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Hedge Funds An Analytic Perspective Advances in Financial Engineering 1st Edition by Andrew Lo ISBN 0691145989 978-0691145983

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Hedge Funds An Analytic Perspective Updated Edition Advances in Financial Engineering 3 Lo Digital Instant Download

Author(s): Lo, Andrew W.
ISBN(s): 9780691145983, 0691145989
Edition: Revised
File Details: PDF, 2.36 MB
Year: 2010
Language: english
SKU: EB-36152570 Category: Tags: ,

Hedge Funds An Analytic Perspective  Advances in Financial Engineering 1st Edition by  Andrew W. Lo – Ebook PDF Instant Download/Delivery:  0691145989,  978-0691145983
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ISBN 10:  0691145989 

ISBN 13: 978-0691145983

Author: Andrew W. Lo 

The hedge fund industry has grown dramatically over the last two decades, with more than eight thousand funds now controlling close to two trillion dollars. Originally intended for the wealthy, these private investments have now attracted a much broader following that includes pension funds and retail investors. Because hedge funds are largely unregulated and shrouded in secrecy, they have developed a mystique and allure that can beguile even the most experienced investor. In Hedge Funds, Andrew Lo–one of the world’s most respected financial economists–addresses the pressing need for a systematic framework for managing hedge fund investments.

Arguing that hedge funds have very different risk and return characteristics than traditional investments, Lo constructs new tools for analyzing their dynamics, including measures of illiquidity exposure and performance smoothing, linear and nonlinear risk models that capture alternative betas, econometric models of hedge fund failure rates, and integrated investment processes for alternative investments. In a new chapter, he looks at how the strategies for and regulation of hedge funds have changed in the aftermath of the financial crisis.

Table of contents: 

  1. Introduction

  2. Basic Properties of Hedge Fund Returns

  3. Serial Correlation, Smoothed Returns, and Illiquidity

  4. Optimal Liquidity

  5. Hedge Fund Beta Replication

  6. A New Measure of Active Investment Management

  7. Hedge Funds and Systemic Risk

  8. An Integrated Hedge Fund Investment Process

  9. Practical Considerations

  10. What Happened to the Quants in August 2007?

  11. Jumping the Gates

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Tags: Andrew Lo, Hedge Funds, Analytic Perspective, Financial Engineering