Contents : Contents
Preface
Acknowledgments
Contributeurs : ALEXANDER Carol, ALI Paul, AMENC Noël, ANSON Marc, BACMANN Jean-François, BARES Pierre-Antoine, BERENYI Zsolt, BLACK Keith H., BRUNEL Jean, CAPOCCI Daniel, COEN Alain, DESFLEURS Aurélie, DIMITRIU Anca, EAGLEEYE Joseph, FAVRE Laurent, FELDMAN Barry, GABER Mohamed, GAWRON Gregor, GIBSON Rajna, GOLTZ Felix, GYGER Sébastien, HAGELIN Niclas, HO HO, JOHANSEN Jens, JONES Meredith A., KAT Harry M., KELTING William, KOH Francis C.C., KOH Winston T.H., KOOLI Maher, LANGEVIN Jean-Pierre, LEE David K.C., MARTELLINI Lionel, MEZIANI Jacqueline, McCARTHY Kevin, MORALES Carlos J., NEVOLO Valérie, PHOON Kok Fai, POSTHUMA Nolke, PRAMBORG Bengt, RACICOT François-Eric, ROMAN Luis, SHARMA Milind, SHORE Mark S., SILBERSTEIN Kurt W., STENBERG Frederik, TILL Hilary, JELLE VAN DER SLUIS Pieter, WILKENS Kathryn

Part One Portfolio Allocation in Hedge Funds
Chapter 1 Integrating Hedge Funds into the Traditional Portfolio
Chapter 2 Hedge Funds from the Institutional Investor's Perspective
Chapter 3 Funds of Hedge Funds versus Portfolios of Hedge Funds: A Comparative Analysis
Chapter 4 Analyzing Style Drift in Hedge Funds
Chapter 5 Hedge Fund Allocation under Higher Moments and Illiquidity
Chapter 6 Revisiting the Role of Hedge Funds in Diversified Portfolios
Chapter 7 Hedge Fund Selection: A Synthetic Desirability Index
Part Two Hedge Fund Management
Chapter 8 Hedge Fund Index Tracking
Chapter 9 Designing a Long-Term Wealth Maximization Strategy for Hedge Fund Managers
Chapter 10 Profiles of Hedge Fund Indexes against Conventional Asset Style Indexes
Chapter 11 Applying Securitization Technology to Hedge Funds
Chapter 12 Maximum Drawdown Distributions with Volatility Persistence
Part Three Risk and Performance Measurement
Chapter 13 A Literature Review of Hedge Fund Performance Studies
Chapter 14 Investing in Hedge Funds through Multimanager Vehicles
Chapter 15 Performance in the Hedge Fund Industry: An Analysis of Short- and Long-term Persistence
Chapter 16 Further Evidence on Hedge Fund Performance: A Calendar-Time Approach
Chapter 17 Investing in Hedge Funds: Risks, Returns, and Performance Measurement
Chapter 18 Efficiency of Funds of Hedge Funds: A Data Envelopment Analysis Approach
Chapter 19 The Performance of Hedge Funds in the Presence of Errors in Variables
Chapter 20 Alternative Rapms for Alternative Investments
Part Four Statistical Properties of Hedge Funds
Chapter 21 Volatility Regimes and Hedge Fund Management
Chapter 22 Does Extreme Risk Affect the Fund of Hedge Funds Composition?
Chapter 23 A Hedge Fund Investor's Guide to Understanding Managed Futures
Chapter 24 Fat-Tail Risk in Portfolios of Hedge Funds and Traditional Investments
Chapter 25 Skewing Your Diversification
Chapter 26 Investable Equity Long/Short Hedge Funds: Properties and Behavior
Chapter 27 Hedge Funds and Portfolio Optimization: A Game of Its Own?
Part Five Special Classes of Hedge Funds
Chapter 28 Structured Products on Fund of Fund Underlyings
Chapter 29 Hedge Funds and the Stale Pricing Issue
References
Index

Language : English

Series : FINANCE

Figure(s) : Tableau(x) ; Schémas

Location : Nice Library

Material : Paper

Statement : Présent

Owner : Bibliothèque