000 04397nam a2200889 i 4500
001 EBC1771351
003 MiAaPQ
007 cr cnu||||||||
008 140926s2014 nyua foa 001 0 eng d
020 _a9781631570902
_qe-book
020 _z9781631570896
_qpaperback
035 _a(OCoLC)891574343
035 _a(CaBNVSL)swl00404006
035 _a(MiAaPQ)EBC1771351
035 _a(Au-PeEL)EBL1771351
035 _a(CaPaEBR)ebr10940893
035 _a(CaONFJC)MIL638898
035 _a(OCoLC)889552326
040 _aMiAaPQ
_beng
_erda
_epn
_cMiAaPQ
_dMiAaPQ
050 4 _aHG4530
_b.R658 2014
082 0 _a332.6327
_223
100 1 _aRomero, Philip J.,
_eauthor.
245 1 0 _aWhat hedge funds really do :
_ban introduction to portfolio management /
_cPhilip J. Romero and Tucker Balch.
250 _aFirst edition.
264 1 _aNew York, New York (222 East 46th Street, New York, NY 10017) :
_bBusiness Expert Press,
_c2014.
300 _a1 online resource (viii, 136 pages) :
_billustrations.
336 _atext
_2rdacontent
337 _acomputer
_2rdamedia
338 _aonline resource
_2rdacarrier
490 1 _aEconomics collection,
_x2163-7628
500 _aIncludes index.
500 _aPart of: 2014 digital library.
505 0 _aPart I. The basics -- 1. Introduction -- 2. So you want to be a hedge fund manager -- 3. An illustrative hedge fund strategy: arbitrage -- 4. Market-making mechanics -- 5. Introduction to company valuation -- Part II. Investing fundamentals: CAPM and EMH -- 6. How valuation is used by hedge funds -- 7. Framework for investing: the capital asset pricing model (CAPM) -- 8. The efficient market hypothesis (EMH), its three versions -- 9. The fundamental law of active portfolio management -- Part III. Market simulation and portfolio construction -- 10. Modern portfolio theory: the efficient frontier and portfolio optimization -- 11. Event studies -- 12. Overcoming data quirks to design trading strategies -- 13. Data sources -- 14. Back testing strategies -- Part IV. Case study and issues -- 15. Hedge fund case study: long term capital management (LTCM) -- 16. Opportunities and challenges for hedge funds -- Teaching cases -- Glossary -- Summary -- Index.
506 _aAccess restricted to authorized users and institutions.
520 3 _aWhat do hedge funds really do? These lightly regulated funds continually innovate new investing and trading strategies to take advantage of temporary mispricing of assets (when their market price deviates from their intrinsic value). These techniques are shrouded in mystery, which permits hedge fund managers to charge exceptionally high fees. While the details of each fund's approach are carefully guarded trade secrets, this book draws the curtain back on the core building blocks of many hedge fund strategies.
588 _aTitle from PDF title page (viewed on September 26, 2014).
590 _aElectronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
650 0 _aHedge funds.
650 0 _aPortfolio management.
653 _aabsolute return
653 _aactive investment management
653 _aarbitrage
653 _acapital asset pricing model
653 _aCAPM
653 _aderivatives
653 _aexchange traded funds
653 _aETF
653 _afat tails
653 _afinance
653 _ahedge funds
653 _ahedging
653 _ahigh-frequency trading
653 _aHFT
653 _ainvesting
653 _ainvestment management
653 _along/short
653 _amodern portfolio theory
653 _aMPT
653 _aoptimization
653 _aquant
653 _aquantitative trading strategies
653 _aportfolio construction
653 _aportfolio management
653 _aportfolio optimization
653 _atrading
653 _atrading strategies
653 _aWall Street
655 4 _aElectronic books.
700 1 _aBalch, Tucker.,
_eauthor.
776 0 8 _iPrint version:
_z9781631570896
797 2 _aProQuest (Firm)
830 0 _a2014 digital library.
830 0 _aEconomics collection.
_x2163-7628
856 4 0 _uhttps://ebookcentral.proquest.com/lib/kliuc-ebooks/detail.action?docID=1771351
_zClick to View
942 _2lcc
_cEBK
999 _c271772
_d271772