Link to the ebook : http://ezproxy.univ-catholille.fr/login?url=https://www.vleb...

eISBN : 9781400835812

Contents : 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?
Chapter 11: Jumping the Gates
Appendix

Language : English

Print : rev.

Location : Nice Library

Material : Electronic

Statement : Présent

Owner : Bibliothèque