ISBN 13 : 978-0-691-13294-5

Sommaire : Contents

Chapter 1: Introduction
Chapter 2: Basic Properties of Hedge Fund Returns
Chapter 3: Serial Correlation, Smoothed Returns, and Illiquidity
Chapter 4: Optimal Liquidity
Chapter 5: Hedge Fund Beta Replication
Chapter 6: A New Measure of Active Investment Management
Chapter 7: Hedge Funds and Systemic Risk
Chapter 8: An Integrated Hedge Fund Investment Process
Chapter 9: Practical Considerations
Chapter 10: What Happened to the Quants in August 2007?
Appendix

Langue : Anglais

Illustration(s) : Graphique(s) ; Tableau(x)

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Propriétaire : Bibliothèque