Hedge Funds: An Analytic Perspective (Advances in Financial Engineering) - Couverture souple

Lo, Andrew W.

 
9780691145983: Hedge Funds: An Analytic Perspective (Advances in Financial Engineering)
Couverture souple
ISBN 10 : 0691145989 ISBN 13 : 9780691145983
Editeur : Princeton University Press, 2010

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l?auteur

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).

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Princeton University Press
Date d'édition
2010
Langue
anglais
ISBN 10 
0691145989
ISBN 13 
9780691145983
Reliure
Broché
Nombre de pages
388
Coordonnées du fabricant
non disponible
Personne responsable
gpsr@libri.de
gpsr@libri.de

Friedensallee 273
Hamburg
22763
Allemagne

Autres éditions populaires du même titre

9780691132945: Hedge Funds: An Analytic Perspective

Edition présentée

ISBN 10 :  0691132941 ISBN 13 :  9780691132945
Editeur : Princeton University Press, 2008
Couverture rigide