Document Search
Add To My Bookshelf Sign in or Register Save And Annotate
Keywords:

hedge sign in to follow this
fund sign in to follow this
book sign in to follow this
data sign in to follow this
index sign in to follow this
portfolio sign in to follow this
optimization sign in to follow this
performance sign in to follow this
Categories:

Books sign in to follow this
--Risk Management sign in to follow this
Half-Life:
Impact:
Discuss This Paper
Sign in to follow this page
Recent Comments
  more
Intelligent Hedge Fund Investing
Company: Risk Books
Company Url: Click here to open
Year Of Publication: 2004
Month Of Publication: April
Resource Link: Click here to open
Pages: 350
Download Count: 1252
View Count: 11140
Comment Num: 0
Language: EN
Source:
Who Can Read: Free
Date: 2-22-2004
Publisher: Administrator
Summary
CONTENTS OF THE VOLUME
Foreword
Tanya Beder, Tribeca Investments LLC
Intelligent Hedge Fund Investing: An Introduction
Barry Schachter
SECTION 1: CHALLENGES TO HEDGE FUND INVESTORS
Introduction
Barry Schachter
Hedge Funds vs Common Sense
Harry M. Kat
Understanding Risks Embedded in Portfolios of Hedge Funds
Boris Arabadjiev
Indexing Hedge Fund Indices
No?l Amenc; Lionel Martellini; Mathieu Vaissié
The Benefits and Costs of Illiquidity
Hilary Till
Threading a Rope Through a Needle: How Does a Large-Scale Investor Approach Hedge Funds?
Leola B. Ross
SECTION 2: MEASURING HEDGE FUND PERFORMANCE
Introduction
Barry Schachter
Maximum Drawdown: Further Results
Emmanuel Acar; Amy Middleton
The Alternative Sharpe Ratio
Bernard Lee; Youngju Lee
AIRAP: Alternative Views on Alternative Investments
Milind Sharma
How "Sharpe" are Funds of Funds?
Youngju Lee; Bernard Lee
SECTION 3: IDENTIFYING AND ESTIMATING HEDGE FUND RISKS
Introduction
Barry Schachter
Alternative Approaches to Estimating VaR for Hedge Fund Portfolios
Turan G. Bali; Suleyman Gokcan
A Quantitative Analysis of Hedge Fund Style and Performance
Claus Bang Christiansen; Peter Brink Madsen; Michael Christensen
An Analysis of the Risk Factors Underlying Hedge Fund Returns
John Okunev; Derek White
A Critical Examination of Historical Hedge Fund Returns
Nolke Posthuma; Pieter Jelle van der Sluis
SECTION 4: HEDGE FUNDS IN PORTFOLIOS
Introduction
Barry Schachter
Optimal Hedge Fund Style Allocation Under Higher Moments
Jean-Fran?ois Bacmann; Sébastien Pache
Evaluating Gains from Diversifying into Hedge Funds Using Dynamic Investment Strategies
Niclas Hagelin; Bengt Pramborg
Evaluating Hedge Fund Investments: The Role of Pure Style Indices
Francois-Serge Lhabitant
Author(s)
Schachter, Barry Sign in to follow this author
This document's citation network:
Similar Documents:
Close window
Sign up in one step, no personal information required. Already a Member?



Email:
Repeat Email:
User Name:
Password:
Confirm Password:

Sign Up


Welcome to GloriaMundi!
Thanks for singning up



continue or edit your profile