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eISBN : 9781400865734

Sommaire : The Main Themes in Three Simple Tables
Preface
Who Should Read the Book?
Acknowledgments
About the Author
Introduction
i. Efficiently Inefficient Markets
ii. Global Trading Strategies: Overview of the Book
iii. Investment Styles and Factor Investing

Part I Active Investment

Chapter 1 Understanding Hedge Funds and Other Smart Money
Chapter 2 Evaluating Trading Strategies: Performance Measures
Chapter 3 Finding and Backtesting Strategies: Profiting in Efficiently Inefficient Markets
Chapter 4 Portfolio Construction and Risk Management
Chapter 5 Trading and Financing a Strategy: Market and Funding Liquidity

Part II Equity Strategies

Chapter 6 Introduction to Equity Valuation and Investing
Chapter 7 Discretionary Equity Investing
Interview with Lee S. Ainslie III of Maverick Capital
Chapter 8 Dedicated Short Bias
Interview with James Chanos of Kynikos Associates
Chapter 9 Quantitative Equity Investing
Interview with Cliff Asness of AQR Capital Management

Part III Asset Allocation and Macro Strategies

Chapter 10 Introduction to Asset Allocation: The Returns to the Major Asset Classes
Chapter 11 Global Macro Investing
Interview with George Soros of Soros Fund Management
Chapter 12 Managed Futures: Trend-Following Investing
Interview with David Harding of Winton Capital Management

Part IV Arbitrage Strategies

Chapter 13 Introduction to Arbitrage Pricing and Trading
Chapter 14 Fixed-Income Arbitrage
Interview with Nobel Laureate Myron Scholes
Chapter 15 Convertible Bond Arbitrage
Interview with Ken Griffin of Citadel
Chapter 16 Event-Driven Investments
Interview with John A. Paulson of Paulson & Co.
References 323
Index 331

Notes : * accès simultané illimité

Langue : Anglais

Localisation : Bibliothèque Campus de Nice

Support : Numérique

Etat : Présent

Propriétaire : Bibliothèque