Hedge Funds (Quantitative Insights) || Regression Analysis

✍ Scribed by Lhabitant, François-Serge

• Book ID: 120935759
• Publisher: John Wiley & Sons Ltd
• Year: 2013
• Tongue: English
• Weight: 223 KB
• Edition: 1
• Category: Article
• ISBN: 047085667X
• DOI: 10.1002/9781118673546.ch7

✦ Synopsis

Hedge Funds: Quantitative Insights Is Essential Reading For Finance Practitioners, Including Portfolio Managers, Qualitative And Quantitative Analysts, Consultants And Investors - Both Institutional And Private. It Could Also Prove Useful To Students Of Finance Who Want A Better Understanding Of What Goes On In The Hedge Fund World.--book Jacket. Measuring Return And Risk -- Characteristics Of Hedge Funds -- Measuring Return -- Return And Risk Statistics -- Risk-adjusted Performance Measures -- Databases, Indices And Benchmarks -- Understanding The Nature Of Hedge Fund Returns And Risks -- Covariance And Correlation -- Regression Analysis -- Asset-pricing Models -- Styles, Clusters And Classification -- Allocating Capital To Hedge Funds -- Revisiting The Benefits And Risks Of Hedge Fund Investing -- Strategic Asset Allocation -- From Portfolio Optimizing To Risk Budgeting -- Risk Measurement And Management. François-serge Lhabitant. Includes Bibliographical References (p. [325]-334) And Index.