000			01563cam a22003014a 4500
001			13408
003			0000000000
005			20240411192119.0
008			040205s2004 enka b 001 0 eng
010			_a2004002909
020			_a047085667X (alk. paper)
035			_a(0000000000)58478
035			_a(OCoLC)54407829
040			_aDLC _cDLC _dEYE
042			_apcc
050	0	0	_aHG4530 _b.L472 2004
082	0	0	_a332.64/5 _222
100	1		_aLhabitant, Fran©ʹois-Serge.
245	1	0	_aHedge funds : _bquantitative insights / _cFran©ʹois-Serge Lhabitant.
260			_aChichester : _aHoboken, N.J. : _bJohn Wiley, _c2004.
300			_axvi, 336 p. : _bill. ; _c26 cm.
440		0	_aWiley finance series.
504			_aIncludes bibliographical references (p. [325]-334) and index.
505	0		_aMEASURING 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.
650		0	_aHedge funds.
999			_c3642 _d3642