Hedge Funds An Analytic Perspective (New Edition).

Type

Book

Authors

Lo, Andrew W.

ISBN 13

9781400835812

Tags

Financial economists, Hedge funds, Funds, Electronic books

Description

The hedge fund industry has grown dramatically over the last two decades, with more than eight thousand funds now controlling close to two trillion dollars. Originally intended for the wealthy, these private investments have now attracted a much broader following that includes pension funds and retail investors. Because hedge funds are largely unregulated and shrouded in secrecy, they have developed a mystique and allure that can beguile even the most experienced investor. In Hedge Funds, Andrew Lo--one of the world's most respected financial economists--addresses the pressing need for a syst

Biblio Notes

Notes:
Description based upon print version of record.

Cover; Contents; List of Tables; List of Figures; List of Color Plates; Acknowledgments; 1 Introduction; 2 Basic Properties of Hedge Fund Returns; 3 Serial Correlation, Smoothed Returns, and Illiquidity; 4 Optimal Liquidity; 5 Hedge Fund Beta Replication; 6 A New Measure of Active Investment Management; 7 Hedge Funds and Systemic Risk; 8 An Integrated Hedge Fund Investment Process; 9 Practical Considerations; 10 What Happened to the Quants in August 2007?; 11 Jumping the Gates; Appendix; References; Index;

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