TY  - BOOK
AU  - Gregoriou,Greg N.
TI  - Hedge funds: insights in performance measurement, risk analysis, and portfolio allocation 
SN  - 0471737437
AV  - HG4530 .H3882 2005
U1  - 332.64524 22
PY  - 2005///]
CY  - Hoboken, N.J.
PB  - John Wiley & Sons, Inc.
KW  - Hedge funds
KW  - Risk management
N1  - 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
UR  - http://www.loc.gov/catdir/enhancements/fy0621/2005004695-b.html
ER  -