Hedge Funds

Name: Hedge Funds
Brand: VDM Verlag Dr. Mueller E.K.
SKU: 9783836498838
Price: 79.68 EUR
Availability: InStock

Alternative Investment Strategies and Portfolio Models

Автор: Wolfgang Mader

Език:

Корици: С меки корици

Издател: VDM Verlag Dr. Mueller E.K.

Наличност: Външен склад

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79.68 € 155.84 лв

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

Информация за книгата

Автор

Wolfgang Mader

Език

Английски език

Корици

Книга - С меки корици

Издадена

2008

страници

312

EAN

9783836498838

ISBN

3836498839

Enbook ID

07003422

Издател

VDM Verlag Dr. Mueller E.K.

Теглоt

417

Размери

152 x 229 x 17

Пълно описание

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

Информация за книгата

Пълно описание

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