Author : Ronald A. Lake
Publisher : Euromoney Publications
Page : 472 pages
File Size : 36,63 MB
Release : 1999
Category : Business & Economics
ISBN :
This 2nd revised edition includes expanded introductory information, plus new chapters covering hedge funds and emerging markets, convertible arbitrage, opportunistic investing, investors' strategies, opportunities and pitfalls, risk control techniques and the impact of investment technology.
Author : Ronald Lake
Publisher : Euromoney Publications
Page : 547 pages
File Size : 26,75 MB
Release : 2003
Category :
ISBN : 9781843740513
Fully revised and updated, this new edition provides a helpful guide to all aspects of hedge fund management and investment.
Author : Greg N. Gregoriou
Publisher : John Wiley & Sons
Page : 178 pages
File Size : 46,4 MB
Release : 2005-05-06
Category : Business & Economics
ISBN : 0471730041
Introducing Data Envelopment Analysis (DEA) -- a quantitative approach to assess the performance of hedge funds, funds of hedge funds, and commmodity trading advisors. Steep yourself in this approach with this important new book by Greg Gregoriou and Joe Zhu. "This book steps beyond the traditional trade-off between single variables for risk and return in the determination of investment portfolios. For the first time, a comprehensive procedure is presented to compose portfolios using multiple measures of risk and return simultaneously. This approach represents a watershed in portfolio construction techniques and is especially useful for hedge fund and CTA offerings." -- Richard E. Oberuc, CEO, Burlington Hall Asset Management, Inc. Chairman, Foundation for Managed Derivatives Research Order your copy today!
Author : Lasse Heje Pedersen
Publisher : Princeton University Press
Page : 368 pages
File Size : 40,15 MB
Release : 2019-09-17
Category : Business & Economics
ISBN : 0691196095
Efficiently Inefficient describes the key trading strategies used by hedge funds and demystifies the secret world of active investing. Leading financial economist Lasse Heje Pedersen combines the latest research with real-world examples and interviews with top hedge fund managers to show how certain trading strategies make money - and why they sometimes don't. -- from back cover.
Author : Jason A. Scharfman
Publisher : John Wiley & Sons
Page : 324 pages
File Size : 18,26 MB
Release : 2008-12-03
Category : Business & Economics
ISBN : 0470372346
How to diagnose and monitor key hedge fund operational risks With the various scandals taking place with hedge funds, now more than ever, both financial and operational risks must be examined. Revealing how to effectively detect and evaluate often-overlooked operational risk factors in hedge funds, such as multi-jurisdictional regulatory coordination, organizational nesting, and vaporware, Hedge Fund Operational Due Diligence includes real-world examples drawn from the author's experiences dealing with the operational risks of a global platform of over 80 hedge funds, funds of hedge funds, private equity, and real estate managers.
Author : Jason Scharfman
Publisher : Academic Press
Page : 387 pages
File Size : 16,63 MB
Release : 2014-10-22
Category : Business & Economics
ISBN : 0128025123
Hedge Fund Governance: Evaluating Oversight, Independence and Conflicts summarizes the fundamental elements of hedge fund governance and principal perspectives on governance arguments. An authoritative reference on governance, it describes the tools needed for developing a flexible, comprehensive hedge fund governance analysis framework. Case studies and interviews with professional fund directors shine a bright light of pragmatism on this framework. The author's global analysis of more than 5,000 hedge fund governance structures enables him to draw realistic conclusions about best practices. He also explores the value consequences of good vs. bad governance, estimating the actual dollar losses that can result from bad governance, as well as the operational and investment performance benefits of certain governance practices. - Presents methods for evaluating qualifications, conflicts of interests, fees, obligations and liabilities of hedge fund Boards of Directors - Explains techniques for developing a hedge fund governance assessment program, including analyzing legal documentation analysis and financial statements for governance related information - Uses case studies and example scenarios in hedge fund governance successes and failures to explore investor governance rights and fund manager responsibilities in onshore and offshore jurisdictions
Author : Stephen Satchell
Publisher : Springer
Page : 416 pages
File Size : 22,41 MB
Release : 2016-05-18
Category : Science
ISBN : 1137554177
Over the last 20 years hedge funds and derivatives have fluctuated in reputational terms; they have been blamed for the global financial crisis and been praised for the provision of liquidity in troubled times. Both topics are rather under-researched due to a combination of data and secrecy issues. This book is a collection of papers celebrating 20 years of the Journal of Derivatives and Hedge Funds (JDHF). The 18 papers included in this volume represent a small sample of influential papers included during the life of the Journal, representing industry-orientated research in these areas. With a Preface from co-editor of the journal Stephen Satchell, the first part of the collection focuses on hedge funds and the second on markets, prices and products.
Author : G. Timothy Haight
Publisher : John Wiley & Sons
Page : 272 pages
File Size : 14,58 MB
Release : 2007-10-12
Category : Business & Economics
ISBN : 0470042559
An informative guide to selecting and evaluating external investment professionals This book-one of the very few of its kind-is an invaluable aid to trustees of pension plans, endowments, and trusts who seek to chart and navigate courses for governing and overseeing the investment of the trillions of dollars under their care. It covers many aspects of this essential endeavor, including return measures, fixed income and duration, manager searches, committee meetings, and much more. G. Timothy Haight (Atherton, CA) is President of Menlo College in Silicon Valley. Stephen O. Morrell, PhD (Coral Springs, FL) is Professor at Andreas School of Business of Barry University. Glenn Ross (Baltimore, MD) is a Managing Director and cofounder of Archstone Portfolio Solutions.
Author : Alon Brav
Publisher : Now Publishers Inc
Page : 76 pages
File Size : 46,25 MB
Release : 2010
Category : Business & Economics
ISBN : 1601983387
Hedge Fund Activism begins with a brief outline of the research literature and describes datasets on hedge fund activism.
Author : Sugata Ray
Publisher : FT Press
Page : 289 pages
File Size : 17,66 MB
Release : 2015-05-30
Category : Business & Economics
ISBN : 0134193393
In Principles of Quantitative Equity Investing, pioneering financial researcher Dr. Sugata Ray demonstrates how to invest successfully in US equities with quantitative strategies, using rigorous rule sets to decide when and what to trade. Whether you’re a serious investor, professional advisor, or student of finance, Ray will help you determine the optimal quantitative rules for your investing objectives, and then "backtest" their performance through any historical time period. He demonstrates each key technique using state-of-the-art Equities Lab software — and this book comes with 20 weeks of free access to Equities Lab, plus a discount on its purchase. Ray covers key topics including stock screening, portfolio rebalancing, market timing, returns and dividends, benchmarks, bespoke measures, and more. He also presents a series of powerful screens built by many of the world’s most successful investors. Together, this guidebook and software combine to offer a turnkey solution for creating virtually any quantitative strategy, and then accurately estimating its performance and risk characteristics — helping you systematically maximize your profits and control your risk.
