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

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Bibliographic Details
Main Authors: Romero, Philip J. (Author), Balch, Tucker (Author)
Format: Electronic eBook
Language:English
Published: New York, New York (222 East 46th Street, New York, NY 10017) : Business Expert Press, 2014.
Edition:First edition.
Series:2014 digital library.
Economics collection.
Subjects:
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
Online Access:An electronic book accessible through the World Wide Web; click to view
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Table of Contents:
  • 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.

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