Hedgefunds :: an analytic perspective /
"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 an...
Gespeichert in:
| 1. Verfasser: | |
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| 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 |
| Zusammenfassung: | "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 |
| Beschreibung: | 1 online resource (xxiv, 361 pages, 12 unnumbered pages of plates) : illustrations (some color) |
| Bibliographie: | Includes bibliographical references and index. |
| ISBN: | 9781400835812 140083581X 1282639528 9781282639522 9786612639524 6612639520 |
Internformat
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| 100 | 1 | |a Lo, Andrew W. |q (Andrew Wen-Chuan), |e author. |1 https://id.oclc.org/worldcat/entity/E39PBJfmmTrJTMykXXK3bGkkXd |0 http://id.loc.gov/authorities/names/no92001206 | |
| 245 | 1 | 0 | |a Hedgefunds : |b an analytic perspective / |c Andrew W. Lo. |
| 246 | 3 | |a Hedge funds | |
| 250 | |a Rev. and expanded ed. | ||
| 260 | |a Princeton : |b Princeton University Press, |c ©2010. | ||
| 300 | |a 1 online resource (xxiv, 361 pages, 12 unnumbered pages of plates) : |b illustrations (some color) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a data file | ||
| 490 | 1 | |a Advances in financial engineering | |
| 504 | |a Includes bibliographical references and index. | ||
| 520 | |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 | ||
| 588 | 0 | |a Print version record. | |
| 505 | 0 | 0 | |g Note continued: |g 9.1. |t Risk Management as a Source of Alpha -- |g 9.2. |t Risk Preferences -- |g 9.3. |t Hedge Funds and the Efficient Markets Hypothesis -- |g 9.4. |t Regulating Hedge Funds -- |g 10. |t What Happened to the Quants in August 2007? -- |g 10.1. |t Terminology -- |g 10.2. |t Anatomy of a Long/Short Equity Strategy -- |g 10.3. |t What Happened in August 2007? -- |g 10.4. |t Comparing August 2007 with August 1998 -- |g 10.5. |t Total Assets, Expected Returns, and Leverage -- |g 10.6. |t Unwind Hypothesis -- |g 10.7. |t Illiquidity Exposure -- |g 10.8. |t Network View of the Hedge Fund Industry -- |g 10.9. |t Did Quant Fail? -- |g 10.10. |t Qualifications and Extensions -- |g 10.11. |t Current Outlook -- |g 11. |t Jumping the Gates -- |g 11.1. |t Linear Risk Models -- |g 11.2. |t Beta Overlays -- |g 11.3. |t Hedging Long/Short Equity Managers -- |g 11.4. |t Dynamic Implementations of Beta Overlays -- |g 11.5. |t Conclusion -- |t Appendix -- |g A.1. |t Lipper TASS Category Definitions -- |g A.2. |t CS/Tremont Category Definitions -- |g A.3. |t Matlab Loeb Function tloeb -- |g A.4. |t GMM Estimators for the AP Decomposition -- |g A.5. |t Constrained Optimization -- |g A.6. |t Contrarian Trading Strategy -- |g A.7. |t Statistical Significance of Aggregate Autocorrelations -- |g A.8. |t Beta-Blocker and Beta-Repositioning Strategies -- |g A.9. |t Tracking Error. |
| 546 | |a English. | ||
| 650 | 0 | |a Hedge funds. |0 http://id.loc.gov/authorities/subjects/sh94006028 | |
| 650 | 6 | |a Fonds spéculatifs. | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Investments & Securities. |2 bisacsh | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Corporate Finance. |2 bisacsh | |
| 650 | 7 | |a Hedge funds |2 fast | |
| 758 | |i has work: |a Hedgefunds (Text) |1 https://id.oclc.org/worldcat/entity/E39PCG4tPrvvGv8YfGJ3rF4PBd |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
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Datensatz im Suchindex
| DE-BY-FWS_katkey | ZDB-4-EBU-ocn659768710 |
|---|---|
| _version_ | 1804748429495107584 |
| adam_text | |
| any_adam_object | |
| author | Lo, Andrew W. (Andrew Wen-Chuan) |
| author_GND | http://id.loc.gov/authorities/names/no92001206 |
| author_facet | Lo, Andrew W. (Andrew Wen-Chuan) |
| author_role | aut |
| author_sort | Lo, Andrew W. |
| author_variant | a w l aw awl |
| building | Verbundindex |
| bvnumber | localFWS |
