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
Forlag
Academic Press
Udgivet
29 juni 2013
Længde
186 sider
Genrer
Management accounting, bookkeeping and auditing
Sprog
English
Format
epub
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