Hedge funds: structure, strategies, and performance
Gespeichert in:
Weitere Verfasser: | , |
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Format: | Buch |
Sprache: | English |
Veröffentlicht: |
New York
Oxford University Press
[2017]
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Schlagworte: | |
Online-Zugang: | Inhaltsverzeichnis Inhaltsverzeichnis |
Beschreibung: | xxxvi, 655 Seiten Illustrationen, Diagramme |
ISBN: | 9780190607371 |
Internformat
MARC
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Datensatz im Suchindex
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adam_text | HEDGE FUNDS
/ / /
: : : 2017
TABLE OF CONTENTS / INHALTSVERZEICHNIS
^^ - FINANCIAL CRISES AND EVAPORATING DIVERSIFICATION BENEFITS OF HEDGE
FUNDS / MONICA BILLIO AND LORIANA PELIZZON
HEDGE FUND REPLICATION / PAUL LAJBCYGIER AND MIKHAIL TUPITSYN
HEDGE FUNDS AND PERFORMANCE PERSISITENCE / NAN QIN AND YING WANG
BENCHMARK AND BIAS IN HEDGE FUNDS / JEFFREY S. SMITH, KENNETH SMALL, AND
PHILLIP NJOROGE
STYLE ANALYSIS AND CONSISTENCY / WILLIAM R. MCCUMBER AND JYOTSAANA
PARAJULI
ISSUES, TRENDS, AND FUTURE PROSPECTS OF HEDGE FUNDS
CURRENT HEDGE FUND DEBATES AND CONTROVERSIES / DIANNA PREECE
TRENDS AND FUTURE PROSPECTS OF HEDGE FUNDS / HUNTER M. HOLZHAUER
DISCUSSION QUESTIONS AND ANSWERS
INDEX
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
Contents
List of Figures ix
List of Tables xiii
Acknowledgments xv
About the Editors xvii
About the Contributors xix
Abbreviations xxxiii
Part One INTRODUCTION
1. Hedge Funds Fundamentals 3
H. KENT BAKER AND GREG FILBECK
2. The Economics of Hedge Funds 22
SHANTANU DUTTA, ARUP GANGULY, AND LIN GE
3. The Life Cycle of Hedge Funds: A New Perspective 38
MILA GETMANSKY SHERMAN AND
RACHEL (KYUNGYEON) KOH
4. Characteristics of Successful Hedge Fund Managers 60
ASHRAFEE T. HOSSAIN, SAMIR SAADI, AND MAXIM TREFF
Part Two THE STRUCTURE OF HEDGE FUNDS
5. Hedge Fund Organization 75
DOUGLAS CUMMING, NA DAI, AND SOFIA JOHAN
Contents
6. Hedge Fund Governance 93
LAMIA CHOUROU, ASHRAFEE T. HOSSAIN,
AND SAMIR SAADI
7. Activist Hedge Funds 107
TONY CALENDA, CHRISTOPHER MILLIKEN,
AND ANDREW C. SPIELER
8. The Tax Framework of Hedge Funds 125
FRANÇOIS-SERGE LH A BITA NT AND MICHEL BROCARD
9. Compensation and Incentives in Hedge Funds 147
GARRETT C. C. SMITH AND GAURAV GUPTA
10. Offshore Hedge Funds 162
ROBERTO 3. SANTILLÁN-SALGADO AND
3 UAN 30SÉ GARCÍA-SANTOS
Part Three INVESTMENT STRATEGIES OF HEDGE FUNDS
11. Directional Equity Strategies of Hedge Funds iss
ORESTE AULETA AND FILIPPO STEFANINI
12. Event-Driven Hedge Fund Strategies 207
CAROLINE FARRELLY AND FRANÇOIS-SERGE LHABITANT
13. Global Derivatives Hedge Fund Strategies 228
CHRISTOPHER 3. BARNES, EHSAN NIKBAKHT,
AND ANDREW C. SPIELER
14. Relative Value Hedge Fund Strategies 242
GEORGE DIKANAROV, 30SEPH MCBRIDE,
AND ANDREW C. SPIELER
15. Multistrategy Hedge Funds 259
PAUL-HENRI BAYART-DE-GERMONT AND DANIEL CAPOCCI
Contents
Part Four RISKS AND REGULATION
16. Risk Measurement and Management for Hedge Funds 283
