Hedgefunds: an analytic perspective
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Princeton
Princeton University Press
©2010
|
| Ausgabe: | Rev. and expanded ed |
| Schriftenreihe: | Advances in financial engineering
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | Previous edition: 2008 Includes bibliographical references and index "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."--Provided by publisher Note continued - 9.1 - Risk Management as a Source of Alpha -- - 9.2 - Risk Preferences -- - 9.3 - Hedge Funds and the Efficient Markets Hypothesis -- - 9.4 - Regulating Hedge Funds -- - 10 - What Happened to the Quants in August 2007? -- - 10.1 - Terminology -- - 10.2 - Anatomy of a Long/Short Equity Strategy -- - 10.3 - What Happened in August 2007? -- - 10.4 - Comparing August 2007 with August 1998 -- - 10.5 - Total Assets, Expected Returns, and Leverage -- - 10.6 - Unwind Hypothesis -- - 10.7 - Illiquidity Exposure -- - 10.8 - Network View of the Hedge Fund Industry -- - 10.9 - Did Quant Fail? -- - 10.10 - Qualifications and Extensions -- - 10.11 - Current Outlook -- - 11 - Jumping the Gates -- - 11.1 - Linear Risk Models -- - 11.2 - Beta Overlays -- - 11.3 - Hedging Long/Short Equity Managers -- - 11.4 - Dynamic Implementations of Beta Overlays -- - 11.5 - Conclusion -- - Appendix -- - A.1 - Lipper TASS Category Definitions -- - A.2 - CS/Tremont Category Definitions -- - A.3 - Matlab Loeb Function tloeb -- - A.4 - GMM Estimators for the AP Decomposition -- - A.5 - Constrained Optimization -- - A.6 - Contrarian Trading Strategy -- - A.7 - Statistical Significance of Aggregate Autocorrelations -- - A.8 - Beta-Blocker and Beta-Repositioning Strategies -- - A.9 - Tracking Error |
| Beschreibung: | 1 Online-Ressource (xxiv, 361 pages, [12] pages of plates) |
| ISBN: | 9781400835812 140083581X 9780691145983 0691145989 |
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| 500 | |a Includes bibliographical references and index | ||
| 500 | |a "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."--Provided by publisher | ||
| 500 | |a Note continued - 9.1 - Risk Management as a Source of Alpha -- - 9.2 - Risk Preferences -- - 9.3 - Hedge Funds and the Efficient Markets Hypothesis -- - 9.4 - Regulating Hedge Funds -- - 10 - What Happened to the Quants in August 2007? -- - 10.1 - Terminology -- - 10.2 - Anatomy of a Long/Short Equity Strategy -- - 10.3 - What Happened in August 2007? -- - 10.4 - Comparing August 2007 with August 1998 -- - 10.5 - Total Assets, Expected Returns, and Leverage -- - 10.6 - Unwind Hypothesis -- - 10.7 - Illiquidity Exposure -- - 10.8 - Network View of the Hedge Fund Industry -- - 10.9 - Did Quant Fail? -- - 10.10 - Qualifications and Extensions -- - 10.11 - Current Outlook -- - 11 - Jumping the Gates -- - 11.1 - Linear Risk Models -- - 11.2 - Beta Overlays -- - 11.3 - Hedging Long/Short Equity Managers -- - 11.4 - Dynamic Implementations of Beta Overlays -- - 11.5 - Conclusion -- - Appendix -- - A.1 - Lipper TASS Category Definitions -- - A.2 - CS/Tremont Category Definitions -- - A.3 - Matlab Loeb Function tloeb -- - A.4 - GMM Estimators for the AP Decomposition -- - A.5 - Constrained Optimization -- - A.6 - Contrarian Trading Strategy -- - A.7 - Statistical Significance of Aggregate Autocorrelations -- - A.8 - Beta-Blocker and Beta-Repositioning Strategies -- - A.9 - Tracking Error | ||
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Datensatz im Suchindex
| _version_ | 1804175278327463936 |
|---|---|
| any_adam_object | |
| author | Lo, Andrew W., (Andrew Wen-Chuan) |
| author_facet | Lo, Andrew W., (Andrew Wen-Chuan) |
| author_role | aut |
| author_sort | Lo, Andrew W., (Andrew Wen-Chuan) |
| author_variant | a w a w c l awawc awawcl |
| building | Verbundindex |
| bvnumber | BV042959013 |
| collection | ZDB-4-EBA ZDB-4-EBU |
| ctrlnum | (OCoLC)659768710 (DE-599)BVBBV042959013 |
