Performance Evaluation Of Hedge Funds PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Performance Evaluation Of Hedge Funds PDF full book. Access full book title Performance Evaluation Of Hedge Funds.
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 | : 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 | : George O. Aragon |
Publisher | : Now Publishers Inc |
Total Pages | : 123 |
Release | : 2008 |
Genre | : Financial risk management |
ISBN | : 1601980825 |
Download Portfolio Performance Evaluation Book in PDF, ePub and Kindle
This paper provides a review of the methods for measuring portfolio performance and the evidence on the performance of professionally managed investment portfolios. Traditional performance measures, strongly influenced by the Capital Asset Pricing Model of Sharpe (1964), were developed prior to 1990. We discuss some of the properties and important problems associated with these measures. We then review the more recent Conditional Performance Evaluation techniques, designed to allow for expected returns and risks that may vary over time, and thus addressing one major shortcoming of the traditional measures. We also discuss weight-based performance measures and the stochastic discount factor approach. We review the evidence that these newer measures have produced on selectivity and market timing ability for professional managed investment funds. The evidence includes equity style mutual funds, pension funds, asset allocation style funds, fixed income funds and hedge funds.
Author | : Bertrand Egsbaek |
Publisher | : |
Total Pages | : |
Release | : 2002 |
Genre | : |
ISBN | : |
Download Performance Evaluation of Hedge Funds Book in PDF, ePub and Kindle
Author | : Le Zhao |
Publisher | : |
Total Pages | : 90 |
Release | : 2005 |
Genre | : Hedge funds |
ISBN | : |
Download Performance Evaluation of Hedge Funds Book in PDF, ePub and Kindle
Author | : H. Kent Baker |
Publisher | : Oxford University Press |
Total Pages | : 697 |
Release | : 2017-07-26 |
Genre | : Business & Economics |
ISBN | : 0190607386 |
Download Hedge Funds Book in PDF, ePub and Kindle
Hedge Funds: Structure, Strategies, and Performance provides a synthesis of the theoretical and empirical literature on this intriguing, complex, and frequently misunderstood topic. The book dispels some common misconceptions of hedge funds, showing that they are not a monolithic asset class but pursue highly diverse strategies. Furthermore, not all hedge funds are unusually risky, excessively leveraged, invest only in illiquid asses, attempt to profit from short-term market movements, or only benefit hedge fund managers due to their high fees. Among the core issues addressed are how hedge funds are structured and how they work, hedge fund strategies, leading issues in this investment, and the latest trends and developments. The authors examine hedge funds from a range of perspectives, and from the theoretical to the practical. The book explores the background, organization, and economics of hedge funds, as well as their structure. A key part is the diverse investment strategies hedge funds follow, for example some are activists, others focusing on relative value, and all have views on managing risk. The book examines various ways to evaluate hedge fund performance, and enhances understanding of their regulatory environment. The extensive and engaging examination of these issues help the reader understands the important issues and trends facing hedge funds, as well as their future prospects.
Author | : Greg N. Gregoriou |
Publisher | : Butterworth-Heinemann |
Total Pages | : 508 |
Release | : 2006-07-18 |
Genre | : Business & Economics |
ISBN | : |
Download Funds of Hedge Funds Book in PDF, ePub and Kindle
Publisher description
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 | : H. Gifford Fong |
Publisher | : World Scientific |
Total Pages | : 217 |
Release | : 2005 |
Genre | : Business & Economics |
ISBN | : 9812563776 |
Download The World of Hedge Funds Book in PDF, ePub and Kindle
The World of Hedge Funds is a compendium of distinguished papers focusing on the cutting-edge analysis of hedge funds. This area is arguably the fastest growing source of funds in the investment management arena. It represents an exciting opportunity for the investor and manager in terms of the range of return and risk available. A source of rigorous analysis is therefore both sought after as well as needed. This book aims to fill this gap by presenting an eclectic collection of papers contributed by influential academics and practitioners covering the characteristics and problems of hedge funds.
Author | : Weigang Bao |
Publisher | : |
Total Pages | : 94 |
Release | : 2004 |
Genre | : Hedge funds |
ISBN | : |
Download Performance Evaluation of Hedge Funds Book in PDF, ePub and Kindle