Hedge funds : quantitative insights /
Lhabitant, Fran©ʹois-Serge.
Hedge funds : quantitative insights / Fran©ʹois-Serge Lhabitant. - Chichester : Hoboken, N.J. : John Wiley, 2004. - xvi, 336 p. : ill. ; 26 cm. - Wiley finance series. .
Includes bibliographical references (p. [325]-334) and index.
MEASURING RETURN AND RISK -- Characteristics of Hedge Funds -- Measuring Return -- Return and Risk Statistics -- Risk-Adjusted Performance Measures -- Databases, Indices and Benchmarks -- UNDERSTANDING THE NATURE OF HEDGE FUND RETURNS AND RISKS -- Covariance and Correlation -- Regression Analysis -- Asset-Pricing Models -- Styles, Clusters and Classification -- ALLOCATING CAPITAL TO HEDGE FUNDS -- Revisiting the Benefits and Risks of Hedge Fund Investing -- Strategic Asset Allocation - From Portfolio Optimizing to Risk Budgeting -- Risk Measurement and Management.
047085667X (alk. paper)
2004002909
Hedge funds.
HG4530 / .L472 2004
332.64/5
Hedge funds : quantitative insights / Fran©ʹois-Serge Lhabitant. - Chichester : Hoboken, N.J. : John Wiley, 2004. - xvi, 336 p. : ill. ; 26 cm. - Wiley finance series. .
Includes bibliographical references (p. [325]-334) and index.
MEASURING RETURN AND RISK -- Characteristics of Hedge Funds -- Measuring Return -- Return and Risk Statistics -- Risk-Adjusted Performance Measures -- Databases, Indices and Benchmarks -- UNDERSTANDING THE NATURE OF HEDGE FUND RETURNS AND RISKS -- Covariance and Correlation -- Regression Analysis -- Asset-Pricing Models -- Styles, Clusters and Classification -- ALLOCATING CAPITAL TO HEDGE FUNDS -- Revisiting the Benefits and Risks of Hedge Fund Investing -- Strategic Asset Allocation - From Portfolio Optimizing to Risk Budgeting -- Risk Measurement and Management.
047085667X (alk. paper)
2004002909
Hedge funds.
HG4530 / .L472 2004
332.64/5