Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation / Greg N. Gregoriou ... [et al.]

Author : Gregoriou, Greg N
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Hedge funds : insights in performance measurement,...

This book contains the topics include integrating hedge funds into the traditional portfolio--Hedge fund allocation under higher moment and illiquidity--Applying securirization technology to hedge funds--common factor strategies for hedge funds-- analysis of risk adjusted performance of global assets-- Fat tail risk in porfolios of hedge funds and Hedge funds and the stale pricing issue

Publisher : Hoboken N.J. : John Wiley & Sons. Inc.
Publish Year : 2005
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