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

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

Label
What hedge funds really do : an introduction to portfolio management
Title
What hedge funds really do
Title remainder
an introduction to portfolio management
Statement of responsibility
Philip J. Romero and Tucker Balch
Creator
Contributor
Author
Provider
Subject
Language
eng
Summary
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
Member of
Cataloging source
MiAaPQ
http://library.link/vocab/creatorName
Romero, Philip J
Illustrations
illustrations
Index
index present
LC call number
HG4530
LC item number
.R658 2014
Literary form
non fiction
Nature of contents
  • dictionaries
  • abstracts summaries
http://library.link/vocab/relatedWorkOrContributorName
  • Balch, Tucker.
  • ProQuest Ebook Central
Series statement
Economics collection,
http://library.link/vocab/subjectName
  • Hedge funds
  • Portfolio management
Target audience
specialized
Label
What hedge funds really do : an introduction to portfolio management, Philip J. Romero and Tucker Balch
Instantiates
Publication
Note
  • Includes index
  • Part of: 2014 digital library
Carrier category
online resource
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type MARC source
rdacontent
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
Dimensions
unknown
Edition
First edition.
Extent
1 online resource (viii, 136 pages)
Form of item
online
Governing access note
Access restricted to authorized users and institutions
Isbn
9781631570902
Media category
computer
Media MARC source
rdamedia
Other physical details
illustrations.
Sound
unknown sound
Specific material designation
remote
System control number
  • (OCoLC)891574343
  • (CaBNVSL)swl00404006
  • (MiAaPQ)EBC1771351
  • (Au-PeEL)EBL1771351
  • (CaPaEBR)ebr10940893
  • (CaONFJC)MIL638898
  • (OCoLC)889552326
Label
What hedge funds really do : an introduction to portfolio management, Philip J. Romero and Tucker Balch
Publication
Note
  • Includes index
  • Part of: 2014 digital library
Carrier category
online resource
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type MARC source
rdacontent
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
Dimensions
unknown
Edition
First edition.
Extent
1 online resource (viii, 136 pages)
Form of item
online
Governing access note
Access restricted to authorized users and institutions
Isbn
9781631570902
Media category
computer
Media MARC source
rdamedia
Other physical details
illustrations.
Sound
unknown sound
Specific material designation
remote
System control number
  • (OCoLC)891574343
  • (CaBNVSL)swl00404006
  • (MiAaPQ)EBC1771351
  • (Au-PeEL)EBL1771351
  • (CaPaEBR)ebr10940893
  • (CaONFJC)MIL638898
  • (OCoLC)889552326

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