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Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation / Greg N. Gregoriou [and others].

By: Material type: TextTextPublisher: Hoboken, N.J. : John Wiley & Sons, Inc., [2005]Copyright date: ©2005Description: xxx, 653 pages : illustrations ; 24 cmContent type:
  • text
Media type:
  • unmediated
Carrier type:
  • volume
ISBN:
  • 0471737437
  • 9780471737438
Subject(s): DDC classification:
  • 332.64524 22
LOC classification:
  • HG4530 .H3882 2005
Online resources:
Contents:
Ch. 1. Integrating hedge funds into the traditional portfolio -- Ch. 2. Hedge funds from the institutional investor's perspective -- Ch. 3. Funds of hedge funds versus portfolios of hedge funds : a comparative analysis -- Ch. 4. Analyzing style drift in hedge funds -- Ch. 5. Hedge fund allocation under higher moments and illiquidity -- Ch. 6. Revisiting the role of hedge funds in diversified portfolios -- Ch. 7. Hedge fund selection : a synthetic desirability index -- Ch. 8. Hedge fund index tracking -- Ch. 9. Designing a long-term wealth maximization strategy for hedge fund managers -- Ch. 10. Profiles of hedge fund indexes against conventional asset style indexes -- Ch. 11. Applying securitization technology to hedge funds -- Ch. 12. Maximum drawdown distributions with volatility persistence -- Ch. 13. A literature review of hedge fund performance studies -- Ch. 14. Investing in hedge funds through multimanager vehicles -- Ch. 15. Performance in the hedge fund industry : an analysis of short- and long-term persistence -- Ch. 16. Further evidence on hedge fund performance : a calendar-time approach -- Ch. 17. Investing in hedge funds : risks, returns, and performance measurement -- Ch. 18. Efficiency of funds of hedge funds : a data envelopment analysis approach -- Ch. 19. The performance of hedge funds in the presence of errors in variables -- Ch. 20. Alternative RAPMs for alternative investments -- Ch. 21. Volatility regimes and hedge fund management -- Ch. 22. Does extreme risk affect the fund of hedge funds composition? -- Ch. 23. A hedge fund investor's guide to understanding managed futures -- Ch. 24. Fat-tail risk in portfolios of hedge funds and traditional investments -- Ch. 25. Skewing your diversification -- Ch. 26. Investable equity long/short hedge funds : properties and behavior -- Ch. 27. Hedge funds and portfolio optimization : a game of its own? -- Ch. 28. Structured products on fund of fund underlyings -- Ch. 29. Hedge funds and the stale pricing issue.
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Holdings
Item type Current library Call number Copy number Status Date due Barcode
Book City Campus City Campus Main Collection 332.64524 HED (Browse shelf(Opens below)) 1 Available A424351B

Includes bibliographical references (pages 614-635) and index.

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

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