Hedge Funds

Name: Hedge Funds
Brand: VDM Verlag Dr. Mueller E.K.
SKU: 9783836498838
Price: 1833 CZK
Availability: InStock

Alternative Investment Strategies and Portfolio Models

Autor: Wolfgang Mader

Jazyk:

Vazba: Brožovaná

Vydavatel: VDM Verlag Dr. Mueller E.K.

Dostupnost: Skladem u dodavatele

Odesíláme za 14-21 dnů

1 833 Kč

Over the years there has been growing interest from investors in more complex hedge fund strategies...

Informace o knize

Autor

Wolfgang Mader

Jazyk

Angličtina

Vazba

Kniha - Brožovaná

Vydáno

2008

Stránek

312

EAN

9783836498838

ISBN

3836498839

Enbook ID

07003422

Vydavatel

VDM Verlag Dr. Mueller E.K.

Hmotnost

417

Rozměry

152 x 229 x 17

Kompletní popis

Over the years there has been growing interest from investors in more complex hedge fund strategies and reliable hedge fund data. These investor issues and the question how hedge fund allocations can or should be modeled in a portfolio context form the focus of this work. This book covers a variety of aspects, combining qualitative and quantitative information on the hedge fund industry. Besides the qualitative and quantitative description of the hedge fund universe, a one-period modeling approach for portfolio returns is introduced that is flexible enough to capture the return characteristics of hedge funds. This model is applied in a case study which analyzes a traditional portfolio in which hedge funds are included. This is a major issue for hedge fund investors and, with the model for portfolio returns at hand, we are able to derive optimal allocations to asset classes coupled with an optimization with respect to different risk measures. The book is written for researchers and (potential) hedge fund investors that are interested in the characteristics of this attractive asset class.

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Hedge Funds

Alternative Investment Strategies and Portfolio Models

Informace o knize

Kompletní popis

Mohlo by vás zajímat

Zákaznicí kteří koupili tuto knihu koupili také