What hedge funds really do : an introduction to portfolio management /
Guardat en:
| Autors principals: | , |
|---|---|
| Format: | Electrònic eBook |
| Idioma: | anglès |
| Publicat: |
New York, New York (222 East 46th Street, New York, NY 10017) :
Business Expert Press,
2014.
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| Edició: | First edition. |
| Col·lecció: | 2014 digital library.
Economics collection. |
| Matèries: | |
| Accés en línia: | An electronic book accessible through the World Wide Web; click to view |
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Taula de continguts:
- Part I. The basics
- 1. Introduction
- 2. So you want to be a hedge fund manager
- 3. An illustrative hedge fund strategy: arbitrage
- 4. Market-making mechanics
- 5. Introduction to company valuation
- Part II. Investing fundamentals: CAPM and EMH
- 6. How valuation is used by hedge funds
- 7. Framework for investing: the capital asset pricing model (CAPM)
- 8. The efficient market hypothesis (EMH), its three versions
- 9. The fundamental law of active portfolio management
- Part III. Market simulation and portfolio construction
- 10. Modern portfolio theory: the efficient frontier and portfolio optimization
- 11. Event studies
- 12. Overcoming data quirks to design trading strategies
- 13. Data sources
- 14. Back testing strategies
- Part IV. Case study and issues
- 15. Hedge fund case study: long term capital management (LTCM)
- 16. Opportunities and challenges for hedge funds
- Teaching cases
- Glossary
- Summary
- Index.