TY  - BOOK
AU  - Lhabitant,Fran©ʹois-Serge
TI  - Hedge funds: quantitative insights 
SN  - 047085667X (alk. paper)
AV  - HG4530 .L472 2004
U1  - 332.64/5 22
PY  - 2004///
CY  - Chichester, Hoboken, N.J.
PB  - John Wiley
KW  - Hedge funds
N1  - 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
ER  -