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" Hedge funds : "
François-Serge Lhabitant
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BL
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| Record Number
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629718
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| Doc. No
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dltt
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| Main Entry
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Lhabitant, François-Serge
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| Title & Author
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Hedge funds : : quantitative insights /\ François-Serge Lhabitant
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| Publication Statement
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Chichester :Hoboken, N.J. :: John Wiley,, 2004
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| Series Statement
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Wiley finance series
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| Page. NO
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xvi, 336 p. :: ill. ;; 26 cm
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| ISBN
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047085667X (alk. paper)
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| Bibliographies/Indexes
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Includes bibliographical references (p. [325]-334) and index
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| Contents
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MEASURING RETURN AND RISK -- Characteristics of Hedge Funds -- Measuring Return -- Return and Risk Statistics -- Risk-Adjusted Performance Measures -- Databases, Indices and Benchmarks -- UNDERSTANDING THE NATURE OF HEDGE FUND RETURNS AND RISKS -- Covariance and Correlation -- Regression Analysis -- Asset-Pricing Models -- Styles, Clusters and Classification -- 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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| Subject
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Hedge funds
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| Dewey Classification
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332.64/5
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| LC Classification
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HG4530.L472 2004
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