000 | 04397nam a2200889 i 4500 | ||
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001 | EBC1771351 | ||
003 | MiAaPQ | ||
007 | cr cnu|||||||| | ||
008 | 140926s2014 nyua foa 001 0 eng d | ||
020 |
_a9781631570902 _qe-book |
||
020 |
_z9781631570896 _qpaperback |
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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 |
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337 |
_acomputer _2rdamedia |
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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 |
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999 |
_c271772 _d271772 |