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Hedge Funds

Literature Survey, Classification and Modeling

Jezik EngleskiEngleski
Knjiga Meki uvez
Knjiga Hedge Funds Nandita Das
Libristo kod: 06826281
Nakladnici VDM Verlag, rujan 2009
The term hedge fund is used to describe a wide range of investments that vary in terms of size, st... Cijeli opis
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The term hedge fund is used to describe a wide range of investments that vary in terms of size, strategy, and organizational structure. Hedge funds, which have enjoyed healthy growth in recent past, became popular for their philosophy of trying to outperform the market through individual security selection, by taking market neutral positions in an effort to protect financial capital in times of market volatility. The objective of this work is to explore different areas of hedge fund research, and it summarizes the academic work when hedge funds were at the peak of their popularity. It explores data bias, contributes to the classification methods, and performance attribution of hedge funds. Hedge fund databases vary with the types of funds included and their classifications, leading to difficulties in the comparison of research results on fund performance. Cluster analysis is used to classify hedge funds, and analytical models using exact factor-pricing are developed to explain hedge fund returns.

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Informacije o knjizi

Puni naziv Hedge Funds
Autor Nandita Das
Jezik Engleski
Uvez Knjiga - Meki uvez
Datum izdanja 2009
Broj stranica 280
EAN 9783639180572
ISBN 3639180577
Libristo kod 06826281
Nakladnici VDM Verlag
Težina 413
Dimenzije 152 x 229 x 16
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