Investing in Hedge Funds

A Guide to Measuring Risk and Return Characteristics

Business & Finance, Finance & Investing, Banks & Banking, Personal Finance, Money Management
Cover of the book Investing in Hedge Funds by Turan Bali, Yigit Atilgan, Ozgur Demirtas, Elsevier Science
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Turan Bali, Yigit Atilgan, Ozgur Demirtas ISBN: 9780124051690
Publisher: Elsevier Science Publication: June 29, 2013
Imprint: Academic Press Language: English
Author: Turan Bali, Yigit Atilgan, Ozgur Demirtas
ISBN: 9780124051690
Publisher: Elsevier Science
Publication: June 29, 2013
Imprint: Academic Press
Language: English

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.

  • Presents new insights about the investability and performance measurement of an investor’s final portfolio
  • Uses most recently developed investable hedge fund indexes to revise previous analyses of indexes
  • Focuses on 14 distinct types of hedge fund indices with daily data from January 1994 to December 2011
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

More books from Elsevier Science

Cover of the book Fundamentals of Quantum Mechanics by Turan Bali, Yigit Atilgan, Ozgur Demirtas
Cover of the book Fermentation and Biochemical Engineering Handbook by Turan Bali, Yigit Atilgan, Ozgur Demirtas
Cover of the book MRI Atlas of Human White Matter by Turan Bali, Yigit Atilgan, Ozgur Demirtas
Cover of the book Project Finance in Theory and Practice by Turan Bali, Yigit Atilgan, Ozgur Demirtas
Cover of the book Electronics and Communications for Scientists and Engineers by Turan Bali, Yigit Atilgan, Ozgur Demirtas
Cover of the book Handbook of Advanced Chromatography /Mass Spectrometry Techniques by Turan Bali, Yigit Atilgan, Ozgur Demirtas
Cover of the book Lexical Ambiguity Resolution by Turan Bali, Yigit Atilgan, Ozgur Demirtas
Cover of the book Classical and Recent Aspects of Power System Optimization by Turan Bali, Yigit Atilgan, Ozgur Demirtas
Cover of the book Parkinson's Disease by Turan Bali, Yigit Atilgan, Ozgur Demirtas
Cover of the book The Dark Triad of Personality by Turan Bali, Yigit Atilgan, Ozgur Demirtas
Cover of the book Logging and Log Management by Turan Bali, Yigit Atilgan, Ozgur Demirtas
Cover of the book Studies in Natural Products Chemistry by Turan Bali, Yigit Atilgan, Ozgur Demirtas
Cover of the book New Pesticides and Soil Sensors by Turan Bali, Yigit Atilgan, Ozgur Demirtas
Cover of the book Metabolic Aspects of Aging by Turan Bali, Yigit Atilgan, Ozgur Demirtas
Cover of the book Impacts and Insights of the Gorkha Earthquake by Turan Bali, Yigit Atilgan, Ozgur Demirtas
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy