Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation /
Gregoriou, Greg N., 1956-
Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation / Greg N. Gregoriou [and others]. - xxx, 653 pages : illustrations ; 24 cm
Includes bibliographical references (pages 614-635) and index.
Integrating hedge funds into the traditional portfolio -- Hedge funds from the institutional investor's perspective -- Funds of hedge funds versus portfolios of hedge funds : a comparative analysis -- Analyzing style drift in hedge funds -- Hedge fund allocation under higher moments and illiquidity -- Revisiting the role of hedge funds in diversified portfolios -- Hedge fund selection : a synthetic desirability index -- Hedge fund index tracking -- Designing a long-term wealth maximization strategy for hedge fund managers -- Profiles of hedge fund indexes against conventional asset style indexes -- Applying securitization technology to hedge funds -- Maximum drawdown distributions with volatility persistence -- A literature review of hedge fund performance studies -- Investing in hedge funds through multimanager vehicles -- Performance in the hedge fund industry : an analysis of short- and long-term persistence -- Further evidence on hedge fund performance : a calendar-time approach -- Investing in hedge funds : risks, returns, and performance measurement -- Efficiency of funds of hedge funds : a data envelopment analysis approach -- The performance of hedge funds in the presence of errors in variables -- Alternative RAPMs for alternative investments -- Volatility regimes and hedge fund management -- Does extreme risk affect the fund of hedge funds composition? -- A hedge fund investor's guide to understanding managed futures -- Fat-tail risk in portfolios of hedge funds and traditional investments -- Skewing your diversification -- Investable equity long/short hedge funds : properties and behavior -- Hedge funds and portfolio optimization : a game of its own? -- Structured products on fund of fund underlyings -- Hedge funds and the stale pricing issue. Ch. 1. Ch. 2. Ch. 3. Ch. 4. Ch. 5. Ch. 6. Ch. 7. Ch. 8. Ch. 9. Ch. 10. Ch. 11. Ch. 12. Ch. 13. Ch. 14. Ch. 15. Ch. 16. Ch. 17. Ch. 18. Ch. 19. Ch. 20. Ch. 21. Ch. 22. Ch. 23. Ch. 24. Ch. 25. Ch. 26. Ch. 27. Ch. 28. Ch. 29.
0471737437 9780471737438
2005004695
Hedge funds
Risk management.
HG4530 / .H3882 2005
332.64524
Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation / Greg N. Gregoriou [and others]. - xxx, 653 pages : illustrations ; 24 cm
Includes bibliographical references (pages 614-635) and index.
Integrating hedge funds into the traditional portfolio -- Hedge funds from the institutional investor's perspective -- Funds of hedge funds versus portfolios of hedge funds : a comparative analysis -- Analyzing style drift in hedge funds -- Hedge fund allocation under higher moments and illiquidity -- Revisiting the role of hedge funds in diversified portfolios -- Hedge fund selection : a synthetic desirability index -- Hedge fund index tracking -- Designing a long-term wealth maximization strategy for hedge fund managers -- Profiles of hedge fund indexes against conventional asset style indexes -- Applying securitization technology to hedge funds -- Maximum drawdown distributions with volatility persistence -- A literature review of hedge fund performance studies -- Investing in hedge funds through multimanager vehicles -- Performance in the hedge fund industry : an analysis of short- and long-term persistence -- Further evidence on hedge fund performance : a calendar-time approach -- Investing in hedge funds : risks, returns, and performance measurement -- Efficiency of funds of hedge funds : a data envelopment analysis approach -- The performance of hedge funds in the presence of errors in variables -- Alternative RAPMs for alternative investments -- Volatility regimes and hedge fund management -- Does extreme risk affect the fund of hedge funds composition? -- A hedge fund investor's guide to understanding managed futures -- Fat-tail risk in portfolios of hedge funds and traditional investments -- Skewing your diversification -- Investable equity long/short hedge funds : properties and behavior -- Hedge funds and portfolio optimization : a game of its own? -- Structured products on fund of fund underlyings -- Hedge funds and the stale pricing issue. Ch. 1. Ch. 2. Ch. 3. Ch. 4. Ch. 5. Ch. 6. Ch. 7. Ch. 8. Ch. 9. Ch. 10. Ch. 11. Ch. 12. Ch. 13. Ch. 14. Ch. 15. Ch. 16. Ch. 17. Ch. 18. Ch. 19. Ch. 20. Ch. 21. Ch. 22. Ch. 23. Ch. 24. Ch. 25. Ch. 26. Ch. 27. Ch. 28. Ch. 29.
0471737437 9780471737438
2005004695
Hedge funds
Risk management.
HG4530 / .H3882 2005
332.64524