| Description |
xvi, 336 pages : illustrations ; 25 cm |
| Series |
Wiley finance series |
|
Wiley finance series.
|
| Contents |
Foreword / Mark Anson -- 1. Characteristics of hedge funds -- 2. Measuring return -- 3. Return and risk statistics -- 4. Risk-adjusted performance measures -- 5. Databases, indices and benchmarks -- 6. Covariance and correlation -- 7. Regression analysis -- 8. Asset pricing models -- 9. Styles, clusters and classification -- 10. Revisiting the benefits and risks of hedge fund investing -- 11. Strategic asset allocation - from portfolio optimizing to risk budgeting -- 12. Risk measurement and management |
| Summary |
"Hedge Funds: Quantitative Insights is essential reading for finance practitioners, including portfolio managers, qualitative and quantitative analysts, consultants and investors - both institutional and private. It could also prove useful to students of finance who want a better understanding of what goes on in the hedge fund world."--BOOK JACKET |
| Notes |
Formerly CIP. Uk |
| Bibliography |
Includes bibliographical references and index |
| Subject |
Hedge funds.
|
| LC no. |
2004002909 |
| ISBN |
047085667X alkaline paper |
|
