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Hedge funds: insights in performance measurement, risk analysis and portfolio allocation

Author: Gregoriou, G. N. ; Hübner, Georges ; Papageorgiou, Nicolas ; Rouah, FabricePublisher: Wiley, 2005.Language: EnglishDescription: 653 p. : Graphs/Ill. ; 24 cm.ISBN: 0471737437Type of document: BookBibliography/Index: Includes bibliographical references and index
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Item type Current location Collection Call number Status Date due Barcode Item holds
Book Asia Campus
Main Collection
Print HG4751 .G74 2005
(Browse shelf)
Available 900094214
Book Europe Campus
Main Collection
Print HG4751 .G74 2005
(Browse shelf)
Available 001174212
Total holds: 0

Includes bibliographical references and index

Hedge funds Porttollo Allocation in Hedge Funds 1 CHAPTW 1 Megrating Hedge Funds into the Wadiional Porttollo Harry M . Kat W T W2 lbtl@ Funds from the Institutional Investor's Perspective Noel Amenc, Felix Goltz, and Lionel Martellini WTHI8 Fumls of Hedge Funds versus Portfolios of Hedge Funds: A Comparative Analysis Daniel Capocci and Valdrie Nevolo alMm4 Amlyzlng Style Drift In Hedge Funds Nolke Posthuma and Pieter Jelle Van der Sluis CHWrWS Hedgs Fund Allocation under Higher Moments and Illiquidity Niclas Hagelin, Bengt Pramborg, and Fredrik Stenberg INAPTHI 8 bvisfting the Role of Hedge Funds in DiversMed Portfolios Jean Brunel CHAPTW 7 Hedge Fund Selection: A Synthetic Desirability lndex Jean-Pierre Langevin CHAPTER 8 Hedge Fund lndex Packing Carol Alexander and Anca Dimitriu CHAPTER 9 Deslgnlng a Long-Term Wealth Maximization Strategy l o r Hedge Fund Managers Keith H. Black CHAPTER 10 ProlSles ol Hedge Fund Indexes agalnst Conventional Asset Style Indexes Barry Feldman CHAPTER 11 Applying Securitization Technology to Hedge Funds Paul U. Ali CHAPTW 1 2 Maltlmum Drawdown Distrlbutlons with Volatility Persistence Kathyrn Wilkens, Carlos J. Morales, and Luis Roman CHAPTER 1 8 A Literature Review oi Hedge Fund Performance Studies Fabrice Rouah GHllPTBl14 Investing in Hedge Funds through Multlmanager Vehlcles Meredith A. Jones 258 278 CHWrW 1s peplomwnceIntheIied@e~Industry: An Analysis of Short- and Long-term Persistence Sibastien Gyger, P.-A. Bares, and R. Gibson CHAPTER 16 Further Evidence on Hedge Fund Performance: A Calendar-llme Approach Maher Kooli CHAPTER 17 lnvestlng in Hedge Funds: Risks, Returns, and Performance Measurement Francis C. C. Koh, Winston T. H. Kob, David K. C. Lee, Kok Fui Phoon CHAPTW 18 EfHclency of Funds ol Hedge Funds: A Data Envelopment Analysis Approach Greg N. Gregoriou and Kevin McCarthy mm 18 The Performance of Hedge Funds in the Presence of Ew in Variables r s Alain Coen, Aure'lie Desfleurs, Georges Hubner, and FranGois-~ric Racicot CHAPTER 20 Alternative RAPMs for Alternative Investments Milind Sharma 403 WE 21 Tn Volatility Regimes and te Fund Management lm Mark Anson, Ho Ho, and Kurt W. Silberstein CHAPTER 22 Does Extreme Risk Affect the Fund of Hedge Funds ComDosition? Lauren t Favre 458 CHAPTW 23 A Hedge Fund Investor's Guide to Understandlng Managed Futures Hilary E Till and Joseph Eagleeye CHAPTW 24 Fat-Tail Risk in Portfolios ol Hedge Funds and Padltlonal Investments Jean-Frangois Bacmann and Gregor Gawron CHAPTER 25 Skewlng Your Diversilicatlon Mark S. Shore CHAPTER 26 Investable Equity LonglShort Hedge Funds: Properties and Behavlor Edward Leung and Jacqueline Meziani CHAPTW 27 Hedge Funds and Portlolio Opthnhatlon: A Game ol Its Own? Zsolt Berenyi CHAPTW 28 Structured Products on Fund of Fund Underlyings Jens Johansen CHAPTER 28 Hedge Funds and the Stale Priclng Issue Mohamed Gaber, Greg N. Gregoriou, and William Kelting References Index 607

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