Extent:
Online-Ressource (148 p)
Series:
Type of publication: Book / Working Paper
Language: English
Notes:
Description based upon print version of record
Cover; Contents; Part I: The Basics; Chapter 1: Introduction; Chapter 2: So You Want to Be a Hedge Fund Manager; Chapter 3: An Illustrative Hedge Fund Strategy: Arbitrage; Chapter 4: Market-Making Mechanics; Chapter 5: Introduction to Company Valuation; Part II: Investing Fundamentals: CAPM and EMH; Chapter 6: How Valuation Is Used by Hedge Funds; Chapter 7: Framework for Investing: The Capital Asset Pricing Model (CAPM); Chapter 8: The Efficient Market Hypothesis (EMH)-Its Three Versions; Chapter 9: The Fundamental Lawof Active Portfolio Management
Part III: Market Simulation and Portfolio ConstructionChapter 10: Modern Portfolio Theory: The Efficient Frontier and Portfolio Optimization; Chapter 11: Event Studies; Chapter 12: Overcoming Data Quirks to Design Trading Strategies; Chapter 13: Data Sources; Chapter 14: Back Testing Strategies; Part IV: Case Study and Issues; Chapter 15: Hedge Fund Case Study: Long Term Capital Management (LTCM); Chapter 16: Opportunities and Challenges for Hedge Funds; Teaching Cases; Glossary; Summary; Index; Ad page; Cover
ISBN: 978-1-63157-089-6 ; 978-1-63157-090-2 ; 978-1-63157-089-6
Source:
ECONIS - Online Catalogue of the ZBW
Persistent link: https://www.econbiz.de/10012678340