Lhabitant Handbook of Hedge Funds

1. Auflage 2011
ISBN: 978-1-119-99524-1
Verlag: John Wiley & Sons
Format: EPUB
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 654 Seiten, E-Book

Reihe: Wiley Finance

A comprehensive guide to the burgeoning hedge fund industry
Intended as a comprehensive reference for investors and fund andportfolio managers, Handbook of Hedge Funds combines new materialwith updated information from Francois-SergeL'habitant's two other successful hedge fund books.This book features up-to-date regulatory and historicalinformation, new case studies and trade examples, detailed analysesof investment strategies, discussions of hedge fund indices anddatabases, and tips on portfolio construction.
Francois-Serge L'habitant (Geneva, Switzerland) isthe Head of Investment Research at Kedge Capital. He is Professorof Finance at the University of Lausanne and at EDHEC BusinessSchool, as well as the author of five books, including HedgeFunds: Quantitative Insights (0-470-85667-X) and HedgeFunds: Myths & Limits (0-470-84477-9), both from Wiley.

Autoren/Hrsg.

Lhabitant, François-Serge

Inhaltsverzeichnis

Foreword by Mark Anson.
1 Introduction.
PART I HEDGE FUND OVERVIEW.
2 History Revisited.
3 Legal Environment.
4 Operational and Organizational Structures.
5 Understanding the Tools Used by Hedge Funds.
PART II HEDGE FUND STRATEGIES AND TRADE EXAMPLES.
6 Introduction.
7 Long/Short Equity Strategies.
8 Dedicated Short.
9 Equity Market Neutral.
10 Distressed Securities.
11 Merger Arbitrage.
12 Convertible Arbitrage.
13 Fixed Income Arbitrage.
14 Emerging Markets.
15 Global Macro.
16 Managed Futures and Commodity Trading Advisors(CTAs).
17 A Smorgasbord of Other Strategies.
PART III MEASURING RETURNS, RISKS AND PERFORMANCE.
18 Measuring Net Asset Values and Returns.
19 Return Statistics and Risk.
20 Risk-Adjusted Performance Measures.
21 Databases, Indices and Benchmarks.
PART IV INVESTING IN HEDGE FUNDS.
22 Introduction.
23 Revisiting the Benefits and Risks of Hedge FundInvesting.
24 Asset Allocation and Hedge Funds.
25 Hedge Fund Selection: A Route Through the Maze.
26 Funds of Hedge Funds.
27 Structured Products on Hedge Funds.
28 Conclusions.
Bibliography.
Index.

Über Autor(innen)

FRANÇOIS-SERGE LHABITANT, PhD, is Head of Investment Research at Kedge Capital in London. He was formerly a Member of Senior Management at Union Bancaire Privée, and prior to this, a Director at UBS/Global Asset Management. On the academic side, he is a Professor of Finance at the University of Lausanne and at EDHEC Business School. His specialist skills are in the areas of alternative investment (hedge funds) and emerging markets. He is the author of several books on these two subjects and has published numerous research and scientific popularisation articles. He is also a member of the Scientific Council of the Autorité des Marches Financiers, the French regulatory body.