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Book Categories |
| Ch. 1 | Integrating hedge funds into the traditional portfolio | 3 |
| Ch. 2 | Hedge funds from the institutional investor's perspective | 17 |
| Ch. 3 | Funds of hedge funds versus portfolios of hedge funds : a comparative analysis | 51 |
| Ch. 4 | Analyzing style drift in hedge funds | 83 |
| Ch. 5 | Hedge fund allocation under higher moments and illiquidity | 105 |
| Ch. 6 | Revisiting the role of hedge funds in diversified portfolios | 128 |
| Ch. 7 | Hedge fund selection : a synthetic desirability index | 151 |
| Ch. 8 | Hedge fund index tracking | 165 |
| Ch. 9 | Designing a long-term wealth maximization strategy for hedge fund managers | 181 |
| Ch. 10 | Profiles of hedge fund indexes against conventional asset style indexes | 197 |
| Ch. 11 | Applying securitization technology to hedge funds | 235 |
| Ch. 12 | Maximum drawdown distributions with volatility persistence | 245 |
| Ch. 13 | A literature review of hedge fund performance studies | 259 |
| Ch. 14 | Investing in hedge funds through multimanager vehicles | 273 |
| Ch. 15 | Performance in the hedge fund industry : an analysis of short- and long-term persistence | 287 |
| Ch. 16 | Further evidence on hedge fund performance : a calendar-time approach | 323 |
| Ch. 17 | Investing in hedge funds : risks, returns, and performance measurement | 341 |
| Ch. 18 | Efficiency of funds of hedge funds : a data envelopment analysis approach | 365 |
| Ch. 19 | The performance of hedge funds in the presence of errors in variables | 381 |
| Ch. 20 | Alternative RAPMs for alternative investments | 403 |
| Ch. 21 | Volatility regimes and hedge fund management | 437 |
| Ch. 22 | Does extreme risk affect the fund of hedge funds composition? | 453 |
| Ch. 23 | A hedge fund investor's guide to understanding managed futures | 473 |
| Ch. 24 | Fat-tail risk in portfolios of hedge funds and traditional investments | 491 |
| Ch. 25 | Skewing your diversification | 515 |
| Ch. 26 | Investable equity long/short hedge funds : properties and behavior | 527 |
| Ch. 27 | Hedge funds and portfolio optimization : a game of its own? | 547 |
| Ch. 28 | Structured products on fund of fund underlyings | 569 |
| Ch. 29 | Hedge funds and the stale pricing issue | 607 |
| Price | Condition | Delivery | Seller | Action |
| $99.99 | Digital |
| WonderClub |
William Tew
reviewed Hedge Funds: Insights in Performance Measurement, Risk Analysis, and Portfolio Allocation on April 16, 2015
Hedge Funds: Insights in Performance Measurement, Risk Analysis, and Portfolio Allocation
So far what I can say about this book: it's clearly written, though, like a lot of books in this genre, it's repetitive; it's insightful; and the author, since he's a psychiatrist, can actually talk about psychology with more authority than Mark Douglas.
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Add Hedge Funds: Insights in Performance Measurement, Risk Analysis, and Portfolio Allocation, Praise for Hedge Funds Yet another excellent collection of research articles on risk management, performance measurement, portfolio allocation, and other quantitative issues related to hedge funds! This one is a must-read for anyone seriously fascinat, Hedge Funds: Insights in Performance Measurement, Risk Analysis, and Portfolio Allocation to the inventory that you are selling on WonderClubX
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Add Hedge Funds: Insights in Performance Measurement, Risk Analysis, and Portfolio Allocation, Praise for Hedge Funds Yet another excellent collection of research articles on risk management, performance measurement, portfolio allocation, and other quantitative issues related to hedge funds! This one is a must-read for anyone seriously fascinat, Hedge Funds: Insights in Performance Measurement, Risk Analysis, and Portfolio Allocation to your collection on WonderClub |
