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Hedgefunds : an analytic perspective

Author: Andrew W Lo
Publisher: Princeton : Princeton University Press, ©2008.
Series: Advances in financial engineering
Edition/Format: Book : English
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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.
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