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Investing in Hedge Funds: A Guide to Measuring Risk and Return Characteristics - Softcover

Bali, Turan G.

 
9780124047310: Investing in Hedge Funds: A Guide to Measuring Risk and Return Characteristics
Softcover
ISBN 10: 0124047319 ISBN 13: 9780124047310
Verlag: Academic Press, 2013

Inhaltsangabe

This book will present a comprehensive view of the risk characteristics, risk-adjusted performances, and risk exposures of various hedge fund indices. It will distinguish itself from other books and journal articles by focusing solely on hedge fund indices and emphasizing tail risk as a predictor of hedge fund index returns. The three chapters in this short book have not been previously published.

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Über die Autorinnen und Autoren

Turan G. Bali is Dean's Research Professor of Finance at Georgetown University. He is widely published and ranked 15th among 4,987 academics based on publications in 18 finance journals during the period 2000-2005. He serves as an associate editor for 5 leading finance journals and is a founding member of the Society for Financial Econometrics.

Yigit Atilgan holds a Ph.D. from Baruch College, CUNY and an MA from the Simon School, University of Rochester. He writes regularly about investments, options, and international finance.

Holding a Ph.D. from Boston College, Ozgur Demirtas has published in the Journal of Monetary Economics, the Journal of Banking and Finance, and the Journal of Financial and Quantitative Analysis, among others. He has won numerous awards for his scholarship and his teaching.

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Verlag
Academic Press
Erscheinungsdatum
2013
Sprache
Englisch
ISBN 10 
0124047319
ISBN 13 
9780124047310
Einband
Taschenbuch
Auflage
1
Anzahl der Seiten
186
Kontakt zum Hersteller
Elsevier Science & Technology
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