Evaluating Hedge Fund And Cta Performance
DOWNLOAD
Download Evaluating Hedge Fund And Cta Performance PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Evaluating Hedge Fund And Cta Performance book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Evaluating Hedge Fund And Cta Performance
DOWNLOAD
Author : Greg N. Gregoriou
language : en
Publisher: John Wiley & Sons
Release Date : 2005-05-06
Evaluating Hedge Fund And Cta Performance written by Greg N. Gregoriou and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-05-06 with Business & Economics categories.
Introducing Data Envelopment Analysis (DEA) -- a quantitative approach to assess the performance of hedge funds, funds of hedge funds, and commmodity trading advisors. Steep yourself in this approach with this important new book by Greg Gregoriou and Joe Zhu. "This book steps beyond the traditional trade-off between single variables for risk and return in the determination of investment portfolios. For the first time, a comprehensive procedure is presented to compose portfolios using multiple measures of risk and return simultaneously. This approach represents a watershed in portfolio construction techniques and is especially useful for hedge fund and CTA offerings." -- Richard E. Oberuc, CEO, Burlington Hall Asset Management, Inc. Chairman, Foundation for Managed Derivatives Research Order your copy today!
Evaluating Hedge Fund Performance
DOWNLOAD
Author : Vinh Q. Tran
language : en
Publisher: John Wiley & Sons
Release Date : 2007-02-10
Evaluating Hedge Fund Performance written by Vinh Q. Tran and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-02-10 with Business & Economics categories.
A comprehensive look at hedge fund performance issues In Evaluating Hedge Fund Performance, Dr. Vinh Tran gives readers the information they need to construct an efficient hedge fund portfolio based on their own level of knowledge. From evaluating hedge funds to picking the winners, Dr. Tran covers some of the most important issues related to this flexible investment vehicle. Evaluating Hedge Fund Performance takes the standard hedge fund book to a new level by detailing how to manage the risk of hedge funds and offering the best methods to evaluate and monitor hedge funds. With strategy based on interviews and data from experts in the field, this book is a must-read for any investor or manager who is investing in hedge funds.
Performance Evaluation Of Hedge Funds
DOWNLOAD
Author : Greg N. Gregoriou
language : en
Publisher: Beard Books
Release Date : 2003
Performance Evaluation Of Hedge Funds written by Greg N. Gregoriou and has been published by Beard Books this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with Business & Economics categories.
Contains incisive articles dealing with quantitative and qualitative analyses of hedge funds.
Trend Following With Managed Futures
DOWNLOAD
Author : Alex Greyserman
language : en
Publisher: John Wiley & Sons
Release Date : 2014-08-25
Trend Following With Managed Futures written by Alex Greyserman and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-08-25 with Business & Economics categories.
An all-inclusive guide to trend following As more and more savvy investors move into the space, trend following has become one of the most popular investment strategies. Written for investors and investment managers, Trend Following with Managed Futures offers an insightful overview of both the basics and theoretical foundations for trend following. The book also includes in-depth coverage of more advanced technical aspects of systematic trend following. The book examines relevant topics such as: Trend following as an alternative asset class Benchmarking and factor decomposition Applications for trend following in an investment portfolio And many more By focusing on the investor perspective, Trend Following with Managed Futures is a groundbreaking and invaluable resource for anyone interested in modern systematic trend following.
Commodity Trading Advisors
DOWNLOAD
Author : Greg N. Gregoriou
language : en
Publisher: John Wiley & Sons
Release Date : 2011-09-02
Commodity Trading Advisors written by Greg N. Gregoriou and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-09-02 with Business & Economics categories.
Authoritative, up-to-date research and analysis that provides a dramatic new understanding of the rewards-and risks-of investing in CTAs Commodity Trading Advisors (CTAs) are an increasingly popular and potentially profitable investment alternative for institutional investors and high-net-worth individuals. Commodity Trading Advisors is one of the first books to study their performance in detail and analyze the "survivorship bias" present in CTA performance data. This book investigates the many benefits and risks associated with CTAs, examining the risk/return characteristics of a number of different strategies deployed by CTAs from a sophisticated investor's perspective. A contributed work, its editors and contributing authors are among today's leading voices on the topic of commodity trading advisors and a veritable "Who's Who" in hedge fund and CTA research. Greg N. Gregoriou (Plattsburgh, NY) is a Visiting Assistant Professor of Finance and Research Coordinator in the School of Business and Economics at the State University of New York. Vassilios N. Karavas (Amherst, MA) is Director of Research at Schneeweis Partners. Francois-Serge Lhabitant (Coppet, Switzerland) is a FAME Research Fellow, and a Professor of Finance at EDHEC (France) and at HEC University of Lausanne (Switzerland). Fabrice Rouah (Montreal, Quebec) is Institut de Finance Mathématique de Montréal Scholar in the finance program at McGill University.
