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Author | : Greg N. Gregoriou |
Publisher | : John Wiley & Sons |
Total Pages | : 178 |
Release | : 2005-05-06 |
Genre | : Business & Economics |
ISBN | : 0471730041 |
Download Evaluating Hedge Fund and CTA Performance Book in PDF, ePub and Kindle
Introducing Data Envelopment Analysis (DEA) -- a quantitative approach to assess the performance of hedge funds, funds of hedge funds, and commmodity trading advisors. Steep yourself in this approach with this important new book by Greg Gregoriou and Joe Zhu. "This book steps beyond the traditional trade-off between single variables for risk and return in the determination of investment portfolios. For the first time, a comprehensive procedure is presented to compose portfolios using multiple measures of risk and return simultaneously. This approach represents a watershed in portfolio construction techniques and is especially useful for hedge fund and CTA offerings." -- Richard E. Oberuc, CEO, Burlington Hall Asset Management, Inc. Chairman, Foundation for Managed Derivatives Research Order your copy today!
Author | : Greg N. Gregoriou |
Publisher | : Beard Books |
Total Pages | : 207 |
Release | : 2003 |
Genre | : Business & Economics |
ISBN | : 1587982005 |
Download Performance Evaluation of Hedge Funds Book in PDF, ePub and Kindle
Contains incisive articles dealing with quantitative and qualitative analyses of hedge funds.
Author | : Greg N. Gregoriou |
Publisher | : John Wiley & Sons |
Total Pages | : 360 |
Release | : 2011-09-02 |
Genre | : Business & Economics |
ISBN | : 1118160959 |
Download Commodity Trading Advisors Book in PDF, ePub and Kindle
Authoritative, up-to-date research and analysis that provides a dramatic new understanding of the rewards-and risks-of investing in CTAs Commodity Trading Advisors (CTAs) are an increasingly popular and potentially profitable investment alternative for institutional investors and high-net-worth individuals. Commodity Trading Advisors is one of the first books to study their performance in detail and analyze the "survivorship bias" present in CTA performance data. This book investigates the many benefits and risks associated with CTAs, examining the risk/return characteristics of a number of different strategies deployed by CTAs from a sophisticated investor's perspective. A contributed work, its editors and contributing authors are among today's leading voices on the topic of commodity trading advisors and a veritable "Who's Who" in hedge fund and CTA research. Greg N. Gregoriou (Plattsburgh, NY) is a Visiting Assistant Professor of Finance and Research Coordinator in the School of Business and Economics at the State University of New York. Vassilios N. Karavas (Amherst, MA) is Director of Research at Schneeweis Partners. Francois-Serge Lhabitant (Coppet, Switzerland) is a FAME Research Fellow, and a Professor of Finance at EDHEC (France) and at HEC University of Lausanne (Switzerland). Fabrice Rouah (Montreal, Quebec) is Institut de Finance Mathématique de Montréal Scholar in the finance program at McGill University.
Author | : Vinh Q. Tran |
Publisher | : John Wiley & Sons |
Total Pages | : 304 |
Release | : 2007-02-10 |
Genre | : Business & Economics |
ISBN | : 0471789895 |
Download Evaluating Hedge Fund Performance Book in PDF, ePub and Kindle
A comprehensive look at hedge fund performance issues In Evaluating Hedge Fund Performance, Dr. Vinh Tran gives readers the information they need to construct an efficient hedge fund portfolio based on their own level of knowledge. From evaluating hedge funds to picking the winners, Dr. Tran covers some of the most important issues related to this flexible investment vehicle. Evaluating Hedge Fund Performance takes the standard hedge fund book to a new level by detailing how to manage the risk of hedge funds and offering the best methods to evaluate and monitor hedge funds. With strategy based on interviews and data from experts in the field, this book is a must-read for any investor or manager who is investing in hedge funds.
