MARC details
| 000 -LEADER |
|---|
| fixed length control field |
03303cam a2200433 i 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20221101224427.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
080516s2008 njua b 001 0 eng d |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
|---|
| LC control number |
2007061038 |
| 011 ## - LINKING LIBRARY OF CONGRESS CONTROL NUMBER [OBSOLETE] |
|---|
| Local cataloguing issues note |
BIB MATCHES WORLDCAT |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
0691132941 |
| Qualifying information |
cloth (acid-free paper) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9780691132945 |
| Qualifying information |
cloth (acid-free paper) |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(ATU)b11337151 |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(OCoLC)183879857 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
DLC |
| Language of cataloging |
eng |
| Description conventions |
rda |
| Transcribing agency |
DLC |
| Modifying agency |
BAKER |
| -- |
YDXCP |
| -- |
BTCTA |
| -- |
UKM |
| -- |
C#P |
| -- |
BWX |
| -- |
IXA |
| -- |
YBM |
| -- |
ATU |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HG4530 |
| Item number |
.L59 2008 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
332.64524 |
| Edition number |
22 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Lo, Andrew W. |
| Fuller form of name |
(Andrew Wen-Chuan) |
| Relator term |
author. |
| 9 (RLIN) |
504995 |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Hedgefunds : |
| Remainder of title |
an analytic perspective / |
| Statement of responsibility, etc. |
Andrew W. Lo. |
| 246 1# - VARYING FORM OF TITLE |
|---|
| Title proper/short title |
Hedge funds |
| 246 30 - VARYING FORM OF TITLE |
|---|
| Title proper/short title |
Analytic perspective |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
Princeton : |
| Name of producer, publisher, distributor, manufacturer |
Princeton University Press, |
| Date of production, publication, distribution, manufacture, or copyright notice |
[2008] |
| 264 #4 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Date of production, publication, distribution, manufacture, or copyright notice |
©2008 |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xxiv, 337 pages : |
| Other physical details |
illustrations (some colour) ; |
| Dimensions |
24 cm. |
| 336 ## - CONTENT TYPE |
|---|
| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
|---|
| Media type term |
unmediated |
| Media type code |
n |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
|---|
| Carrier type term |
volume |
| Carrier type code |
nc |
| Source |
rdacarrier |
| 490 1# - SERIES STATEMENT |
|---|
| Series statement |
Advances in financial engineering |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc. note |
Includes bibliographical references (pages 317-330) and index. |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Introduction -- Basic properties of Hedge fund returns -- Serial correlation, smoothed returns, and illiquidity -- Optimal liquidity -- Hedge fund Beta replication -- A new measure of active investment management -- Hedge funds and systemic risk -- An integrated Hedge fund investment process -- Practical considerations -- What happened to the quants in August 2007. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
"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. He concludes with a case study of quantitative equity strategies in August 2007, and presents a sobering outlook regarding the systemic risks posed by this industry."--Publisher description. |
| 588 ## - SOURCE OF DESCRIPTION NOTE |
|---|
| Source of description note |
Machine converted from AACR2 source record. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Hedge funds |
| 9 (RLIN) |
328259 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
|---|
| Uniform title |
Advances in financial engineering. |
| 9 (RLIN) |
1067626 |
| 856 42 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Materials specified |
Contributor biographical information |
| Uniform Resource Identifier |
<a href="http://www.loc.gov/catdir/enhancements/fy0806/2007061038-b.html">http://www.loc.gov/catdir/enhancements/fy0806/2007061038-b.html</a> |
| 907 ## - LOCAL DATA ELEMENT G, LDG (RLIN) |
|---|
| a |
.b11337151 |
| b |
10-06-19 |
| c |
27-10-15 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Koha item type |
Book |
| 945 ## - LOCAL PROCESSING INFORMATION (OCLC) |
|---|
| a |
332.64524 LO |
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1 |
| i |
A445848B |
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0 |
| l |
cmain |
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- |
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$58.97 |
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0 |
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1 |
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0 |
| w |
0 |
| x |
0 |
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.i12797443 |
| z |
29-10-15 |
| 998 ## - LOCAL CONTROL INFORMATION (RLIN) |
|---|
| -- |
(3)b |
| -- |
(3)c |
| Operator's initials, OID (RLIN) |
06-04-16 |
| Cataloger's initials, CIN (RLIN) |
m |
| First date, FD (RLIN) |
a |
| -- |
eng |
| -- |
nju |
| -- |
0 |
