Hedge Funds : an analytic perspective.
2008
337
0-691-13294-1
134.77-LO
HEDGE FUNDS ; INVESTMENT ; OPEN END MUTUAL FUND ; FINANCIAL RISK ; STOCK EXCHANGE SECURITY
No. | Call n° | Bar code | Commentary | |
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1 | [available] | |||
2 | [available] | |||
3 | [available] |
ISBN 13 : 978-0-691-13294-5
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?
Appendix
Language : English
Figure(s) : Graphique(s) ; Tableau(x)
Location : Nice Library
Material : Paper
Statement : Présent
Owner : Bibliothèque