Hedge Funds: Strategies, Risk Assessment, and Returns

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Greg N. Gregoriou, Vassilios N. Karavas, Fabrice Rouah
Beard Books, 2003 - Business & Economics - 408 pages
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Twenty-one contributions from academics and practitioners discuss recent research on hedge funds. Aimed at investment professionals and high net worth individuals, the text deals with current methods of hedge fund tracking, evaluation, and selection. Sample topics include convertible arbitrage funds
 

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Contents

IV
3
V
28
VI
49
VII
63
VIII
72
IX
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X
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XI
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XVII
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XVIII
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XIX
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XX
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XXI
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XXII
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XXIII
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XXIV
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XXV
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XXVI
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XXVII
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Copyright

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Page 5 - Put not all thine eggs in the one basket" — which is but a manner of saying, "Scatter your money and your attention"; but the wise man saith, "Put all your eggs in the one basket and — WATCH THAT BASKET.
Page xi - UNSW, Solicitor of the Supreme Court of Queensland and High Court of Australia, is a Senior Lecturer in the Faculty of Law at the University of Technology, Sydney, and coordinates the postgraduate Master of Taxation Law and Master of Financial Services Law courses at UTS.

About the author (2003)

Greg N. Gregoriou is assistant professor of finance and coordinator of faculty research in the School in Business and Economics at State University of New York (SUNY, Plattsburgh). He has authored over 35 articles on hedge funds and managed futures in various U.S. and U.K. peer-reviewed publications. He is also hedge fund editor for the Derivatives Use, Trading and Regulation a peer-reviewed journal published by Henry Stewart Publications in London, England and was awarded the best paper prize with Fabrice Rouah and Robert Auger at the Administrative Sciences Association of Canada (ASAC) Conference in London, Ontario in May 2001. He has over 20 professional publications in brokerage and pension fund magazines. He currently provides hedge fund and CTA quantitative and qualitative research for a large Canadian corporation and specializes in the construction and monitoring of funds of hedge funds using advanced statistical techniques with Fabrice Rouah.

Vassilios N. Karavas is currently Director of Research at Schneeweis Partners in Amherst, Massachusetts. His research focus is on alternative optimization techniques ranging from disequilibrium market models to hedge fund portfolio selection. Vassilis holds a Ph.D. in Operations Research from the University of Massachusetts at Amherst, a Ms. and a Diploma in Industrial Engineering from the Technical University of Crete - Chania, Greece. He is also a research associate of Center for International Securities and Derivatives Market (CISDM).

Fabrice Rouah is Institut de Finance Mathématique de Montréal (IFM2) Scholar, and Ph.D. Candidate in Finance, McGill University, Montreal, Quebec. Mr. Rouah is a former Faculty Lecturer and Consulting Statistician in the Department of Mathematics and Statistics at McGill University. He specializes on the statistical and stochastic modeling of hedge funds, managed futures, and CTAs, and is a regular contributor in peer-reviewed academic publications on alternative investments.

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