Hedge funds
Subtitle: quantitative insights
By: François-Serge Lhabitant.
Series: Wiley finance series
Publisher: John Wiley
Published: 2004
Place of publication: Chichester; Hoboken, N.J
Language: eng
Number of pages: 336
ISBN-13: 9780470856673
Subjects: Hedge funds.
Description: "Hedge Funds: Quantitative Insights is essential reading for finance practitioners, including portfolio managers, qualitative and quantitative analysts, consultants and investors - both institutional and private. It could also prove useful to students of finance who want a better understanding of what goes on in the hedge fund world."--BOOK JACKET.
Notes: Includes bibliographical references (p. [325]-334) and index.
Table of contents: title: MEASURING RETURN AND RISK; title: Characteristics of Hedge Funds; title: Measuring Return; title: Return and Risk Statistics; title: Risk-Adjusted Performance Measures; title: Databases, Indices and Benchmarks; title: UNDERSTANDING THE NATURE OF HEDGE FUND RETURNS AND RISKS; title: Covariance and Correlation; title: Regression Analysis; title: Asset-Pricing Models; title: Styles, Clusters and Classification; title: ALLOCATING CAPITAL TO HEDGE FUNDS; title: Revisiting the Benefits and Risks of Hedge Fund Investing; title: Strategic Asset Allocation - From Portfolio Optimizing to Risk Budgeting; title: Risk Measurement and Management.