Hedge Funds: Quantitative Insights [推广有奖]

0关注
58粉丝

已卖：36254份资源

学科带头人

44%

还不是VIP/贵宾

威望: 0 级
论坛币: 213092 个
通用积分: 117.6465
学术水平: 183 点
热心指数: 227 点
信用等级: 154 点
经验: 51222 点
帖子: 868
精华: 0
在线时间: 1598 小时
注册时间: 2007-6-14
最后登录: 2025-10-27

楼主

martinnyj 发表于 2009-7-13 23:25:41 |AI写论文

是否 +2 论坛币

k人参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

Hedge Funds: Quantitative Insights (The Wiley Finance Series) (Hardcover)by François-Serge Lhabitant

Editorial ReviewsProduct Description
This primer on the analysis of hedge funds offers investors a more quantitative understanding of this topic, providing a complete guide to portfolio techniques, asset allocation, performance measurement and product selection in the alternative investment world.

Hedge funds are the fastest growing sector of the financial industry, and yet the least understood, by market professionals.
Examines and popularises the results of several quantitative studies that have so far been confirmed within academic circles.
Written by a highly regarded and impartial financial practitioner and academic, this will provide an excellent follow-on to Hedge Funds: Myths & Limits (Wiley 2002).

From the Inside Flap
Hedge funds are the fastest growing sector of the financial industry, and possibly the least understood. In this book, as a follow-on to Hedge Funds: Myths and Limits, the author provides a primer on the quantitative nature of these alternative investments. Written by an author experienced as both a practitioner and academic, Hedge Funds: Quantitative Insights provides a step-by-step introduction on how quantitative tools can be applied to hedge fund investing. Divided into three parts, the book begins with coverage of the measurement of risk-adjusted returns for hedge funds. The focus is not on determining whether hedge funds outperform or under-perform traditional markets, but rather on understanding the real meaning of performance statistics used by hedge fund managers and quantitative analysts. The second part of the book examines the risk exposures of hedge funds, and subsequently, their return drivers. The final part of the book enters the field of portfolio construction and asset allocation. 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.