Verfügbarkeit: Hedge funds | Technische Universität München

Hedge funds: structure, strategies, and performance

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Bibliographische Detailangaben
Weitere beteiligte Personen:	Baker, H. Kent 1944- (HerausgeberIn), Filbeck, Greg (HerausgeberIn)
Format:	Buch
Sprache:	Englisch
Veröffentlicht:	New York Oxford University Press [2017]
Schlagwörter:	Hedge funds Hedge Fund Aufsatzsammlung
Links:	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=029737268&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=029737268&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA
Umfang:	xxxvi, 655 Seiten Illustrationen, Diagramme
ISBN:	9780190607371

Internformat

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Datensatz im Suchindex

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adam_text	HEDGE FUNDS / / / : : : 2017 TABLE OF CONTENTS / INHALTSVERZEICHNIS ^^ - FINANCIAL CRISES AND EVAPORATING DIVERSIFICATION BENEFITS OF HEDGE FUNDS / MONICA BILLIO AND LORIANA PELIZZON HEDGE FUND REPLICATION / PAUL LAJBCYGIER AND MIKHAIL TUPITSYN HEDGE FUNDS AND PERFORMANCE PERSISITENCE / NAN QIN AND YING WANG BENCHMARK AND BIAS IN HEDGE FUNDS / JEFFREY S. SMITH, KENNETH SMALL, AND PHILLIP NJOROGE STYLE ANALYSIS AND CONSISTENCY / WILLIAM R. MCCUMBER AND JYOTSAANA PARAJULI ISSUES, TRENDS, AND FUTURE PROSPECTS OF HEDGE FUNDS CURRENT HEDGE FUND DEBATES AND CONTROVERSIES / DIANNA PREECE TRENDS AND FUTURE PROSPECTS OF HEDGE FUNDS / HUNTER M. HOLZHAUER DISCUSSION QUESTIONS AND ANSWERS INDEX DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT. Contents List of Figures ix List of Tables xiii Acknowledgments xv About the Editors xvii About the Contributors xix Abbreviations xxxiii Part One INTRODUCTION 1. Hedge Funds Fundamentals 3 H. KENT BAKER AND GREG FILBECK 2. The Economics of Hedge Funds 22 SHANTANU DUTTA, ARUP GANGULY, AND LIN GE 3. The Life Cycle of Hedge Funds: A New Perspective 38 MILA GETMANSKY SHERMAN AND RACHEL (KYUNGYEON) KOH 4. Characteristics of Successful Hedge Fund Managers 60 ASHRAFEE T. HOSSAIN, SAMIR SAADI, AND MAXIM TREFF Part Two THE STRUCTURE OF HEDGE FUNDS 5. Hedge Fund Organization 75 DOUGLAS CUMMING, NA DAI, AND SOFIA JOHAN Contents 6. Hedge Fund Governance 93 LAMIA CHOUROU, ASHRAFEE T. HOSSAIN, AND SAMIR SAADI 7. Activist Hedge Funds 107 TONY CALENDA, CHRISTOPHER MILLIKEN, AND ANDREW C. SPIELER 8. The Tax Framework of Hedge Funds 125 FRANÇOIS-SERGE LH A BITA NT AND MICHEL BROCARD 9. Compensation and Incentives in Hedge Funds 147 GARRETT C. C. SMITH AND GAURAV GUPTA 10. Offshore Hedge Funds 162 ROBERTO 3. SANTILLÁN-SALGADO AND 3 UAN 30SÉ GARCÍA-SANTOS Part Three INVESTMENT STRATEGIES OF HEDGE FUNDS 11. Directional Equity Strategies of Hedge Funds iss ORESTE AULETA AND FILIPPO STEFANINI 12. Event-Driven Hedge Fund Strategies 207 CAROLINE FARRELLY AND FRANÇOIS-SERGE LHABITANT 13. Global Derivatives Hedge Fund Strategies 228 CHRISTOPHER 3. BARNES, EHSAN NIKBAKHT, AND ANDREW C. SPIELER 14. Relative Value Hedge Fund Strategies 242 GEORGE DIKANAROV, 30SEPH MCBRIDE, AND ANDREW C. SPIELER 15. Multistrategy Hedge Funds 259 PAUL-HENRI BAYART-DE-GERMONT AND DANIEL CAPOCCI Contents Part Four RISKS AND REGULATION 16. Risk Measurement and Management for Hedge Funds 283 GUILLAUME WEISANG 17. Hedge Funds and Systemic Risk 305 WULF A. KAAL AND TIMOTHY A. KRAUSE 18. Operational Risk Management for Hedge Funds 320 CLAUS HUBER AND DANIEL IMFELD 19. Hedge Fund Due Diligence 344 JASON SCHARFMAN 20. Hedge Fund Regulation 359 WULF A. KAAL AND DALE A. OESTERLE Part Five HEDGE FUND PERFORMANCE 21. Issues in Hedge Fund Research 379 THUY BUI AND ABHISHEK GANGULY 22. Hedge Fund Pricing 394 DAVID HAMPTON 23. Evaluating Hedge Fund Performance 415 DAVID M. SMITH 24. Financial Crises and Evaporating Diversification Benefits of Hedge Funds 439 MONICA BILLIO, MILA GETMANSKY SHERMAN, AND LORIANA PELIZZON 25. Hedge Fund Replication 4eo MIKHAIL TUPITSYN AND PAUL LAJ BCYGIER 26. Hedge Funds and Performance Persistence 491 NAN QIN AND YING WANG vm Con tents 27. Benchmarking and Bias in Hedge Funds 510 JEFFREY S. SMITH, KENNETH SMALL, AND PHILLIP NJOROGE 28. Style Analysis and Consistency 524 WILLIAM R. MCCUMBER AND JYOTSAANA PARAJULI Part Six ISSUES, TRENDS, AND FUTURE PROSPECTS OF HEDGE FUNDS 29. Current Hedge Fund Debates and Controversies 547 DIANNA C. PREECE 30. Trends and Future Prospects of Hedge Funds 566 HUNTER M. HOLZHAUER Discussion Questions and Answers (Chapters 2—30) 585 Index 623
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spellingShingle	Hedge funds structure, strategies, and performance Hedge funds Hedge Fund (DE-588)4444016-9 gnd
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title	Hedge funds structure, strategies, and performance
title_auth	Hedge funds structure, strategies, and performance
title_exact_search	Hedge funds structure, strategies, and performance
title_full	Hedge funds structure, strategies, and performance H. Kent Baker and Greg Filbeck
title_fullStr	Hedge funds structure, strategies, and performance H. Kent Baker and Greg Filbeck
title_full_unstemmed	Hedge funds structure, strategies, and performance H. Kent Baker and Greg Filbeck
title_short	Hedge funds
title_sort	hedge funds structure strategies and performance
title_sub	structure, strategies, and performance
topic	Hedge funds Hedge Fund (DE-588)4444016-9 gnd
topic_facet	Hedge funds Hedge Fund Aufsatzsammlung
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