免费下载书籍地址：PDF下载地址
精美图片
套利基金：工作状况测定、风险分析与证券分配 HEDGE FUNDS: INSIGHTS IN PERFORMANCE书籍详细信息
- ISBN：9780471737438
- 作者：暂无作者
- 出版社：暂无出版社
- 出版时间：2005-12
- 页数：暂无页数
- 价格：715.60
- 纸张：胶版纸
- 装帧：精装
- 开本：暂无开本
- 语言：未知
- 丛书：暂无丛书
- TAG：暂无
- 豆瓣评分：暂无豆瓣评分
内容简介：
Over the last few years, hedge funds have become even more attractive to institutional and individual investors. Their performance in both bull and bear markets are second to none, and their risk/reward profiles make sense in today's dynamic financial environment.
Whether you're working with hedge funds or thinking about investing in them, you must have a firm understanding of this unique investment vehicle in order to achieve maximum success. In Hedge Funds, Editors Greg N. Gregoriou, Georges Hübner, Nicolas Papageorgiou, and Fabrice Rouah bring together over thirty of the top practitioners and academics in the hedge fund industry to provide you with the latest findings in this field.
Divided into five comprehensive parts, this guide reveals some of the most important issues encountered by today's academics and practitioners as they work with hedge funds. Their individual analysis deals with a variety of topics, from new methods of hedge fund performance evaluation to portfolio allocation and risk/return matters. Although some of the information is technical in nature, including econometric and statistical models, an understanding and applicability of the results as well as theoretical developments are stressed.
Topics discussed include:
Integrating hedge funds into the traditional portfolio
Hedge fund allocation under higher moment and illiquidity
Applying securitization technology to hedge funds
Common factor strategies for hedge funds
Analysis of risk-adjusted performance of global assets
Fat tail risk in portfolios of hedge funds
Hedge funds and the stale pricing issue
Filled with in-depth insight and expert advice, Hedge Funds can help you—whether you're an institutional investor or high-net-worth individual—make the most of this flexible investment vehicle.
书籍目录：
Preface
Acknowledgments
PART ONE: Portfolio Allocation in Hedge Funds
Chapter 1: Integrating Hedge Funds into the Traditional Portfolio (Harry MKat)
Chapter 2: Hedge Funds from the Institutional Investor’s Perspective (Noël Amenc, Felix Goltz, and Lionel Martellini)
Chapter 3: Funds of Hedge Funds versus Portfolios of Hedge Funds: A Comparative Analysis (Daniel Capocci and Valérie Nevolo)
Chapter 4: Analyzing Style Drift in Hedge Funds (Nolke Posthuma and Pieter Jelle Van der Sluis)
Chapter 5: Hedge Fund Allocation under Higher Moments and Illiquidity (Niclas Hagelin, Bengt Pramborg, and Fredrik Stenberg)
Chapter 6: Revisiting the Role of Hedge Funds in Diversified Portfolios (Jean Brunel)
Chapter 7: Hedge Fund Selection: A Synthetic Desirability Index (Jean-Pierre Langevin)
PART TWO: Hedge Fund Management
Chapter 8: Hedge Fund Index Tracking (Carol Alexander and Anca Dimitriu)
Chapter 9: Designing a Long-Term Wealth Maximization Strategy for Hedge Fund Managers (Keith HBlack)
Chapter 10: Profiles of Hedge Fund Indexes against Conventional Asset Style Indexes (Barry Feldman)
Chapter 11: Applying Securitization Technology to Hedge Funds (Paul UAli)
Chapter 12: Maximum Drawdown Distributions with Volatility Persistence (Kathyrn Wilkens, Carlos JMorales, and Luis Roman)
