Efficiently inefficient: how smart money invests and market prices are determined
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Princeton, NJ [u.a.]
Princeton Univ. Press
2015
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Includes bibliographical references and index |
| Beschreibung: | XIV, 348 S. graph. Darst. |
| ISBN: | 9780691166193 |
Internformat
MARC
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| 245 | 1 | 0 | |a Efficiently inefficient |b how smart money invests and market prices are determined |c Lasse Heje Pedersen |
| 264 | 1 | |a Princeton, NJ [u.a.] |b Princeton Univ. Press |c 2015 | |
| 300 | |a XIV, 348 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
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| 500 | |a Includes bibliographical references and index | ||
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Datensatz im Suchindex
| _version_ | 1804174724213768192 |
|---|---|
| adam_text | Contents
The Main Themes in Three Simple Tables vii
Preface xi
Who Should Read the Book ? xiv
A cknowledgments xv
About the Author xvii
Introduction 1
L Efficiently Inefficient Markets 3
ii. Global Trading Strategies; Overview of the Book 7
Hi. Investment Styles and Factor Investing Id
Part I Active Investment 17
Chapter 1 Understanding Hedge Funds and Other Smart Money 19
Chapter 2 Evaluating Trading Strategies: Performance Measures 27
Chapter 3 Finding and Backtesting Strategies: Profiting in
Efficiently Inefficient Markets 39
Chapter 4 Portfolio Construction and Risk Management 54
Chapter 5 Trading and Financing a Strategy: Market and
Funding Liquidity 63
Part II Equity Strategies 85
Chapter 6 introduction to Equity Valuation and Investing 87
Chapter 7 Discretionary Equity investing 95
Interview with Lee S. Ainslie III of Maverick Capital 108
Chapter 8 Dedicated Short Bias Î i 5
Interview with James Chanos of Kynikos Associates 127
Chapter 9 Quantitative Equity Investing 133
Interview with Cliff Asness of AQR Capital
Management 158
vi · Contents
Part III Asset Allocation and Macro Strategies 165
Chapter 10 Introduction to Asset Allocation: The Returns to
the Major Asset Classes 167
Chapter 11 Global Macro Investing 184
Interview with George Soros of Soros Fund
Management 204
Chapter 12 Managed Futures: Trend-Following Investing 208
Interview with David Harding of Winton
Capital Management 225
Part IV Arbitrage Strategies 231
Chapter 13 Introduction to Arbitrage Pricing and Trading 233
Chapter 14 Fixed-Income Arbitrage 241
Interview with Nobel Laureate Myron Scholes 262
Chapter 15 Convertible Bond Arbitrage 269
Interview with Ken Griffin of Citadel 286
Chapter 16 Event-Driven Investments 291
Interview with John A. Paulson of Paulson Co. 313
References 323
Index 331
|
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| dewey-sort | 3332.6 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
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| illustrated | Illustrated |
| indexdate | 2024-07-10T07:04:56Z |
| institution | BVB |
| isbn | 9780691166193 |
| language | English |
| lccn | 014037791 |
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| spelling | Pedersen, Lasse Heje Verfasser (DE-588)129563676 aut Efficiently inefficient how smart money invests and market prices are determined Lasse Heje Pedersen Princeton, NJ [u.a.] Princeton Univ. Press 2015 XIV, 348 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Includes bibliographical references and index Investitionsanalyse (DE-588)4273190-2 gnd rswk-swf Portfoliomanagement (DE-588)4115601-8 gnd rswk-swf Arbitrage-Pricing-Theorie (DE-588)4112584-8 gnd rswk-swf Investitionsanalyse (DE-588)4273190-2 s Portfoliomanagement (DE-588)4115601-8 s Arbitrage-Pricing-Theorie (DE-588)4112584-8 s DE-604 Digitalisierung UB Passau - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028004595&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Pedersen, Lasse Heje Efficiently inefficient how smart money invests and market prices are determined Investitionsanalyse (DE-588)4273190-2 gnd Portfoliomanagement (DE-588)4115601-8 gnd Arbitrage-Pricing-Theorie (DE-588)4112584-8 gnd |
| subject_GND | (DE-588)4273190-2 (DE-588)4115601-8 (DE-588)4112584-8 |
| title | Efficiently inefficient how smart money invests and market prices are determined |
| title_auth | Efficiently inefficient how smart money invests and market prices are determined |
| title_exact_search | Efficiently inefficient how smart money invests and market prices are determined |
| title_full | Efficiently inefficient how smart money invests and market prices are determined Lasse Heje Pedersen |
| title_fullStr | Efficiently inefficient how smart money invests and market prices are determined Lasse Heje Pedersen |
| title_full_unstemmed | Efficiently inefficient how smart money invests and market prices are determined Lasse Heje Pedersen |
| title_short | Efficiently inefficient |
| title_sort | efficiently inefficient how smart money invests and market prices are determined |
| title_sub | how smart money invests and market prices are determined |
| topic | Investitionsanalyse (DE-588)4273190-2 gnd Portfoliomanagement (DE-588)4115601-8 gnd Arbitrage-Pricing-Theorie (DE-588)4112584-8 gnd |
| topic_facet | Investitionsanalyse Portfoliomanagement Arbitrage-Pricing-Theorie |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028004595&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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