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Hedge Funds : An Analytic Perspective - Updated Edition

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Title: Hedge Funds : An Analytic Perspective - Updated Edition
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 systematic framework for managing hedge fund investments. Arguing that hedge funds have very different risk and return characteristics than traditional investments, Lo constructs new tools for analyzing their dynamics, including measures of illiquidity exposure and performance smoothing, linear and nonlinear risk models that capture alternative betas, econometric models of hedge fund failure rates, and integrated investment processes for alternative investments. In a new chapter, he looks at how the strategies for and regulation of hedge funds have changed in the aftermath of the financial crisis.
Authors: Andrew W. Lo
Resource Type: eBook.
Subjects: Hedge funds
Categories: BUSINESS & ECONOMICS / Investments & Securities / General, BUSINESS & ECONOMICS / Corporate Finance / General, BUSINESS & ECONOMICS / Finance / General
Database: eBook Collection (EBSCOhost)
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  – Type: ebook-epub
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  Availability: 0
Header DbId: nlebk
DbLabel: eBook Collection (EBSCOhost)
An: 350096
RelevancyScore: 1031
AccessLevel: 6
PubType: eBook
PubTypeId: ebook
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  Data: Hedge Funds : An Analytic Perspective - Updated Edition
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  Data: 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 systematic framework for managing hedge fund investments. Arguing that hedge funds have very different risk and return characteristics than traditional investments, Lo constructs new tools for analyzing their dynamics, including measures of illiquidity exposure and performance smoothing, linear and nonlinear risk models that capture alternative betas, econometric models of hedge fund failure rates, and integrated investment processes for alternative investments. In a new chapter, he looks at how the strategies for and regulation of hedge funds have changed in the aftermath of the financial crisis.
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      – Code: 332.64524
        Scheme: ddc
        Type: prePub
    Languages:
      – Code: eng
        Text: English
    Subjects:
      – SubjectFull: Hedge funds
        Type: general
    Titles:
      – TitleFull: Hedge Funds : An Analytic Perspective - Updated Edition
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            NameFull: Andrew W. Lo
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          Dates:
            – D: 01
              M: 01
              Type: published
              Y: 2010
            – D: 04
              M: 02
              Type: profile
              Y: 2014
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              Value: 9780691145983
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              Value: 9781400835812
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