PART THREE: Risk and Performance Measurement
Chapter 13: A Literature Review of Hedge Fund Performance Studies (Fabrice Rouah)
Chapter 14: Investing in Hedge Funds through Multimanager Vehicles (Meredith AJones)
Chapter 15: Performance in the Hedge Fund Industry: An Analysis of Short- and Long-term Persistence (Sébastien Gyger, P.-ABares, and RGibson)
Chapter 16: Further Evidence on Hedge Fund Performance: A Calendar-Time Approach (Maher Kooli)
Chapter 17: Investing in Hedge Funds: Risks, Returns, and Performance Measurement (Francis CCKoh, Winston THKoh, David KCLee, Kok Fai Phoon)
Chapter 18: Efficiency of Funds of Hedge Funds: A Data Envelopment Analysis Approach (Greg NGregoriou and Kevin McCarthy)
Chapter 19: The Performance of Hedge Funds in the Presence of Errors in Variables (Alain Coën, Aurélie Desfleurs, Georges Hübner, and François-Éric Racicot)
Chapter 20: Alternative RAPMs for Alternative Investments (Milind Sharma)
PART FOUR: Statistical Properties of Hedge Funds
Chapter 21: Volatility Regimes and Hedge Fund Management (Mark Anson, Ho Ho, and Kurt WSilberstein)
Chapter 22: Does Extreme Risk Affect the Fund of Hedge Funds Composition? (Laurent Favre)
Chapter 23: A Hedge Fund Investor’s Guide to Understanding Managed Futures (Hilary FTill and Joseph Eagleeye)
Chapter 24: Fat-Tail Risk in Portfolios of Hedge Funds and Traditional Investments (Jean-François Bacmann and Gregor Gawron)
Chapter 25: Skewing Your Diversification (Mark SShore)
Chapter 26: Investable Equity Long/Short Hedge Funds: Properties and Behavior (Edward Leung and Jacqueline Meziani)
Chapter 27: Hedge Funds and Portfolio Optimization: A Game of Its Own? (Zsolt Berenyi)
PART FIVE: Special Classes of Hedge Funds
Chapter 28: Structured Products on Fund of Fund Underlyings (Jens Johansen)
Chapter 29: Hedge Funds and the Stale Pricing Issue (Mohamed Gaber, Greg NGregoriou, and William Kelting)
References
Index
作者介绍：
GREG N. GREGORIOU is Associate Professor of Finance and coordinator of faculty research in the School of Business and Economics at the State University of New York, Plattsburgh. He received his BA in economics from Concordia University and his MBA and PhD
出版社信息：
暂无出版社相关信息，正在全力查找中！
书籍摘录：
暂无相关书籍摘录，正在全力查找中！
在线阅读/听书/购买/PDF下载地址：
在线阅读地址：套利基金：工作状况测定、风险分析与证券分配 HEDGE FUNDS: INSIGHTS IN PERFORMANCE在线阅读
在线听书地址：套利基金：工作状况测定、风险分析与证券分配 HEDGE FUNDS: INSIGHTS IN PERFORMANCE在线收听
在线购买地址：套利基金：工作状况测定、风险分析与证券分配 HEDGE FUNDS: INSIGHTS IN PERFORMANCE在线购买
原文赏析：
暂无原文赏析，正在全力查找中！
其它内容：
暂无其它内容！
书籍真实打分
故事情节：6分
人物塑造：5分
主题深度：3分
文字风格：3分
语言运用：3分
文笔流畅：5分
思想传递：8分
知识深度：5分
知识广度：5分
实用性：6分
章节划分：4分
结构布局：8分
新颖与独特：3分
情感共鸣：6分
引人入胜：4分
现实相关：5分
沉浸感：4分
事实准确性：8分
文化贡献：7分
网站评分
书籍多样性：3分
书籍信息完全性：7分
网站更新速度：9分
使用便利性：4分
书籍清晰度：6分
书籍格式兼容性：8分
是否包含广告：3分
加载速度：3分
安全性：7分
稳定性：8分
搜索功能：6分
下载便捷性：8分
下载点评
- 少量广告(194+)
- 速度慢(589+)
- 品质不错(655+)
- 强烈推荐(72+)
- 内涵好书(568+)
- 无水印(232+)
- pdf(76+)
- 中评多(134+)
- 微信读书(218+)
- 不亏(178+)
下载评价
网友 冯***卉：听说内置一千多万的书籍，不知道真假的
网友 权***波：收费就是好，还可以多种搜索，实在不行直接留言，24小时没发到你邮箱自动退款的！
网友 敖***菡：是个好网站，很便捷
网友 索***宸：书的质量很好。资源多
网友 康***溪：强烈推荐！！！
网友 孙***美：加油！支持一下！不错，好用。大家可以去试一下哦
网友 潘***丽：这里能在线转化，直接选择一款就可以了，用他这个转很方便的
网友 国***舒：中评，付点钱这里能找到就找到了，找不到别的地方也不一定能找到
网友 饶***丽：下载方式特简单，一直点就好了。
网友 养***秋：我是新来的考古学家
网友 瞿***香：非常好就是加载有点儿慢。
网友 相***儿：你要的这里都能找到哦！！！
网友 国***芳：五星好评
网友 龚***湄：差评，居然要收费！！！