Electronic Resource
Investing in hedge funds : a guide to measuring risk and return characteristics
This book will present a comprehensive view of the risk characteristics, risk-adjusted performances, and risk exposures of various hedge fund indices. It will distinguish itself from other books and journal articles by focusing solely on hedge fund indices and emphasizing tail risk as a predictor of hedge fund index returns. The three chapters in this short book have not been previously published.
Key Features
Presents new insights about the investability and performance measurement of an investor’s final portfolio
Uses most recently developed investable hedge fund indexes to revise previous analyses of indexes
Focuses on 14 distinct types of hedge fund indices with daily data from January 1994 to December 2011
Ketersediaan
Informasi Detail
- Judul Seri
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- No. Panggil
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E96
- Penerbit
- Oxford, Great Britain : Academic Press., 2013
- Deskripsi Fisik
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viii, 177 hlm. : il.
- Bahasa
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English
- ISBN/ISSN
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9780124047310
- Klasifikasi
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NONE
- Tipe Isi
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text
- Tipe Media
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computer
- Tipe Pembawa
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online resource
- Edisi
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- Subjek
- Info Detail Spesifik
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- Pernyataan Tanggungjawab
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Turan G. Bali, Yigit Atilgan and K. Ozgur Demirtas
Versi lain/terkait
Tidak tersedia versi lain
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