François-Serge Lhabitant

Handbook of Hedge Funds (eBook, ePUB)

• Format: ePub

Produktbeschreibung

A comprehensive guide to the burgeoning hedge fund industry Intended as a comprehensive reference for investors and fund and portfolio managers, Handbook of Hedge Funds combines new material with updated information from Francois-Serge L'habitant's two other successful hedge fund books. This book features up-to-date regulatory and historical information, new case studies and trade examples, detailed analyses of investment strategies, discussions of hedge fund indices and databases, and tips on portfolio construction. Francois-Serge L'habitant (Geneva, Switzerland) is the Head of Investment Research at Kedge Capital. He is Professor of Finance at the University of Lausanne and at EDHEC Business School, as well as the author of five books, including Hedge Funds: Quantitative Insights (0-470-85667-X) and Hedge Funds: Myths & Limits (0-470-84477-9), both from Wiley.

---

Dieser Download kann aus rechtlichen Gründen nur mit Rechnungsadresse in A, B, BG, CY, CZ, D, DK, EW, E, FIN, F, GR, HR, H, IRL, I, LT, L, LR, M, NL, PL, P, R, S, SLO, SK ausgeliefert werden.

Produktdetails

• Verlag: John Wiley & Sons
• Seitenzahl: 654
• Erscheinungstermin: 24. März 2011
• Englisch
• ISBN-13: 9781119995241
• Artikelnr.: 38253888

Autorenporträt

About the author FRANÇOIS-SERGE LHABITANT, PhD, is Chief Investment Officer at Kedge Capital in London. He was formerly a Member of Senior Management at Union Bancaire Privée, and prior to this, a Director at UBS/Global Asset Management. On the academic side, he is a Professor of Finance at the University of Lausanne and at EDHEC Business School. His specialist skills are in the areas of alternative investment (hedge funds) and emerging markets. He is the author of several books on these two subjects and has published numerous research and scientific popularisation articles. He is also a member of the Scientific Council of the Autorité des Marches Financiers, the French regulatory body. "Lhabitant takes us from the early 1930s to the latest cutting edge research in the field of hedge funds, blending both theoretical and practical information in this handbook and leaving no stone unturned. This new updated text with its panoply of new information, loads of examples and cases for educational purposes is well worth the investment. It is a must for beginners, institutional investors and money managers, lawyers, accountants, academics. In essence the bible of hedge fund books, you cannot ask for better." --Greg N. Gregoriou, Ph.D, Associate Professor of Finance, State University of New York (Plattsburgh)

Inhaltsangabe

Foreword by Mark Anson. 1 Introduction. PART I HEDGE FUND OVERVIEW. 2
History Revisited. 3 Legal Environment. 4 Operational and Organizational
Structures. 5 Understanding the Tools Used by Hedge Funds. PART II HEDGE
FUND STRATEGIES AND TRADE EXAMPLES. 6 Introduction. 7 Long/Short Equity
Strategies. 8 Dedicated Short. 9 Equity Market Neutral. 10 Distressed
Securities. 11 Merger Arbitrage. 12 Convertible Arbitrage. 13 Fixed Income
Arbitrage. 14 Emerging Markets. 15 Global Macro. 16 Managed Futures and
Commodity Trading Advisors (CTAs). 17 A Smorgasbord of Other Strategies.
PART III MEASURING RETURNS, RISKS AND PERFORMANCE. 18 Measuring Net Asset
Values and Returns. 19 Return Statistics and Risk. 20 Risk-Adjusted
Performance Measures. 21 Databases, Indices and Benchmarks. PART IV
INVESTING IN HEDGE FUNDS. 22 Introduction. 23 Revisiting the Benefits and
Risks of Hedge Fund Investing. 24 Asset Allocation and Hedge Funds. 25
Hedge Fund Selection: A Route Through the Maze. 26 Funds of Hedge Funds. 27
Structured Products on Hedge Funds. 28 Conclusions. Bibliography. Index.

Rezensionen

"...Das 'Handbook of Hedge Funds'deckt ein breites Spektrum zum Thema Hedgefonds ab und ist für Praktiker und Akademiker geeignet, die sich einen umfassenden Überblick zu dieser Asset-Klasse verschaffen wollen bzw. vertiefende Kenntnisse anstreben. Ein wichtiges Standardwerk..."
Absolut report Nr 36 Feb/März 2007