UID:
almafu_9960073360002883
Umfang:
1 online resource (viii, 177 pages) :
,
illustrations
Ausgabe:
1st edition
ISBN:
9780124051690
,
0124051693
Serie:
Gale eBooks
Inhalt:
This book will present a comprehensive view of the risk characteristics, risk-adjusted performances, and risk exposures of various hedge fund indices. It will distinguish itself from other books and journal articles by focusing solely on hedge fund indices and emphasizing tail risk as a predictor of hedge fund index returns. The three chapters in this short book have not been previously published. Presents new insights about the investability and performance measurement of an investor's final portfolio Uses most recently developed investable hedge fund indexe
Anmerkung:
Description based upon print version of record.
,
Front Cover; Investing in Hedge Funds; Copyright Page; Contents; Preface; 1 Introduction; 1.1 What Are Hedge Funds?; 1.2 The History and the Future; 1.3 Academic Perspective; 1.4 The Aim of the Book; 2 Hedge Fund Strategies; 2.1 Event-Driven Strategies; 2.2 Equity Hedge Strategies; 2.3 Relative Value Strategies; 2.4 Global Macro Strategies; 2.5 Other Strategies; 2.6 Funds of Hedge Funds; 3 Hedge Fund Databases, Biases, and Indices; 3.1 Hedge Fund Data Biases; 3.2 Hedge Fund Databases and Indices; 3.3 Hedge Fund Index Return Distributions; 3.3.1 DJCS Hedge Fund Indices
,
3.3.2 HFR Hedge Fund Indices4 Risk-Adjusted Performances of Hedge Fund Indices; 4.1 Sharpe Ratio; 4.2 Sortino Ratio; 4.3 Return to VaR Ratio; 4.4 Calmar Ratio; 5 Determinants of Hedge Fund Index Returns; 5.1 Predictability of Hedge Fund Index Returns by Moments of the Return Distribution; 5.2 Predictability of Hedge Fund Index Returns by Exposures to Macroeconomic Risk Factors; References
,
English
Weitere Ausg.:
ISBN 9780124047310
Weitere Ausg.:
ISBN 0124047319
Weitere Ausg.:
ISBN 9781299712065
Weitere Ausg.:
ISBN 1299712061
Sprache:
Englisch
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