Hedge Fund Alpha: A Framework for Generating and Understanding Investment Performance
Hedge funds are perhaps the hottest topic in finance today, but little material of substance to date has been written on the topic. Most books focus on how to set up a hedge fund and the basic strategies, while few to none focus on what matters most: generating and understanding investment performance. This book takes an exclusive look at the latter, including an analysis of the areas that are most likely to generate strong investment returns OCo namely, the emerging markets of Brazil, Russia, India and China. The book will be invaluable to not only financial professionals, but anyone interested in learning about hedge funds and their future.
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allocation analysis Anomaly Fund assets average behavior benchmark best execution beta billion bond market Brazil Capital Management capital markets Chapter China Chinese Convertible Arbitrage correlation create discussed due diligence earnings ECNs economic evaluated example exposure firms fixed income focus fund management company fund of funds fund’s futures Global Macro Goldman Sachs Google growth Hedge Fund Alpha hedge fund industry hedge fund managers Hedge Fund Research hedge fund strategies illiquid impact incentive fee increased Indian intentionally left blank interest rates investment strategy leverage liquidity long-term losses manager’s market capitalization MDE Group measures MICEX multistrategy fund options performance period positive private equity quantitative relative replication result risk adjusted returns risk management Russian Rutgers Business School sector securities shares Sharpe Ratio Short Equity short selling Sortino Ratio Statistical Arbitrage Stock Exchange stock market trading Trend volatility VWAP