All about hedge funds

XXVI, 374 S.

graph. Darst.

Includes bibliographical references

Preface -- Introduction: major themes and organization of the book -- Introduction to hedge funds -- What is a hedge fund? -- Regulation of hedge funds -- Hedge fund organization -- Hedge fund service providers -- Hedge fund toolkit -- Short selling, and leverage -- Derivatives : weapons of financial mass destruction? -- History and overview of the hedge fund industry -- History of hedge funds -- Hedge funds, shadow banking and systemic risk -- Key events in the development of hedge funds : long term capital management and the credit and liquidity crisis -- Hedge fund performance : mounting criticism and changing benchmarks -- Mounting criticism of the hedge fund performance -- Is smaller better in hedge funds? -- Measuring hedge fund performance -- Statistical measures of performance -- Dispersion and persistence of hedge fund returns -- Hedge fund strategies -- Overview of hedge fund strategies -- Equity hedge strategies -- Event driven strategies -- Relative value strategies -- Global macro strategies -- Hedge fund of funds -- Hedge funds and investment portfolios -- Modern portfolio theory and efficient market hypothesis -- Behavioral critique of efficient market hypothesis -- Institutionalization of hedge funds -- Hedge funds and retail investors -- Managing hedge fund portfolios -- Manager selection and due diligence -- Portfolio construction, asset allocation, and risk management -- Recent hedge fund scandals : madoff, bayout, and insider trading -- Conclusion -- Glossary -- Bibliography -- Appendix A: Model due diligence questionnaire for hedge fund investors -- Appendix B: Exhibit replicators -- Appendix C: Internet resources -- Appendix D: Regulatory agency resources.

ECONIS - Online Catalogue of the ZBW