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| Material Type: | Internet resource |
|---|---|
| Document Type: | Book, Internet Resource |
| All Authors / Contributors: |
Andrew W Lo |
| ISBN: | 9780691132945 0691132941 |
| OCLC Number: | 183879857 |
| Description: | xxiv, 337 p. : ill. (some col.) ; 24 cm. |
| Contents: | Introduction -- Basic properties of Hedge fund returns -- Serial correlation, smoothed returns, and illiquidity -- Optimal liquidity -- Hedge fund Beta replication -- A new measure of active investment management -- Hedge funds and systemic risk -- An integrated Hedge fund investment process -- Practical considerations -- What happened to the quants in August 2007. |
| Series Title: | Advances in financial engineering |
| Other Titles: | Hedge funds |
| Responsibility: | Andrew W. Lo. |
| More information: |
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