The recent trend of hedge fund strategies
By: Yasuaki Watanabe, editor
Series: Financial institutions and services; Financial institutions and services
Publisher: Nova Science Publishers, Inc.
Published: 2010
Place of publication: New York
Language: eng
Number of pages: 207
ISBN-13: 9781616683382
Subjects: Hedge funds; Management
Notes: Includes bibliographical references and index.
Table of contents: title: The 2008-2009 financial crisis : risk model transparency and incentives / Terry Marsh and Paul Pfleiderer; title: Fund of hedge funds portfolio selection : a robust non-parametric multi-movement approach / Emmanuel Jurczenko and Ghislain Yanou; title: Hedge fund replication / Akihiko Takahashi and Kyo Yamamoto; title: Hedge fund style analysis with the gap statistic / Robert J. Bianchi ... [et al.]; title: 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; title: Hedge funds : attrition, biases and the survivor premium / Robert J. Bianchi and Michael E. Drew; title: Style analyses of desirable hedge fund strategies for actual investors / Yasuaki Watanabe