| dewey-full | 332.64524 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.64524 |
| dewey-search | 332.64524 |
| dewey-sort | 3332.64524 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| edition | Rev. and expanded ed |
| format | Electronic eBook |
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| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:13:45Z |
| institution | BVB |
| isbn | 9781400835812 140083581X 9780691145983 0691145989 |
| language | English |
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| series2 | Advances in financial engineering |
| spelling | Lo, Andrew W., (Andrew Wen-Chuan) Verfasser aut Hedgefunds an analytic perspective Andrew W. Lo Hedge funds Rev. and expanded ed Princeton Princeton University Press ©2010 1 Online-Ressource (xxiv, 361 pages, [12] pages of plates) txt rdacontent c rdamedia cr rdacarrier Advances in financial engineering Previous edition: 2008 Includes bibliographical references and index "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."--Provided by publisher Note continued - 9.1 - Risk Management as a Source of Alpha -- - 9.2 - Risk Preferences -- - 9.3 - Hedge Funds and the Efficient Markets Hypothesis -- - 9.4 - Regulating Hedge Funds -- - 10 - What Happened to the Quants in August 2007? -- - 10.1 - Terminology -- - 10.2 - Anatomy of a Long/Short Equity Strategy -- - 10.3 - What Happened in August 2007? -- - 10.4 - Comparing August 2007 with August 1998 -- - 10.5 - Total Assets, Expected Returns, and Leverage -- - 10.6 - Unwind Hypothesis -- - 10.7 - Illiquidity Exposure -- - 10.8 - Network View of the Hedge Fund Industry -- - 10.9 - Did Quant Fail? -- - 10.10 - Qualifications and Extensions -- - 10.11 - Current Outlook -- - 11 - Jumping the Gates -- - 11.1 - Linear Risk Models -- - 11.2 - Beta Overlays -- - 11.3 - Hedging Long/Short Equity Managers -- - 11.4 - Dynamic Implementations of Beta Overlays -- - 11.5 - Conclusion -- - Appendix -- - A.1 - Lipper TASS Category Definitions -- - A.2 - CS/Tremont Category Definitions -- - A.3 - Matlab Loeb Function tloeb -- - A.4 - GMM Estimators for the AP Decomposition -- - A.5 - Constrained Optimization -- - A.6 - Contrarian Trading Strategy -- - A.7 - Statistical Significance of Aggregate Autocorrelations -- - A.8 - Beta-Blocker and Beta-Repositioning Strategies -- - A.9 - Tracking Error Business BUSINESS & ECONOMICS / Investments & Securities bisacsh BUSINESS & ECONOMICS / Corporate Finance bisacsh Hedge funds fast Wirtschaft Hedge Fund (DE-588)4444016-9 gnd rswk-swf Hedge Fund (DE-588)4444016-9 s 1\p DE-604 http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=350096 Aggregator Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Lo, Andrew W., (Andrew Wen-Chuan) Hedgefunds an analytic perspective Business BUSINESS & ECONOMICS / Investments & Securities bisacsh BUSINESS & ECONOMICS / Corporate Finance bisacsh Hedge funds fast Wirtschaft Hedge funds Hedge Fund (DE-588)4444016-9 gnd |
| subject_GND | (DE-588)4444016-9 |
| title | Hedgefunds an analytic perspective |
| title_alt | Hedge funds |
| title_auth | Hedgefunds an analytic perspective |
| title_exact_search | Hedgefunds an analytic perspective |
| title_full | Hedgefunds an analytic perspective Andrew W. Lo |
| title_fullStr | Hedgefunds an analytic perspective Andrew W. Lo |
| title_full_unstemmed | Hedgefunds an analytic perspective Andrew W. Lo |
| title_short | Hedgefunds |
| title_sort | hedgefunds an analytic perspective |
| title_sub | an analytic perspective |
| topic | Business BUSINESS & ECONOMICS / Investments & Securities bisacsh BUSINESS & ECONOMICS / Corporate Finance bisacsh Hedge funds fast Wirtschaft Hedge funds Hedge Fund (DE-588)4444016-9 gnd |
| topic_facet | Business BUSINESS & ECONOMICS / Investments & Securities BUSINESS & ECONOMICS / Corporate Finance Hedge funds Wirtschaft Hedge Fund |
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