GUILLAUME WEISANG
17. Hedge Funds and Systemic Risk 305
WULF A. KAAL AND TIMOTHY A. KRAUSE
18. Operational Risk Management for Hedge Funds 320
CLAUS HUBER AND DANIEL IMFELD
19. Hedge Fund Due Diligence 344
JASON SCHARFMAN
20. Hedge Fund Regulation 359
WULF A. KAAL AND DALE A. OESTERLE
Part Five HEDGE FUND PERFORMANCE
21. Issues in Hedge Fund Research 379
THUY BUI AND ABHISHEK GANGULY
22. Hedge Fund Pricing 394
DAVID HAMPTON
23. Evaluating Hedge Fund Performance 415
DAVID M. SMITH
24. Financial Crises and Evaporating Diversification Benefits
of Hedge Funds 439
MONICA BILLIO, MILA GETMANSKY SHERMAN,
AND LORIANA PELIZZON
25. Hedge Fund Replication 4eo
MIKHAIL TUPITSYN AND PAUL LAJ BCYGIER
26. Hedge Funds and Performance Persistence 491
NAN QIN AND YING WANG
vm
Con tents
27. Benchmarking and Bias in Hedge Funds 510
JEFFREY S. SMITH, KENNETH SMALL,
AND PHILLIP NJOROGE
28. Style Analysis and Consistency 524
WILLIAM R. MCCUMBER AND JYOTSAANA PARAJULI
Part Six ISSUES, TRENDS, AND FUTURE PROSPECTS
OF HEDGE FUNDS
29. Current Hedge Fund Debates and Controversies 547
DIANNA C. PREECE
30. Trends and Future Prospects of Hedge Funds 566
HUNTER M. HOLZHAUER
Discussion Questions and Answers (Chapters 2—30) 585
Index 623
|
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spelling | Hedge funds structure, strategies, and performance H. Kent Baker and Greg Filbeck New York Oxford University Press [2017] © 2017 xxxvi, 655 Seiten Illustrationen, Diagramme txt rdacontent n rdamedia nc rdacarrier Hedge funds Hedge Fund (DE-588)4444016-9 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content Hedge Fund (DE-588)4444016-9 s b DE-604 Baker, H. Kent 1944- (DE-588)142694517 edt Filbeck, Greg (DE-588)171549600 edt Erscheint auch als Onlineausgabe 978-0-19-060740-1 LoC Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=029737268&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis Digitalisierung UB Augsburg - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=029737268&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
spellingShingle | Hedge funds structure, strategies, and performance Hedge funds Hedge Fund (DE-588)4444016-9 gnd |
subject_GND | (DE-588)4444016-9 (DE-588)4143413-4 |
title | Hedge funds structure, strategies, and performance |
title_auth | Hedge funds structure, strategies, and performance |
title_exact_search | Hedge funds structure, strategies, and performance |
title_full | Hedge funds structure, strategies, and performance H. Kent Baker and Greg Filbeck |
title_fullStr | Hedge funds structure, strategies, and performance H. Kent Baker and Greg Filbeck |
title_full_unstemmed | Hedge funds structure, strategies, and performance H. Kent Baker and Greg Filbeck |
title_short | Hedge funds |
title_sort | hedge funds structure strategies and performance |
title_sub | structure, strategies, and performance |
topic | Hedge funds Hedge Fund (DE-588)4444016-9 gnd |
topic_facet | Hedge funds Hedge Fund Aufsatzsammlung |
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