Lhabitant, Fran©ʹois-Serge. <br/><br/>
Hedge funds :  quantitative insights / 
Fran©ʹois-Serge Lhabitant. 
 - Chichester :  Hoboken, N.J. :  John Wiley,  2004. 
 - xvi, 336 p. :  ill. ;  26 cm. 
 - Wiley finance series. .
<br/><br/>Includes bibliographical references (p. [325]-334) and index. 
<br/><br/>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. 
<br/><br/><label>ISBN: </label>047085667X (alk. paper) 
<br/><br/><label>LCCN: </label>2004002909 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Hedge funds.
<br/><br/><label>LC Class. No.: </label>HG4530  / .L472 2004 
<br/><br/><label>Dewey Class. No.: </label>332.64/5