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Investing in Hedge Funds: A Guide to Measuring Risk and Return Characteristics

Investing in Hedge Funds: A Guide to Measuring Risk and Return Characteristics - Paperback

by Turan Bali, Yigit Atilgan, Ozgur Demirtas
$43.99
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Availability:In StockContributor:Turan Bali, Yigit Atilgan, Ozgur DemirtasTheme:Aspects (Academic)/Business AspectsPublish date:7/10/2013Pages:186
Languages:EnglishPublisher:Academic PressISBN-13:9780124047310ISBN-10:0124047319UPC:9780124047310Book Category:Business & EconomicsBook Subcategory:Banks & Banking, Investments & Securities, Personal FinanceBook Topic:Mutual Funds, Money ManagementSize:9.00 x 6.00 x 0.40 inchesWeight:0.254Product ID:SCX2C5B6NP

This book will present a comprehensive view of the risk characteristics, risk-adjusted performances, and risk exposures of various hedge fund indices. It will distinguish itself from other books and journal articles by focusing solely on hedge fund indices and emphasizing tail risk as a predictor of hedge fund index returns. The three chapters in this short book have not been previously published.

Languages:EnglishPublisher:Academic PressISBN-13:9780124047310ISBN-10:0124047319UPC:9780124047310Book Category:Business & EconomicsBook Subcategory:Banks & Banking, Investments & Securities, Personal FinanceBook Topic:Mutual Funds, Money ManagementSize:9.00 x 6.00 x 0.40 inchesWeight:0.254Product ID:SCX2C5B6NP
Demirtas, Ozgur: - Holding a Ph.D. from Boston College, Ozgur Demirtas has published in the Journal of Monetary Economics, the Journal of Banking and Finance, and the Journal of Financial and Quantitative Analysis, among others. He has won numerous awards for his scholarship and his teaching.Bali, Turan: - Turan G. Bali is Dean's Research Professor of Finance at Georgetown University. He is widely published and ranked 15th among 4,987 academics based on publications in 18 finance journals during the period 2000-2005. He serves as an associate editor for 5 leading finance journals and is a founding member of the Society for Financial Econometrics.Atilgan, Yigit: - Yigit Atilgan holds a Ph.D. from Baruch College, CUNY and an MA from the Simon School, University of Rochester. He writes regularly about investments, options, and international finance.
Publisher: Academic Press

Contributor(s)

Turan Bali, Yigit Atilgan, Ozgur Demirtas

Authors

Turan Bali, Yigit Atilgan, Ozgur Demirtas

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