Author | : Ronald A. Lake |
Publisher | : Euromoney Publications |
Total Pages | : 472 |
Release | : 1999 |
Genre | : Business & Economics |
ISBN | : |
Download Evaluating and Implementing Hedge Fund Strategies Book in PDF, ePub and Kindle
This 2nd revised edition includes expanded introductory information, plus new chapters covering hedge funds and emerging markets, convertible arbitrage, opportunistic investing, investors' strategies, opportunities and pitfalls, risk control techniques and the impact of investment technology.
Author | : Greg N. Gregoriou |
Publisher | : John Wiley & Sons |
Total Pages | : 487 |
Release | : 2011-08-04 |
Genre | : Business & Economics |
ISBN | : 1118161033 |
Download Hedge Funds Book in PDF, ePub and Kindle
Whether already experienced with hedge funds or just thinking about investing in them, readers need a firm understanding of this unique investment vehicle in order to achieve maximum success. Hedge Funds unites over thirty of the top practitioners and academics in the hedge fund industry to provide readers with the latest findings in this field. Their analysis deals with a variety of topics, from new methods of performance evaluation to portfolio allocation and risk/return matters. Although some of the information is technical in nature, an understanding and applicability of the results as well as theoretical developments are stressed. Filled with in-depth insight and expert advice, Hedge Funds helps readers make the most of this flexible investment vehicle.
Author | : IMCA |
Publisher | : John Wiley & Sons |
Total Pages | : 225 |
Release | : 2003-03-10 |
Genre | : Business & Economics |
ISBN | : 0471473421 |
Download Hedge Funds Book in PDF, ePub and Kindle
A well-rounded hedge fund guide for the serious financial professional Alternative investment strategies-hedge funds in particular-have experienced a significant resurgence recently, largely in response to the dramatic downturn of the global equity markets. In response to this explosion in popularity, this book focuses on many of the best moneymaking strategies related to these alternative investment vehicles. IMCA (The Investment Management Consultants Association) is a professional association established in 1985, representing the investment consulting profession in the U.S. and Canada. Kenneth S. Phillips is a member of the IMCA Advisory Council and Managing Principal of Capital Partners, LLC. Ron Surz, CIMA, is a member of the IMCA Board of Directors and the President of PPCA Inc.
Author | : Greg N. Gregoriou |
Publisher | : Beard Books |
Total Pages | : 385 |
Release | : 2003 |
Genre | : Business & Economics |
ISBN | : 158798203X |
Download Hedge Funds Book in PDF, ePub and Kindle
Twenty-one contributions from academics and practitioners discuss recent research on hedge funds. Aimed at investment professionals and high net worth individuals, the text deals with current methods of hedge fund tracking, evaluation, and selection. Sample topics include convertible arbitrage funds
Author | : Sam Kirschner |
Publisher | : John Wiley & Sons |
Total Pages | : 256 |
Release | : 2006-11-17 |
Genre | : Business & Economics |
ISBN | : 0470048549 |
Download The Investor's Guide to Hedge Funds Book in PDF, ePub and Kindle
"Eldon Mayer is a battle-tested pro. You should listen to what he and his partner, Sam Kirschner, have to say." --Barton M. Biggs, Managing Partner, Traxis Partners Meet the crème de la crème of the new breed of hedge fund managers, learn how they evaluate world financial markets, hear about their winners and losers, and discover how they apply proprietary strategies to stay ahead of the curve. Through broad-scope interviews with 15 highly successful managers, The Investor's Guide to Hedge Funds provides unparalleled insight into each major hedge fund strategy, its strengths, weaknesses, and performance characteristics. Most importantly, this book shows that despite the sensational headlines, adding hedge funds to a portfolio of stocks and bonds can reduce risk and improve overall performance.
Author | : Carl C. Peters |
Publisher | : McGraw Hill Professional |
Total Pages | : 514 |
Release | : 1997 |
Genre | : Business & Economics |
ISBN | : 9781557389176 |
Download The Handbook of Managed Futures Book in PDF, ePub and Kindle
Examines the role of managed futures in the asset allocation process. Highlights recent innovations in managed futures product development. Examines current research into the nature of market inefficiencies.