Hedge Funds: An Analytic Perspective
- ISBN-10
- 0691132941
- ISBN-13
- 9780691132945
- Series
- Hedge Funds
- Category
- Business & Economics
- Pages
- 337
- Language
- English
- Published
- 2008
- Author
- Andrew Wen-Chuan Lo
Description
Arguing that hedge funds have very different risk and return characteristics than traditional investments, Lo constructs new tools for analyzing their dynamics, including measures of illiquidity exposure and performance smoothing, linear and nonlinear risk models that capture alternative betas, econometric models of hedge fund failure rates, and integrated investment processes for alternative investments. In two new chapters, he looks at how the strategies for and regulation of hedge funds have changed in the aftermath of the financial crisis."--Pub. desc.
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Other editions
-
- 2017-07-26
- 704 pages
- Ebook
- Oxford University Press
-
- 2017-07-26
- 704 pages
- Ebook
- Oxford University Press
-
- 2017
- 688 pages
- Paperback
- Oxford University Press
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