Hedge funds : quantitative insights

Hedge funds : quantitative insights / François-Serge Lhabitant.

"An excellent and comprehensive source of information on hedge funds! From a quantitative view Lhabitant has done it once again by meticulously looking at the important topics in the hedge fund industry. This book has a tremendous wealth of information and is a valuable addition to the hedge fu...

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Bibliographic Details
Main Author: Lhabitant, François-Serge
Format: eBook
Language:English
Published: Chichester ; Hoboken, N.J. : John Wiley, ©2004.
Subjects:
Hedge funds.
BUSINESS & ECONOMICS > Investments & Securities > General.
Hedge funds
Online Access:Click for online access
Table of Contents:
  • pt. I. MEASURING RETURN AND RISK. Characteristics of Hedge Funds
  • Measuring Return
  • Return and Risk Statistics
  • Risk-Adjusted Performance Measures
  • Databases, Indices and Benchmarks
  • pt. II. UNDERSTANDING THE NATURE OF HEDGE FUND RETURNS AND RISKS. Covariance and Correlation
  • Regression Analysis
  • Asset-Pricing Models
  • Styles, Clusters and Classification
  • pt. III. ALLOCATING CAPITAL TO HEDGE FUNDS. Revisiting the Benefits and Risks of Hedge Fund Investing
  • Strategic Asset Allocation
  • From Portfolio Optimizing to Risk Budgeting
  • Risk Measurement and Management.

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