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Hedge Funds: Quantitative Insights (The Wiley Finance Series) (Hardcover)


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訂購需時10-14天
9780470856673
Francis-Serge Lhabitant 
John Wiley & Sons
2004年7月01日
1350.00  元
HK$ 1282.5
省下 $67.5
 
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Hedge funds are the fastest growing sector of the financial industry, and possibly the least understood. In this book, as a follow-on to "Hedge Funds: Myths and Limits," the author provides a primer on the quantitative nature of these alternative investments.
Written by an author experienced as both a practitioner and academic, "Hedge Funds: Quantitative Insights" provides a step-by-step introduction on how quantitative tools can be applied to hedge fund investing. Divided into three parts, the book begins with coverage of the measurement of risk-adjusted returns for hedge funds. The focus is not on determining whether hedge funds outperform or under-perform traditional markets, but rather on understanding the real meaning of performance statistics used by hedge fund managers and quantitative analysts. The second part of the book examines the risk exposures of hedge funds, and subsequently, their return drivers. The final part of the book enters the field of portfolio construction and asset allocation.

"Hedge Funds: Quantitative Insights" is essential reading for finance practitioners, including portfolio managers, qualitative and quantitative analysts, consultants and investors - both institutional and private. It could also prove useful to students of finance who want a better understanding of what goes on in the hedge fund world.









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