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Hedgefunds : an analytic perspective

Author: Andrew W Lo
Publisher: Princeton : Princeton University Press, ©2010.
Series: Advances in financial engineering.
Edition/Format:   eBook : Document : English : Rev. and expanded edView all editions and formats
Summary:
"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  Read more...
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Lo, Andrew W. (Andrew Wen-Chuan).
Hedgefunds.
Princeton : Princeton University Press, ©2010
(OCoLC)559807510
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Andrew W Lo
ISBN: 9781400835812 140083581X
OCLC Number: 659768710
Description: 1 online resource (xxiv, 361 pages, [12] pages of plates) : illustrations (some color).
Contents: Note continued: 9.1. Risk Management as a Source of Alpha --
9.2. Risk Preferences --
9.3. Hedge Funds and the Efficient Markets Hypothesis --
9.4. Regulating Hedge Funds --
10. What Happened to the Quants in August 2007? --
10.1. Terminology --
10.2. Anatomy of a Long/Short Equity Strategy --
10.3. What Happened in August 2007? --
10.4. Comparing August 2007 with August 1998 --
10.5. Total Assets, Expected Returns, and Leverage --
10.6. Unwind Hypothesis --
10.7. Illiquidity Exposure --
10.8. Network View of the Hedge Fund Industry --
10.9. Did Quant Fail? --
10.10. Qualifications and Extensions --
10.11. Current Outlook --
11. Jumping the Gates --
11.1. Linear Risk Models --
11.2. Beta Overlays --
11.3. Hedging Long/Short Equity Managers --
11.4. Dynamic Implementations of Beta Overlays --
11.5. Conclusion --
Appendix --
A.1. Lipper TASS Category Definitions --
A.2. CS/Tremont Category Definitions --
A.3. Matlab Loeb Function tloeb --
A.4. GMM Estimators for the AP Decomposition --
A.5. Constrained Optimization --
A.6. Contrarian Trading Strategy --
A.7. Statistical Significance of Aggregate Autocorrelations --
A.8. Beta-Blocker and Beta-Repositioning Strategies --
A.9. Tracking Error.
Series Title: Advances in financial engineering.
Other Titles: Hedge funds
Responsibility: Andrew W. Lo.

Abstract:

The hedge fund industry has grown dramatically over the years. Originally intended for the wealthy, these private investments have attracted a much broader following that includes pension funds and  Read more...

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"Andrew Lo is a major figure in finance so his new book on the fast-moving world of hedge funds ought to be in the 'must read' category... The book is the authoritative distillation into an Read more...

 
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