Investing in Hedge Funds (e-bog) af Demirtas, Ozgur
Demirtas, Ozgur (forfatter)

Investing in Hedge Funds e-bog

238,03 DKK (inkl. moms 297,54 DKK)
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 publish...
E-bog 238,03 DKK
Forfattere Demirtas, Ozgur (forfatter)
Udgivet 29 juni 2013
Længde 186 sider
Genrer Management accounting, bookkeeping and auditing
Sprog English
Format pdf
Beskyttelse LCP
ISBN 9780124051690
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. 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