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Hedge Funds
Hedge Funds
★★★★★
★★★★★
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€55.99
Regular price
€56.99
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Sale price
€55.99
A01=Andrew W. Lo
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Alternative investment
Arbitrage
Arbitrage pricing theory
Asset
Assets under management
Author_Andrew W. Lo
Autocorrelation
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Category1=Non-Fiction
Category=KCS
Category=KFFM
Churn rate
Convertible arbitrage
COP=United States
Credit spread (options)
Dedicated Short Bias
Delivery_Delivery within 10-20 working days
Earnings management
Economic bubble
eq_business-finance-law
eq_isMigrated=2
eq_non-fiction
Event Driven Strategy
Expected utility hypothesis
Fair coin
Fixed income arbitrage
Forward contract
Global tactical asset allocation
Growth Fund
Hedge (finance)
Hedge fund
High-yield debt
Hot money
Hurdle Rate
Indexation
Inferior good
Information asymmetry
Institutional investor
Investment
Investor
Language_English
Leverage (finance)
Lipper
Liquidity premium
Liquidity risk
Long-Term Capital Management
Mark-to-market accounting
Market capitalization
Market liquidity
Modern portfolio theory
Net Exposure
Net Short
Options arbitrage
PA=Available
Portfolio insurance
Portfolio optimization
Portfolio Weight
Price Change
Price_€50 to €100
PS=Active
Put option
Random walk hypothesis
Risk arbitrage
Risk management
Risk of ruin
Risk premium
S&P 500 Index
Sharpe ratio
Size premium
softlaunch
Sortino ratio
Speculation
Statistical arbitrage
Stochastic volatility
Stock Pick
Survivorship bias
Systemic risk
Theoretical Value
Thinly Traded
Tracking error
Trading strategy
Treasury Index
Treynor ratio
Value premium
Volatility swap
Product details
- ISBN 9780691145983
- Weight: 567g
- Dimensions: 156 x 235mm
- Publication Date: 21 Jul 2010
- Publisher: Princeton University Press
- Publication City/Country: US
- Product Form: Paperback
- Language: English
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The hedge fund industry has grown dramatically over the last two decades, with more than eight thousand funds now controlling close to two trillion dollars. Originally intended for the wealthy, these private investments have now attracted a much broader following that includes pension funds and retail investors. Because hedge funds are largely unregulated and shrouded in secrecy, they have developed a mystique and allure that can beguile even the most experienced investor. In Hedge Funds, Andrew Lo--one of the world's most respected financial economists--addresses the pressing need for a systematic framework for managing hedge fund investments. Arguing that hedge funds have very different risk and return characteristics than traditional investments, Lo constructs new tools for analyzing their dynamics, including measures of illiquidity exposure and performance smoothing, linear and nonlinear risk models that capture alternative betas, econometric models of hedge fund failure rates, and integrated investment processes for alternative investments. In a new chapter, he looks at how the strategies for and regulation of hedge funds have changed in the aftermath of the financial crisis.
Andrew W. Lo is the Harris & Harris Group Professor at the MIT Sloan School of Management, and director of the MIT Laboratory for Financial Engineering. He is the coauthor of "A Non-Random Walk Down Wall Street" and "The Econometrics of Financial Markets" (both Princeton).
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