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008 210830t20102010nju fo d z eng d
020 _a9780691145983
_qprint
020 _a9781400835812
_qPDF
024 7 _a10.1515/9781400835812
_2doi
035 _a(DE-B1597)9781400835812
035 _a(DE-B1597)446968
035 _a(OCoLC)979623876
040 _aDE-B1597
_beng
_cDE-B1597
_erda
072 7 _aBUS036000
_2bisacsh
082 0 4 _a332.64524
084 _aonline - DeGruyter
100 1 _aLo, Andrew W.
_eautore
245 1 0 _aHedge Funds :
_bAn Analytic Perspective - Updated Edition /
_cAndrew W. Lo.
250 _aUpdated
264 1 _aPrinceton, NJ :
_bPrinceton University Press,
_c[2010]
264 4 _c©2010
300 _a1 online resource (400 p.) :
_b14 color illus. 34 line illus. 60 tables.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 0 _aAdvances in Financial Engineering ;
_v3
505 0 0 _tFrontmatter --
_tContents --
_tTables --
_tFigures --
_tColor Plates --
_tAcknowledgments --
_t1 Introduction --
_t2 BasicPropertiesof Hedge Fund Returns --
_t3. Serial Correlation, Smoothed Returns, and Illiquidity --
_t4 Optimal Liquidity --
_t5 Hedge Fund Beta Replication --
_t6 A New Measure of Active Investment Management --
_t7 Hedge Funds and Systemic Risk --
_t8 An Integrated Hedge Fund Investment Process --
_t9 Practical Considerations --
_t10 What Happened to the Quants in August 2007? --
_t11 Jumping the Gates --
_tAppendix --
_tReferences --
_tIndex
506 0 _arestricted access
_uhttp://purl.org/coar/access_right/c_16ec
_fonline access with authorization
_2star
520 _aThe 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.
530 _aIssued also in print.
538 _aMode of access: Internet via World Wide Web.
546 _aIn English.
588 0 _aDescription based on online resource; title from PDF title page (publisher's Web site, viewed 30. Aug 2021)
650 0 _aBusiness.
650 0 _aHedge funds.
650 7 _aBUSINESS & ECONOMICS / Investments & Securities / General.
_2bisacsh
850 _aIT-RoAPU
856 4 0 _uhttps://doi.org/10.1515/9781400835812
856 4 0 _uhttps://www.degruyter.com/isbn/9781400835812
856 4 2 _3Cover
_uhttps://www.degruyter.com/cover/covers/9781400835812.jpg
942 _cEB
999 _c206215
_d206215