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02184nam a2200301 a 4500 |
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20171111234737.0 |
| 008 |
060711s2005 njua ob 000 0 eng d |
| 020 |
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|a 9812569448
|q (electronic bk.)
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| 020 |
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|a 9789812569448
|q (electronic bk.)
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|a 9789812563774
|q (alk. paper)
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|a 9812563776
|q (alk. paper)
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|a 1281881082
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| 020 |
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|a 9781281881083
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| 040 |
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|a N$T
|b eng
|e pn
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| 050 |
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4 |
|a HG4530
|b .W67 2005eb
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| 245 |
0 |
4 |
|a The world of hedge funds :
|b characteristics and analysis /
|c editor H. Gifford Fong.
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| 260 |
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|a New Jersey :
|b World Scientific,
|c ©2005.
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| 300 |
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|a 1 online resource (viii, 208 pages) :
|b illustrations (chiefly color)
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| 504 |
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|a Includes bibliographical references.
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| 505 |
8 |
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|a 3.5 Active versus passive portfolio management3.6 Comparison with portfolio-composition-based style analysis; 4 Choosing Style Benchmarks; 4.1 Asset class misspecification; 4.2 Number of asset classes; 4.3 Sector indexes; 4.4 Low R2 as an indicator of active management; 4.5 Style consistency and changes in management; 4.6 Manager universes and peer evaluation; 5 Style Analysis of Hedge Funds; 5.1 Additional asset classes for return-based style analysis of hedge funds; 5.2 Characterizing the risk in two hedge fund strategies: merger arbitrage and market timing.
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| 505 |
8 |
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|a 5.3 Index choice and survivorship bias5.4 Equity-oriented strategies; 5.5 Stepwise regression to identify major exposures; 6 Conclusions; Acknowledgments; Appendix A: Asset classes; Appendix B: Growth and income funds -- objective and investment strategy; Appendix C: HFR hedge fund classes; Notes; References; Chapter 5 Alternative Investments: CTAs, Hedge Funds, and Funds-of-Funds Bing Liang; 1 Introduction; 2 Data; 3 Performance, Risk, and Fee Structures; 3.1 Performance and risk; 3.2 The asset class factor model.
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| 650 |
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0 |
|a Hedge funds.
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| 650 |
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4 |
|a Hedge funds.
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| 650 |
|
7 |
|a BUSINESS & ECONOMICS
|x Investments & Securities
|x General.
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| 700 |
1 |
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|a Fong, H. Gifford.
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| 856 |
4 |
0 |
|u http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=161368
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| 952 |
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|a CY-NiOUC
|b 5a0466296c5ad14ac1eee540
|c 998a
|d 945l
|e -
|t 1
|x m
|z Books
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