Hedge funds : quantitative insights / Fran©ʹois-Serge Lhabitant.
Material type: TextSeries: Wiley finance seriesPublication details: Chichester : Hoboken, N.J. : John Wiley, 2004.Description: xvi, 336 p. : ill. ; 26 cmISBN:- 047085667X (alk. paper)
- 332.64/5 22
- HG4530 .L472 2004
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Books | Main-Graduate School Library General Circulation | 332.64/5 (Browse shelf(Opens below)) | Available | 3BPSU00042011J |
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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.
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