Sommaire : Contents
Contributeurs : Harry M. Kat, Boris Arabadjiev, Noël Amenc, Lionel Martellini, Mathieu Vaissié, Hilary Till, Leola B. Ross, Emmanuel Acar, Amy Middleton, Bernard Lee, Youngju Lee, Milind Sharma, Youngju Lee, Bernard Lee, Turan G. Bali, Suleyman Gokcan, Claus Bang Christiansen, Peter Brink Madsen, Michael Christensen, John Okunev, Derek White, Nolke Posthum, Pieter Jelle van der Sluis, Jean-François Bacmann, Sébastien Pache, Niclas Hagelin, Bengt Prambourg, Francois-Serge Lhabitant

Intelligent Hedge Fund Investing: An Introduction

SECTION 1: CHALLENGES TO HEDGE FUND INVESTORS

1. Hedge Funds vs Common Sense
2. Understanding Risks Embedded in Portfolios of Hedge Funds
Credit Suisse Asset Management
3. Indexing Hedge Fund Indices
4. The Benefits and Costs of Illiquidity
5. Threading a Rope Through a Needle: How Does a Large-Scale Investor Approach Hedge Funds?

SECTION 2: MEASURING HEDGE FUND PERFORMANCE

6. Maximum Drawdown: Further Results 7. The Alternative Sharpe Ratio
8. AIRAP: Alternative Views on Alternative Investments
9. How "Sharpe" are Funds of Funds?
SECTION 3: IDENTIFYING AND ESTIMATING HEDGE FUND RISKS
10. Alternative Approaches to Estimating VAR for Hedge Fund Portfolios
11. A Quantitative Analysis of Hedge Fund Style and Performance
12. An Analysis of the Risk Factors Underlying Hedge Fund Returns
13. A Critical Examination of Historical Hedge Fund Returns

SECTION 4: HEDGE FUNDS IN PORTFOLIOS

14. Optimal Hedge Fund Style Allocation Under Higher Moments
15. Evaluating Gains from Diversifying into Hedge Funds Using Dynamic Investment Strategies
16. Evaluating Hedge Fund Investments: The Role of Pure Style Indices

Langue : Anglais

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Propriétaire : Bibliothèque