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What hedge funds really do : an introduction to portfolio management /

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Salvato in:
Autori principali: Romero, Philip J. (Autore), Balch, Tucker (Autore)
Natura: Elettronico eBook
Lingua:inglese
Pubblicazione: New York, New York (222 East 46th Street, New York, NY 10017) : Business Expert Press, 2014.
Edizione:First edition.
Serie:2014 digital library.
Economics collection.
Soggetti:
Hedge funds.
Portfolio management.
absolute return
active investment management
arbitrage
capital asset pricing model
CAPM
derivatives
exchange traded funds
ETF
fat tails
finance
hedge funds
hedging
high-frequency trading
HFT
investing
investment management
long/short
modern portfolio theory
MPT
optimization
quant
quantitative trading strategies
portfolio construction
portfolio management
portfolio optimization
trading
trading strategies
Wall Street
Accesso online:An electronic book accessible through the World Wide Web; click to view
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Abstract:What do hedge funds really do? These lightly regulated funds continually innovate new investing and trading strategies to take advantage of temporary mispricing of assets (when their market price deviates from their intrinsic value). These techniques are shrouded in mystery, which permits hedge fund managers to charge exceptionally high fees. While the details of each fund's approach are carefully guarded trade secrets, this book draws the curtain back on the core building blocks of many hedge fund strategies.
Descrizione del documento:Includes index.
Part of: 2014 digital library.
Descrizione fisica:1 online resource (viii, 136 pages) : illustrations.
Also available in print.
Natura:Mode of access: World Wide Web.
System requirements: Adobe Acrobat reader.
ISBN:9781631570902
ISSN:2163-7628
Accesso:Access restricted to authorized users and institutions.

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