Handbook of Hedge FundsA 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 L’habitant’s 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 L’habitant (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. |
Contents
5 | |
37 | |
Contents | 75 |
Operational and Organizational Structures | 85 |
Understanding the Tools Used by Hedge Funds | 121 |
HEDGE FUND STRATEGIES AND TRADE EXAMPLES | 157 |
LongShort Equity Strategies | 163 |
Dedicated Short | 187 |
Managed Futures and Commodity Trading Advisors CTAs | 351 |
A Smorgasbord of Other Strategies | 373 |
Contents | 382 |
MEASURING RETURNS RISKS AND PERFORMANCE | 401 |
Return Statistics and Risk | 423 |
RiskAdjusted Performance Measures | 451 |
Databases Indices and Benchmarks | 479 |
Contents | 513 |
Equity Market Neutral | 197 |
Contents | 215 |
Merger Arbitrage | 243 |
Convertible Arbitrage | 269 |
Fixed Income Arbitrage | 297 |
Emerging Markets | 311 |
Global Macro | 327 |
Asset Allocation and Hedge Funds | 537 |
A Route Through the Maze | 569 |
Funds of Hedge Funds | 579 |
Structured Products on Hedge Funds | 591 |
Conclusions | 615 |
Index | 625 |