Andrew W. Lo Hedge Funds (Paperback) Advances in Financial Engineering

Description: Further DetailsTitle: Hedge FundsCondition: NewEAN: 9780691145983ISBN: 9780691145983Publisher: Princeton University PressFormat: PaperbackRelease Date: 07/21/2010Item Height: 235mmItem Length: 152mmItem Weight: 567gAuthor: Andrew W. LoLanguage: EnglishSubtitle: An Analytic Perspective - Updated EditionISBN-10: 0691145989Description: 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.Country/Region of Manufacture: USGenre: Business & FinanceBook Series: Advances in Financial EngineeringEdition: Updated EditionRelease Year: 2010 Missing Information?Please contact us if any details are missing and where possible we will add the information to our listing.

Price: 57.82 USD

Location: 60502

End Time: 2025-01-20T10:35:52.000Z

Shipping Cost: 0 USD