Opis: Hedge Funds - Greg N. Gregoriou, Georges Hubner, Nicolas Papageorgiou

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.Preface. Acknowledgments. PART ONE: Portfolio Allocation in Hedge Funds. Chapter 1: Integrating Hedge Funds into the Traditional Portfolio (Harry M. Kat). Chapter 2: Hedge Funds from the Institutional Investor's Perspective (Noel Amenc, Felix Goltz, and Lionel Martellini). Chapter 3: Funds of Hedge Funds versus Portfolios of Hedge Funds: A Comparative Analysis (Daniel Capocci and Valerie Nevolo). Chapter 4: Analyzing Style Drift in Hedge Funds (Nolke Posthuma and Pieter Jelle Van der Sluis). Chapter 5: Hedge Fund Allocation under Higher Moments and Illiquidity (Niclas Hagelin, Bengt Pramborg, and Fredrik Stenberg). Chapter 6: Revisiting the Role of Hedge Funds in Diversified Portfolios (Jean Brunel). Chapter 7: Hedge Fund Selection: A Synthetic Desirability Index (Jean-Pierre Langevin). PART TWO: Hedge Fund Management. Chapter 8: Hedge Fund Index Tracking (Carol Alexander and Anca Dimitriu). Chapter 9: Designing a Long-Term Wealth Maximization Strategy for Hedge Fund Managers (Keith H. Black). Chapter 10: Profiles of Hedge Fund Indexes against Conventional Asset Style Indexes (Barry Feldman). Chapter 11: Applying Securitization Technology to Hedge Funds (Paul U. Ali). Chapter 12: Maximum Drawdown Distributions with Volatility Persistence (Kathyrn Wilkens, Carlos J. Morales, and Luis Roman). PART THREE: Risk and Performance Measurement. Chapter 13: A Literature Review of Hedge Fund Performance Studies (Fabrice Rouah). Chapter 14: Investing in Hedge Funds through Multimanager Vehicles (Meredith A. Jones). Chapter 15: Performance in the Hedge Fund Industry: An Analysis of Short- and Long-term Persistence (Sebastien Gyger, P.-A. Bares, and R. Gibson). Chapter 16: Further Evidence on Hedge Fund Performance: A Calendar-Time Approach (Maher Kooli). Chapter 17: Investing in Hedge Funds: Risks, Returns, and Performance Measurement (Francis C. C. Koh, Winston T. H. Koh, David K. C. Lee, Kok Fai Phoon). Chapter 18: Efficiency of Funds of Hedge Funds: A Data Envelopment Analysis Approach (Greg N. Gregoriou and Kevin McCarthy). Chapter 19: The Performance of Hedge Funds in the Presence of Errors in Variables (Alain Coen, Aurelie Desfleurs, Georges Hubner, and Francois-Eric Racicot). Chapter 20: Alternative RAPMs for Alternative Investments (Milind Sharma). PART FOUR: Statistical Properties of Hedge Funds. Chapter 21: Volatility Regimes and Hedge Fund Management (Mark Anson, Ho Ho, and Kurt W. Silberstein). Chapter 22: Does Extreme Risk Affect the Fund of Hedge Funds Composition? (Laurent Favre). Chapter 23: A Hedge Fund Investor's Guide to Understanding Managed Futures (Hilary F. Till and Joseph Eagleeye). Chapter 24: Fat-Tail Risk in Portfolios of Hedge Funds and Traditional Investments (Jean-Francois Bacmann and Gregor Gawron). Chapter 25: Skewing Your Diversification (Mark S. Shore). Chapter 26: Investable Equity Long/Short Hedge Funds: Properties and Behavior (Edward Leung and Jacqueline Meziani). Chapter 27: Hedge Funds and Portfolio Optimization: A Game of Its Own? (Zsolt Berenyi). PART FIVE: Special Classes of Hedge Funds. Chapter 28: Structured Products on Fund of Fund Underlyings (Jens Johansen). Chapter 29: Hedge Funds and the Stale Pricing Issue (Mohamed Gaber, Greg N. Gregoriou, and William Kelting). References. Index.

Szczegóły: Hedge Funds - Greg N. Gregoriou, Georges Hubner, Nicolas Papageorgiou

Tytuł: Hedge Funds
Autor: Greg N. Gregoriou, Georges Hubner, Nicolas Papageorgiou
Producent: John Wiley
ISBN: 9780471737438
Rok produkcji: 2005
Ilość stron: 654
Oprawa: Twarda
Waga: 0.93 kg

Recenzje: Hedge Funds - Greg N. Gregoriou, Georges Hubner, Nicolas Papageorgiou