust non-parametric multi-movement approach / Emmanuel Jurczenko and Ghislain Yanou

Hedge fund replication / Akihiko Takahashi and Kyo Yamamoto

Hedge fund style analysis with the gap statistic / Robert J. Bianchi ... [et al.]

Style analysis for hedge funds : the estimation for the ability of generating alpha of fund of hedge funds by application of Markov-switching model / Junichiro Goto

Hedge funds : attrition, biases and the survivor premium / Robert J. Bianchi and Michael E. Drew

Style analyses of desirable hedge fund strategies for actual investors / Yasuaki Watanabe

Notes:

Description based upon print version of record.

Includes bibliographical references and index.

Description based on print version record and CIP data provided by publisher.

ISBN:

1-61209-107-5

OCLC:

704406438