Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation / Greg N. Gregoriou, Georges Hübner, Nicolas Papageorgiou... [et al.]
Livre
Edité par John Wiley & Sons. Hoboken, N.J. - 2005
Ch. 1. Integrating hedge funds into the traditional portfolio / Harry M. Kat. Ch. 2. Hedge funds from the institutional investor's perspective / Noel Amenc, Felix Goltz and Lionel Martellini. Ch. 3. Funds of hedge funds versus portfolios of hedge funds : a comparative analysis / Daniel Capocci and Valerie Nevolo. Ch. 4. Analyzing style drift in hedge funds / Nolke Posthuma and Pieter Jelle Van der Sluis. Ch. 5. Hedge fund allocation under higher moments and illiquidity / Niclas Hagelin, Bengt Pramborg and Fredrik Stenberg. Ch. 6. Revisiting the role of hedge funds in diversified portfolios / Jean Brunel. Ch. 7. Hedge fund selection : a synthetic desirability index / Jean-Pierre Langevin. Ch. 8. Hedge fund index tracking / Carol Alexander and Anca Dimitriu. Ch. 9. Designing a long-term wealth maximization strategy for hedge fund managers / Keith H. Black. Ch. 10. Profiles of hedge fund indexes against conventional asset style indexes / Barry Feldman. Ch. 11. Applying securitization technology to hedge funds / Paul U. Ali. Ch. 12. Maximum drawdown distributions with volatility persistence / Kathyrn Wilkens, Carlos J. Morales and Luis Roman. Ch. 13. A literature review of hedge fund performance studies / Fabrice Rouah. Ch. 14. Investing in hedge funds through multimanager vehicles / Meredith A. Jones. Ch. 15. Performance in the hedge fund industry : an analysis of short- and long-term persistence / Sebastien Gyger, P.-A. Bares and R. Gibson. Ch. 16. Further evidence on hedge fund performance : a calendar-time approach / Maher Kooli. Ch. 17. Investing in hedge funds : risks, returns, and performance measurement / Francis C.C. Koh, Winston T.H. Koh, David K.C. Lee and Kok Fai Phoon. Ch. 18. Efficiency of funds of hedge funds : a data envelopment analysis approach / Greg N. Gregoriou and Kevin McCarthy. Ch. 19. The performance of hedge funds in the presence of errors in variables / Alain Coen, Aurelie Desfleurs, Georges Hubner and Francois-Eric Racicot. Ch. 20. Alternative RAPMs for alternative investments / Milind Sharma. Ch. 21. Volatility regimes and hedge fund management / Mark Anson, Ho Ho and Kurt W. Silberstein. Ch. 22. Does extreme risk affect the fund of hedge funds composition? / Laurent Favre. Ch. 23. A hedge fund investor's guide to understanding managed futures / Hilary F. Till and Joseph Eagleeye. Ch. 24. Fat-tail risk in portfolios of hedge funds and traditional investments / Jean-Francois Bacmann and Gregor Gawron. Ch. 25. Skewing your diversification / Mark S. Shore. Ch. 26. Investable equity long/short hedge funds : properties and behavior / Edward Leung and Jacqueline Meziani. Ch. 27. Hedge funds and portfolio optimization : a game of its own? / Zsolt Berenyi. Ch. 28. Structured products on fund of fund underlyings / Jens Johansen. Ch. 29. Hedge funds and the stale pricing issue / Mohamed Gaber, Greg N. Gregoriou and William Kelting.
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