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1

Hedge Funds : an analytic perspective.

LO Andrew W.

PRINCETON UNIVERSITY PRESS

2008

337

0-691-13294-1

134.77-LO

HEDGE FUNDS ; INVESTMENT ; OPEN END MUTUAL FUND ; FINANCIAL RISK ; STOCK EXCHANGE SECURITY


Number of copies : 3
No. Call n° Bar code Commentary
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