| callnumber-first | H - Social Science |
| callnumber-label | HG4530 |
| callnumber-raw | HG4530 .L59 2010eb |
| callnumber-search | HG4530 .L59 2010eb |
| callnumber-sort | HG 44530 L59 42010EB |
| callnumber-subject | HG - Finance |
| classification_rvk | QK 530 |
| collection | ZDB-4-EBU |
| contents | Risk Management as a Source of Alpha -- Risk Preferences -- Hedge Funds and the Efficient Markets Hypothesis -- Regulating Hedge Funds -- What Happened to the Quants in August 2007? -- Terminology -- Anatomy of a Long/Short Equity Strategy -- What Happened in August 2007? -- Comparing August 2007 with August 1998 -- Total Assets, Expected Returns, and Leverage -- Unwind Hypothesis -- Illiquidity Exposure -- Network View of the Hedge Fund Industry -- Did Quant Fail? -- Qualifications and Extensions -- Current Outlook -- Jumping the Gates -- Linear Risk Models -- Beta Overlays -- Hedging Long/Short Equity Managers -- Dynamic Implementations of Beta Overlays -- Conclusion -- Appendix -- Lipper TASS Category Definitions -- CS/Tremont Category Definitions -- Matlab Loeb Function tloeb -- GMM Estimators for the AP Decomposition -- Constrained Optimization -- Contrarian Trading Strategy -- Statistical Significance of Aggregate Autocorrelations -- Beta-Blocker and Beta-Repositioning Strategies -- Tracking Error. |
| ctrlnum | (OCoLC)659768710 |
| 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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Lo.</subfield></datafield><datafield tag="246" ind1="3" ind2=" "><subfield code="a">Hedge funds</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">Rev. and expanded ed.</subfield></datafield><datafield tag="260" ind1=" " ind2=" "><subfield code="a">Princeton :</subfield><subfield code="b">Princeton University Press,</subfield><subfield code="c">©2010.</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 online resource (xxiv, 361 pages, 12 unnumbered pages of plates) :</subfield><subfield code="b">illustrations (some color)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="a">text</subfield><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="a">computer</subfield><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="a">online resource</subfield><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="347" ind1=" " ind2=" "><subfield code="a">data file</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Advances in financial engineering</subfield></datafield><datafield tag="504" ind1=" " ind2=" "><subfield code="a">Includes bibliographical references and index.</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="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. 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| id | ZDB-4-EBU-ocn659768710 |
| illustrated | Illustrated |
| indexdate | 2024-07-16T15:03:44Z |
| institution | BVB |
| isbn | 9781400835812 140083581X 1282639528 9781282639522 9786612639524 6612639520 |
| language | English |
| oclc_num | 659768710 |
| open_access_boolean | |
| owner | MAIN DE-863 DE-BY-FWS |
| owner_facet | MAIN DE-863 DE-BY-FWS |
| physical | 1 online resource (xxiv, 361 pages, 12 unnumbered pages of plates) : illustrations (some color) |
| psigel | ZDB-4-EBU |
| publishDate | 2010 |
| publishDateSearch | 2010 |
| publishDateSort | 2010 |
| publisher | Princeton University Press, |
| record_format | marc |
| series | Advances in financial engineering. |
| series2 | Advances in financial engineering |
