Handbook of Hedge Funds (Google eBook)

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John Wiley & Sons, Mar 23, 2011 - Business & Economics - 654 pages
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A comprehensive guide to the burgeoning hedge fund industry

Intended as a comprehensive reference for investors and fund and portfolio managers, Handbook of Hedge Funds combines new material with updated information from Francois-Serge Líhabitantís two other successful hedge fund books. This book features up-to-date regulatory and historical information, new case studies and trade examples, detailed analyses of investment strategies, discussions of hedge fund indices and databases, and tips on portfolio construction.

Francois-Serge Líhabitant (Geneva, Switzerland) is the Head of Investment Research at Kedge Capital. He is Professor of Finance at the University of Lausanne and at EDHEC Business School, as well as the author of five books, including Hedge Funds: Quantitative Insights (0-470-85667-X) and Hedge Funds: Myths & Limits (0-470-84477-9), both from Wiley.

  

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Contents

Title Page
History Revisited
Legal Environment
Convertible Arbitrage
Operational and Organizational Structures
Understanding the Tools Used by Hedge Funds
Introduction
Dedicated Short
Global Macro
Managed Futures and Commodity Trading Advisors CTAsl
A Smorgasbord of Other Strategies
Measuring Net Asset Values and Returns
Return Statistics and Risk
RiskAdiusted Performance Measures
Introduction
Asset Allocation and Hedge Funds

Equity Market Neutral
Distressed Securities
Merger Arbitrage
SWAPPING
Fixed Income Arbitrage
Emerging Markets
A Route Through the Maze
Funds of Hedge Funds
Structured Products on Hedge Funds
Conclusions
Copyright

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About the author (2011)

FRAN«OIS-SERGE LHABITANT, PhD, is Head of Investment Research at Kedge Capital in London. He was formerly a Member of Senior Management at Union Bancaire Privťe, and prior to this, a Director at UBS/Global Asset Management. On the academic side, he is a Professor of Finance at the University of Lausanne and at EDHEC Business School. His specialist skills are in the areas of alternative investment (hedge funds) and emerging markets. He is the author of several books on these two subjects and has published numerous research and scientific popularisation articles. He is also a member of the Scientific Council of the Autoritť des Marches Financiers, the French regulatory body.

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