(0)
 
Hedge Funds : an Analytic Perspective (Advances in Financial Engineering) (Advances in Financial Engineering (3))
by Lo, Andrew W.

Overview -

The hedge fund industry has grown dramatically over the last two decades, with more than eight thousand funds now controlling close to two trillion dollars. Originally intended for the wealthy, these private investments have now attracted a much broader following that includes pension funds and retail investors. Because hedge funds are largely unregulated and shrouded in secrecy, they have developed a mystique and allure that can beguile even the most experienced investor. In Hedge Funds, Andrew Lo--one of the world's most respected financial economists--addresses the pressing need for a systematic framework for managing hedge fund investments.

Arguing that hedge funds have very different risk and return characteristics than traditional investments, Lo constructs new tools for analyzing their dynamics, including measures of illiquidity exposure and performance smoothing, linear and nonlinear risk models that capture alternative betas, econometric models of hedge fund failure rates, and integrated investment processes for alternative investments. He concludes with a case study of quantitative equity strategies in August 2007, and presents a sobering outlook regarding the systemic risks posed by this industry.

-- "The Economist"

  Read Full Product Description
 
Paperback
$54.78

In Stock with our New/Used Market Vendor. Allow up to 30 days for delivery. Tracking is not available for this item.

FREE Shipping is not available for this item.help

 
 

Seller Information

More Books
MIAMI, FL, USA

Hedge Funds: An Analytic Perspective - Updated Edition (Trade paperback)
Pub. Date: 2010
Publisher: Princeton University Press
Price: $40.26
Seller: Alibris, Sparks, NV, USA
Condition: New.
Notes: Trade paperback (US). Glued binding. 361 p. Contains: Illustrations, black & white, Line drawings, black & white, Tables, black & white, Figures, Charts. Advances in Financial Engineering, 3.
Hedge Funds: an Analytic Perspective (Paperback Or Softback) (Paperback or Softback)
Pub. Date: 7/26/2010
Publisher: Princeton University Press
Price: $41.17
Seller: BargainBookStores, Grand Rapids, MI, USA
Description: Hedge Funds: An Analytic Perspective (Paperback or Softback)
Condition: New in New jacket
 
 
  • [-] Other Available Formats
    Seller Information
    Price
     
     
    Hedge Funds (Trade paperback)
    Pub. Date: 2010
    Publisher: Princeton University Press
    Condition: New in new dust jacket.

    Blackwell's
    Gloucester, Gloucestershire, GBR
    $45.60
     
     
    Hedge Funds: An Analytic Perspective - Updated Edition (Trade paperback)
    Pub. Date: 2010
    Publisher: Princeton University Press
    Description: 100% Money Back Guarantee. Brand New, Perfect Condition. We offer expedited shipping to all US locations. Over 3, 000, 000 happy customers.
    Condition: New.
    Notes: Trade paperback (US). Glued binding. 361 p. Contains: Illustrations, black & white, Line drawings, black & white, Tables, black & white, Figures, Charts. Advances in Financial Engineering, 3.

    GreatBookPrices-
    Columbia, MD, USA
    $40.25
     
     
    Hedge Funds (Softcover)
    Pub. Date: 7/16/2010 12: 00: 00 AM
    Publisher: Princeton University Press
    Notes: PLEASE NOTE: WE ARE CURRENTLY ONLY SHIPPING TO ADDRESSES WITHIN THE USA. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Please note we cannot offer an expedited shipping service from the UK.

    Paperbackshop
    Glendale Heights, IL, USA
    $41.68
     
     
    Hedge Funds: An Analytic Perspective - Updated Edition (Trade paperback)
    Pub. Date: 2010
    Publisher: Princeton University Press
    Description: 100% Money Back Guarantee. Brand New, Perfect Condition. We offer expedited shipping to all US locations. Over 3, 000, 000 happy customers.
    Condition: Fine.
    Notes: Trade paperback (US). Glued binding. 361 p. Contains: Illustrations, black & white, Line drawings, black & white, Tables, black & white, Figures, Charts. Advances in Financial Engineering, 3.

    GreatBookPrices-
    Columbia, MD, USA
    $54.77
     
     
    Hedge Funds (Trade paperback)
    Pub. Date: 2010
    Publisher: Princeton University Press
    Condition: NEW
    Notes: 9780691145983 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. For all enquiries, please contact Herb Tandree Philosophy Books directly-customer service is our primary goal.

    Herb Tandree Philosophy Books
    Stroud, Glos, GBR
    $59.33
     
     
    Hedge Funds: an Analytic Perspective (Advances in Financial Engineering) (Paperback)
    Pub. Date: 2010-07-21
    Publisher: Princeton University Press
    Condition: New
    Notes: BRAND NEW BOOK! Shipped within 24-48 hours. Normal delivery time is 5-12 days.

    AwesomeBooksUK
    PO BOX 318, OXON, GBR
    $64.43
     
     
    Hedge Funds: an Analytic Perspective (Advances in Financial Engineering) (Advances in Financial Engineering (3)) (Paperback)
    Pub. Date: 2010
    Publisher: Princeton University Press
    Description: 100% Brand New!
    Condition: Fine

    More Books
    MIAMI, FL, USA
    $54.78
     
     
 
 

More About Hedge Funds by Lo, Andrew W.
 
 
 
Overview

The hedge fund industry has grown dramatically over the last two decades, with more than eight thousand funds now controlling close to two trillion dollars. Originally intended for the wealthy, these private investments have now attracted a much broader following that includes pension funds and retail investors. Because hedge funds are largely unregulated and shrouded in secrecy, they have developed a mystique and allure that can beguile even the most experienced investor. In Hedge Funds, Andrew Lo--one of the world's most respected financial economists--addresses the pressing need for a systematic framework for managing hedge fund investments.

Arguing that hedge funds have very different risk and return characteristics than traditional investments, Lo constructs new tools for analyzing their dynamics, including measures of illiquidity exposure and performance smoothing, linear and nonlinear risk models that capture alternative betas, econometric models of hedge fund failure rates, and integrated investment processes for alternative investments. He concludes with a case study of quantitative equity strategies in August 2007, and presents a sobering outlook regarding the systemic risks posed by this industry.

-- "The Economist"

This item is fulfilled by our new and used marketplace. For more information, view our glossary of terms and abbreviations.
 
Details
  • PID: 16096914975
  • ISBN-13: 9780691145983
  • Publisher: Princeton University Press
  • Seller: More Books
    Description: 100% Brand New!