| spelling | Lo, Andrew W. (Andrew Wen-Chuan), author. https://id.oclc.org/worldcat/entity/E39PBJfmmTrJTMykXXK3bGkkXd http://id.loc.gov/authorities/names/no92001206 Hedgefunds : an analytic perspective / Andrew W. Lo. Hedge funds Rev. and expanded ed. Princeton : Princeton University Press, ©2010. 1 online resource (xxiv, 361 pages, 12 unnumbered pages of plates) : illustrations (some color) text txt rdacontent computer c rdamedia online resource cr rdacarrier data file Advances in financial engineering 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 Print version record. 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. English. Hedge funds. http://id.loc.gov/authorities/subjects/sh94006028 Fonds spéculatifs. BUSINESS & ECONOMICS Investments & Securities. bisacsh BUSINESS & ECONOMICS Corporate Finance. bisacsh Hedge funds fast has work: Hedgefunds (Text) https://id.oclc.org/worldcat/entity/E39PCG4tPrvvGv8YfGJ3rF4PBd https://id.oclc.org/worldcat/ontology/hasWork Print version: Lo, Andrew W. (Andrew Wen-Chuan). Hedgefunds. Rev. and expanded ed. Princeton : Princeton University Press, ©2010 9780691145983 (OCoLC)559807510 Advances in financial engineering. http://id.loc.gov/authorities/names/n2006040467 FWS01 ZDB-4-EBU FWS_PDA_EBU https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=350096 Volltext |
| spellingShingle | Lo, Andrew W. (Andrew Wen-Chuan) Hedgefunds : an analytic perspective / Advances in financial engineering. Risk Management as a Source of Alpha -- Risk Preferences -- Hedge Funds and the Efficient Markets Hypothesis -- Regulating Hedge Funds -- What Happened to the Quants in August 2007? -- Terminology -- Anatomy of a Long/Short Equity Strategy -- What Happened in August 2007? -- Comparing August 2007 with August 1998 -- Total Assets, Expected Returns, and Leverage -- Unwind Hypothesis -- Illiquidity Exposure -- Network View of the Hedge Fund Industry -- Did Quant Fail? -- Qualifications and Extensions -- Current Outlook -- Jumping the Gates -- Linear Risk Models -- Beta Overlays -- Hedging Long/Short Equity Managers -- Dynamic Implementations of Beta Overlays -- Conclusion -- Appendix -- Lipper TASS Category Definitions -- CS/Tremont Category Definitions -- Matlab Loeb Function tloeb -- GMM Estimators for the AP Decomposition -- Constrained Optimization -- Contrarian Trading Strategy -- Statistical Significance of Aggregate Autocorrelations -- Beta-Blocker and Beta-Repositioning Strategies -- Tracking Error. Hedge funds. http://id.loc.gov/authorities/subjects/sh94006028 Fonds spéculatifs. BUSINESS & ECONOMICS Investments & Securities. bisacsh BUSINESS & ECONOMICS Corporate Finance. bisacsh Hedge funds fast |
| subject_GND | http://id.loc.gov/authorities/subjects/sh94006028 |
| title | Hedgefunds : an analytic perspective / |
| title_alt | Hedge funds Risk Management as a Source of Alpha -- Risk Preferences -- Hedge Funds and the Efficient Markets Hypothesis -- Regulating Hedge Funds -- What Happened to the Quants in August 2007? -- Terminology -- Anatomy of a Long/Short Equity Strategy -- What Happened in August 2007? -- Comparing August 2007 with August 1998 -- Total Assets, Expected Returns, and Leverage -- Unwind Hypothesis -- Illiquidity Exposure -- Network View of the Hedge Fund Industry -- Did Quant Fail? -- Qualifications and Extensions -- Current Outlook -- Jumping the Gates -- Linear Risk Models -- Beta Overlays -- Hedging Long/Short Equity Managers -- Dynamic Implementations of Beta Overlays -- Conclusion -- Appendix -- Lipper TASS Category Definitions -- CS/Tremont Category Definitions -- Matlab Loeb Function tloeb -- GMM Estimators for the AP Decomposition -- Constrained Optimization -- Contrarian Trading Strategy -- Statistical Significance of Aggregate Autocorrelations -- Beta-Blocker and Beta-Repositioning Strategies -- Tracking Error. |
| 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 | Hedge funds. http://id.loc.gov/authorities/subjects/sh94006028 Fonds spéculatifs. BUSINESS & ECONOMICS Investments & Securities. bisacsh BUSINESS & ECONOMICS Corporate Finance. bisacsh Hedge funds fast |
| topic_facet | Hedge funds. Fonds spéculatifs. BUSINESS & ECONOMICS Investments & Securities. BUSINESS & ECONOMICS Corporate Finance. Hedge funds |
| url | https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=350096 |
| work_keys_str_mv | AT loandreww hedgefundsananalyticperspective AT loandreww hedgefunds |