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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 | : 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 | : 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 | : 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 | : 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 | : 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 | : David M. Smith |
| Publisher | : |
| Total Pages | : 34 |
| Release | : 2017 |
| Genre | : |
| ISBN | : |
Download Evaluating Hedge Fund Performance Book in PDF, ePub and Kindle
A diverse set of measures allows investors to evaluate hedge fund portfolio managers' performance across different dimensions. The various measures quantify the effectiveness of security selection, account for investor flows, operating risk, and worst-case investment scenarios, net out benchmark and peer-fund performance, and control for risk factors that are unique to hedge fund investment strategies. Hedge fund return information in published databases is usually self-reported, which is a conflict of interest that produces several reporting biases and inflated published average returns. After adjusting for these biases hedge fund average returns trail equity market returns and in fact almost exactly equal U.S. Treasury bill average returns between January 1994 and March 2016. Yet, after risk adjustment, the hedge fund performance picture brightens. In the aggregate, hedge funds have higher Sharpe ratios and multi-factor alphas, and lower maximum drawdown levels than equity market benchmarks.
