What hedge funds really do : : an introduction to portfolio management /

What hedge funds really do : : an introduction to portfolio management / / Philip J. Romero and Tucker Balch.

What do hedge funds really do? These lightly regulated funds continually innovate new investing and trading strategies to take advantage of temporary mispricing of assets (when their market price deviates from their intrinsic value). These techniques are shrouded in mystery, which permits hedge fund...

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Superior document:Economics collection,
VerfasserIn:
Romero, Philip J.,
Balch, Tucker.,
TeilnehmendeR:
Balch, Tucker.,
Place / Publishing House:New York, New York (222 East 46th Street, New York, NY 10017) : : Business Expert Press,, 2014.
Year of Publication:2014
Edition:First edition.
Language:English
Series:2014 digital library.
Economics collection.
Online Access:
Physical Description:1 online resource (viii, 136 pages) :; illustrations.
Notes:
  • Includes index.
  • Part of: 2014 digital library.
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id 5001771351
ctrlnum (MiAaPQ)5001771351
(Au-PeEL)EBL1771351
(CaPaEBR)ebr10940893
(CaONFJC)MIL638898
(OCoLC)889552326
collection bib_alma
record_format marc
spelling Romero, Philip J., author.
What hedge funds really do : an introduction to portfolio management / Philip J. Romero and Tucker Balch.
First edition.
New York, New York (222 East 46th Street, New York, NY 10017) : Business Expert Press, 2014.
1 online resource (viii, 136 pages) : illustrations.
text rdacontent
computer rdamedia
online resource rdacarrier
Economics collection, 2163-7628
Includes index.
Part of: 2014 digital library.
Part I. The basics -- 1. Introduction -- 2. So you want to be a hedge fund manager -- 3. An illustrative hedge fund strategy: arbitrage -- 4. Market-making mechanics -- 5. Introduction to company valuation -- Part II. Investing fundamentals: CAPM and EMH -- 6. How valuation is used by hedge funds -- 7. Framework for investing: the capital asset pricing model (CAPM) -- 8. The efficient market hypothesis (EMH), its three versions -- 9. The fundamental law of active portfolio management -- Part III. Market simulation and portfolio construction -- 10. Modern portfolio theory: the efficient frontier and portfolio optimization -- 11. Event studies -- 12. Overcoming data quirks to design trading strategies -- 13. Data sources -- 14. Back testing strategies -- Part IV. Case study and issues -- 15. Hedge fund case study: long term capital management (LTCM) -- 16. Opportunities and challenges for hedge funds -- Teaching cases -- Glossary -- Summary -- Index.
Access restricted to authorized users and institutions.
What do hedge funds really do? These lightly regulated funds continually innovate new investing and trading strategies to take advantage of temporary mispricing of assets (when their market price deviates from their intrinsic value). These techniques are shrouded in mystery, which permits hedge fund managers to charge exceptionally high fees. While the details of each fund's approach are carefully guarded trade secrets, this book draws the curtain back on the core building blocks of many hedge fund strategies.
Title from PDF title page (viewed on September 26, 2014).
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Hedge funds.
Portfolio management.
absolute return
active investment management
arbitrage
capital asset pricing model
CAPM
derivatives
exchange traded funds
ETF
fat tails
finance
hedge funds
hedging
high-frequency trading
HFT
investing
investment management
long/short
modern portfolio theory
MPT
optimization
quant
quantitative trading strategies
portfolio construction
portfolio management
portfolio optimization
trading
trading strategies
Wall Street
Electronic books.
Balch, Tucker., author.
Print version: 9781631570896
ProQuest (Firm)
2014 digital library.
Economics collection. 2163-7628
https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=1771351 Click to View
language English
format eBook
author Romero, Philip J.,
Balch, Tucker.,
spellingShingle Romero, Philip J.,
Balch, Tucker.,
What hedge funds really do : an introduction to portfolio management /
Economics collection,
Part I. The basics -- 1. Introduction -- 2. So you want to be a hedge fund manager -- 3. An illustrative hedge fund strategy: arbitrage -- 4. Market-making mechanics -- 5. Introduction to company valuation -- Part II. Investing fundamentals: CAPM and EMH -- 6. How valuation is used by hedge funds -- 7. Framework for investing: the capital asset pricing model (CAPM) -- 8. The efficient market hypothesis (EMH), its three versions -- 9. The fundamental law of active portfolio management -- Part III. Market simulation and portfolio construction -- 10. Modern portfolio theory: the efficient frontier and portfolio optimization -- 11. Event studies -- 12. Overcoming data quirks to design trading strategies -- 13. Data sources -- 14. Back testing strategies -- Part IV. Case study and issues -- 15. Hedge fund case study: long term capital management (LTCM) -- 16. Opportunities and challenges for hedge funds -- Teaching cases -- Glossary -- Summary -- Index.
author_facet Romero, Philip J.,
Balch, Tucker.,
Balch, Tucker.,
author_variant p j r pj pjr
t b tb
author_role VerfasserIn
VerfasserIn
author2 Balch, Tucker.,
author2_role TeilnehmendeR
author_sort Romero, Philip J.,
title What hedge funds really do : an introduction to portfolio management /
title_sub an introduction to portfolio management /
title_full What hedge funds really do : an introduction to portfolio management / Philip J. Romero and Tucker Balch.
title_fullStr What hedge funds really do : an introduction to portfolio management / Philip J. Romero and Tucker Balch.
title_full_unstemmed What hedge funds really do : an introduction to portfolio management / Philip J. Romero and Tucker Balch.
title_auth What hedge funds really do : an introduction to portfolio management /
title_new What hedge funds really do :
title_sort what hedge funds really do : an introduction to portfolio management /
series Economics collection,
series2 Economics collection,
publisher Business Expert Press,
publishDate 2014
physical 1 online resource (viii, 136 pages) : illustrations.
edition First edition.
contents Part I. The basics -- 1. Introduction -- 2. So you want to be a hedge fund manager -- 3. An illustrative hedge fund strategy: arbitrage -- 4. Market-making mechanics -- 5. Introduction to company valuation -- Part II. Investing fundamentals: CAPM and EMH -- 6. How valuation is used by hedge funds -- 7. Framework for investing: the capital asset pricing model (CAPM) -- 8. The efficient market hypothesis (EMH), its three versions -- 9. The fundamental law of active portfolio management -- Part III. Market simulation and portfolio construction -- 10. Modern portfolio theory: the efficient frontier and portfolio optimization -- 11. Event studies -- 12. Overcoming data quirks to design trading strategies -- 13. Data sources -- 14. Back testing strategies -- Part IV. Case study and issues -- 15. Hedge fund case study: long term capital management (LTCM) -- 16. Opportunities and challenges for hedge funds -- Teaching cases -- Glossary -- Summary -- Index.
isbn 9781631570902
9781631570896
issn 2163-7628
callnumber-first H - Social Science
callnumber-subject HG - Finance
callnumber-label HG4530
callnumber-sort HG 44530 R658 42014
genre Electronic books.
genre_facet Electronic books.
url https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=1771351
illustrated Illustrated
dewey-hundreds 300 - Social sciences
dewey-tens 330 - Economics
dewey-ones 332 - Financial economics
dewey-full 332.6327
dewey-sort 3332.6327
dewey-raw 332.6327
dewey-search 332.6327
oclc_num 889552326
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