Hedge fund secrets: an introduction to quantitative portfolio management
Part I. The basics -- 1. Introduction. Bio: Julian Robertson, Tiger Management -- 2. So you want to be a hedge fund manager -- 3. An illustrative hedge fund strategy: arbitrage. Bio: Steven Cohen, SAC Capital -- 4. Market-making mechanics -- 5. Value investing -- 6. Introduction to company valuation...
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
New York, New York (222 East 46th Street, New York, NY 10017)
Business Expert Press
2018
|
| Ausgabe: | First edition |
| Schriftenreihe: | Economics collection
|
| Schlagworte: | |
| Online-Zugang: | FHN01 FWS01 FWS02 UBY01 Volltext |
| Zusammenfassung: | Part I. The basics -- 1. Introduction. Bio: Julian Robertson, Tiger Management -- 2. So you want to be a hedge fund manager -- 3. An illustrative hedge fund strategy: arbitrage. Bio: Steven Cohen, SAC Capital -- 4. Market-making mechanics -- 5. Value investing -- 6. Introduction to company valuation -- Part II. Investing fundamentals: CAPM and EMH -- 7. How valuation is used by hedge funds. Bio: David Einhorn, Greenlight Capital -- 8. Framework for investing: the capital asset pricing model (CAPM) -- 9. The efficient market hypothesis (EMH): its three versions -- 10. The fundamental law of active portfolio management. Bio: Jim Simons, Renaissance Technologies -- Part III. Market simulation and portfolio construction -- 11. Modern portfolio theory: the efficient frontier and portfolio optimization. Bio: Ray Dalio, Bridgewater -- 12. Event studies -- 13. Overcoming data quirks to design trading strategies -- 14. Data sources. Bio: Barton Biggs, Fairfield and Traxis Partners -- 15. Backtesting strategies. Bio: Michael Steinhardt, Steinhardt Partners -- Part IV. Case study and issues -- 16. Hedge fund case study: Long Term Capital Management (LTCM). Bio: George Soros, Quantum Fund -- 17. Opportunities and challenges for hedge funds -- Teaching cases -- Resources -- Glossary -- Summary -- Index Hedge Funds. These lightly regulated funds continually innovate new investing and trading strategies to take advantage of temporary mispricing of assets (when their market price deviates from their intrinsic value). These techniques are shrouded in mystery, which permits hedge fund managers to charge exceptionally high fees. While the details of each fund's approach are carefully guarded trade secrets, this book draws the curtain back on the core building blocks of many hedge fund strategies |
| Beschreibung: | Includes bibliographical references (pages 133-134) and index |
| Beschreibung: | Online-Ressource (viii, 149 pages) |
| ISBN: | 9781947441071 9781947441064 |
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| 520 | |a Hedge Funds. These lightly regulated funds continually innovate new investing and trading strategies to take advantage of temporary mispricing of assets (when their market price deviates from their intrinsic value). These techniques are shrouded in mystery, which permits hedge fund managers to charge exceptionally high fees. While the details of each fund's approach are carefully guarded trade secrets, this book draws the curtain back on the core building blocks of many hedge fund strategies | ||
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Datensatz im Suchindex
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| any_adam_object | |
| author | Romero, Philipp Balch, Tucker 1962- |
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| dewey-full | 332.6327 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.6327 |
| dewey-search | 332.6327 |
| dewey-sort | 3332.6327 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| edition | First edition |
| format | Electronic eBook |
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| id | DE-604.BV045876410 |
| illustrated | Not Illustrated |
| indexdate | 2024-08-01T14:29:09Z |
| institution | BVB |
| isbn | 9781947441071 9781947441064 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-031259627 |
| oclc_num | 1023657965 |
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| owner_facet | DE-863 DE-BY-FWS DE-862 DE-BY-FWS DE-706 DE-92 |
| physical | Online-Ressource (viii, 149 pages) |
| psigel | ZDB-191-BEX ZDB-191-BEX FHN_PDA_BEX_Kauf |
| publishDate | 2018 |
| publishDateSearch | 2018 |
| publishDateSort | 2018 |
| publisher | Business Expert Press |
| record_format | marc |
| series2 | Economics collection |
| spellingShingle | Romero, Philipp Balch, Tucker 1962- Hedge fund secrets an introduction to quantitative portfolio management Hedge funds / Management Hedge Fund (DE-588)4444016-9 gnd Portfoliomanagement (DE-588)4115601-8 gnd |
| subject_GND | (DE-588)4444016-9 (DE-588)4115601-8 |
| title | Hedge fund secrets an introduction to quantitative portfolio management |
| title_auth | Hedge fund secrets an introduction to quantitative portfolio management |
| title_exact_search | Hedge fund secrets an introduction to quantitative portfolio management |
| title_full | Hedge fund secrets an introduction to quantitative portfolio management Philip J. Romero, Tucker Balch |
| title_fullStr | Hedge fund secrets an introduction to quantitative portfolio management Philip J. Romero, Tucker Balch |
| title_full_unstemmed | Hedge fund secrets an introduction to quantitative portfolio management Philip J. Romero, Tucker Balch |
| title_short | Hedge fund secrets |
| title_sort | hedge fund secrets an introduction to quantitative portfolio management |
| title_sub | an introduction to quantitative portfolio management |
| topic | Hedge funds / Management Hedge Fund (DE-588)4444016-9 gnd Portfoliomanagement (DE-588)4115601-8 gnd |
| topic_facet | Hedge funds / Management Hedge Fund Portfoliomanagement |
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