Your Essential Guide To Quantitative Hedge Fund Investing
DOWNLOAD
Author : Marat Molyboga
language : en
Publisher: CRC Press
Release Date : 2023-07-18
Your Essential Guide To Quantitative Hedge Fund Investing written by Marat Molyboga and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-07-18 with Business & Economics categories.
Your Essential Guide to Quantitative Hedge Fund Investing provides a conceptual framework for understanding effective hedge fund investment strategies. The book offers a mathematically rigorous exploration of different topics, framed in an easy to digest set of examples and analogies, including stories from some legendary hedge fund investors. Readers will be guided from the historical to the cutting edge, while building a framework of understanding that encompasses it all. Features Filled with novel examples and analogies from within and beyond the world of finance Suitable for practitioners and graduate-level students with a passion for understanding the complexities that lie behind the raw mechanics of quantitative hedge fund investment A unique insight from an author with experience of both the practical and academic spheres.
Hedge Funds
DOWNLOAD
Author : Greg N. Gregoriou
language : en
Publisher: Beard Books
Release Date : 2003
Hedge Funds written by Greg N. Gregoriou and has been published by Beard Books this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with Business & Economics categories.
Twenty-one contributions from academics and practitioners discuss recent research on hedge funds. Aimed at investment professionals and high net worth individuals, the text deals with current methods of hedge fund tracking, evaluation, and selection. Sample topics include convertible arbitrage funds
Quantitative Models For Performance Evaluation And Benchmarking
DOWNLOAD
Author : Joe Zhu
language : en
Publisher: Springer Science & Business Media
Release Date : 2008-10-20
Quantitative Models For Performance Evaluation And Benchmarking written by Joe Zhu and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-10-20 with Business & Economics categories.
Managers are often under great pressure to improve the performance of their organizations. To improve performance, one needs to constantly evaluate operations or processes related to producing products, providing services, and marketing and selling products. Performance evaluation and benchmarking are a widely used method to identify and adopt best practices as a means to improve performance and increase productivity, and are particularly valuable when no objective or engineered standard is available to define efficient and effective performance. For this reason, benchmarking is often used in managing service operations, because service standards (benchmarks) are more difficult to define than manufacturing standards. Benchmarks can be established but they are somewhat limited as they work with single measurements one at a time. It is difficult to evaluate an organization’s performance when there are multiple inputs and outputs to the system. The difficulties are further enhanced when the relationships between the inputs and the outputs are complex and involve unknown tradeoffs. It is critical to show benchmarks where multiple measurements exist. The current book introduces the methodology of data envelopment analysis (DEA) and its uses in performance evaluation and benchmarking under the context of multiple performance measures.
Hedge Funds
DOWNLOAD
Author : Greg N. Gregoriou
language : en
Publisher: John Wiley & Sons
Release Date : 2011-08-04
Hedge Funds written by Greg N. Gregoriou and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-08-04 with Business & Economics categories.
Whether already experienced with hedge funds or just thinking about investing in them, readers need a firm understanding of this unique investment vehicle in order to achieve maximum success. Hedge Funds unites over thirty of the top practitioners and academics in the hedge fund industry to provide readers with the latest findings in this field. Their analysis deals with a variety of topics, from new methods of performance evaluation to portfolio allocation and risk/return matters. Although some of the information is technical in nature, an understanding and applicability of the results as well as theoretical developments are stressed. Filled with in-depth insight and expert advice, Hedge Funds helps readers make the most of this flexible investment vehicle.
Performance Evaluation And Attribution Of Security Portfolios
DOWNLOAD
Author : Bernd R. Fischer
language : en
Publisher: Academic Press
Release Date : 2012-12-31
Performance Evaluation And Attribution Of Security Portfolios written by Bernd R. Fischer and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-31 with Business & Economics categories.
Just how successful is that investment? Measuring portfolio performance requires evaluation (measuring portfolio results against benchmarks) and attribution (determining individual results of the portfolio's parts), In this book, a professor and an asset manager show readers how to use theories, applications, and real data to understand these tools. Unlike others, Fischer and Wermers teach readers how to pick the theories and applications that fit their specific needs. With material inspired by the recent financial crisis, Fischer and Wermers bring new clarity to defining investment success. - Gives readers the theories and the empirical tools to handle their own data - Features practice problems formerly from the CFA Program curriculum.