Hedge funds : myths and limits
著者
書誌事項
Hedge funds : myths and limits
Wiley, c2002
大学図書館所蔵 全12件
注記
Includes bibliographical references (p. [257]-263) and index
内容説明・目次
内容説明
Full coverage of how hedge funds work, from risks to rewards
L'Habitant discusses--from an investor's perspective--the potential uses, risks, and returns in hedge funds, while offering both the qualitative and quantitative tools investors need to access these types of funds. Topics not normally covered in discussions of hedge funds are included, such as how to include hedge funds in traditional portfolios, database differences, and non-transparency. A practical guide to a growing, yet little understood, segment of the financial industry.
Francois-Serge L'Habitant, PhD (Geneva, Switzerland), is Head of Quantitative Risk Management at Union Bancaire Privee in Geneva, Switzerland. A former computer engineer, he previously served as Director of UBS Private Banking Division.
Over the years, financial professionals around the world have looked to the Wiley Finance series and its wide array of bestselling books for the knowledge, insights, and techniques that are essential to success in financial markets. As the pace of change in financial markets and instruments quickens, Wiley Finance continues to respond. With critically acclaimed books by leading thinkers on value investing, risk management, asset allocation, and many other critical subjects, the Wiley Finance series provides the financial community with information they want. Written to provide professionals and individuals with the most current thinking from the best minds in the industry, it is no wonder that the Wiley Finance series is the first and last stop for financial professionals looking to increase their financial expertise.
目次
Introduction
Part One Hedge Fund Overview
The Basics Revisited.
Legal Environment and Structures.
Operational and Organizational Structures.
Part Two Hedge Fund Strategies
Introduction to Strategies.
The Tools used by Hedge Funds.
Long/Short Strategies.
Arbitrage and Relative Value Strategies.
Event-Driven Strategies.
Directional Strategies.
Hedge Fund Indices.
Hedge Fund Performance: Beyond Net Asset Values.
Part Three Hedge Fund Investing
Introduction.
Asset Allocation
Hedge Fund Selection
Funds of Funds: The Quest for Meta-diversification.
Capital Guaranteed Products.
Advanced Topics: inside the black box
Conclusions.
Appendix: The Statistics of Hedge Funds.
Useful Sources of Information.
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