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Hedge Funds: An Analytic Perspective
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Hedge Funds: An Analytic Perspective Hardcover - 2008

by Andrew W. Lo


Details

  • Title Hedge Funds: An Analytic Perspective
  • Author Andrew W. Lo
  • Binding Hardcover
  • Pages 376
  • Volumes 1
  • Language ENG
  • Publisher Princeton University Press
  • Date May 26, 2008
  • Illustrated Yes
  • ISBN 9780691132945 / 0691132941
  • Weight 1.5 lbs (0.68 kg)
  • Dimensions 9.25 x 6 x 1.12 in (23.50 x 15.24 x 2.84 cm)
  • Library of Congress subjects Hedge funds
  • Library of Congress Catalog Number 2007061038
  • Dewey Decimal Code 332.642

About the author

Andrew W. Lo is the Harris & Harris Group Professor at the MIT Sloan School of Management, and director of the MIT Laboratory for Financial Engineering. He is the coauthor of A Non-Random Walk Down Wall Street and The Econometrics of Financial Markets (both Princeton).
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HedgeFunds: An Analytic Perspective (Advances in Financial Engineering, 2)
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HedgeFunds: An Analytic Perspective (Advances in Financial Engineering, 2)

by Lo, Andrew W

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Hardcover
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Hedge Funds

Hedge Funds

by Andrew W. Lo

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  • Hardcover
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Hardcover
ISBN 10 / ISBN 13
9780691132945 / 0691132941
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Princeton University Press, 2008. Tapa Dura. Bien. Texto en inglés. Tapa dura con sobrecubierta de editorial ilustrada. Sin subrayados ni anotaciones. Perfecto estado de conservación. Because hedge funds are largely unregulated and shrouded in secrecy, they have developed a mystique and allure that can beguile even the most experienced investor. In Hedge Funds, financial economist Andrew Lo addresses the pressing need for a systematic framework for managing hedge fund investments.' 'Arguing that hedge funds have very different risk and return characteristics than traditional investments, Lo constructs new tools for analyzing their dynamics, including measures of illiquidity exposure and performance smoothing, linear and nonlinear risk models that capture alternative betas, econometric models of hedge fund failure rates, and integrated investment processes for alternative investments. He concludes with a case study of quantitative equity strategies in August 2007, and presents a sobering outlook… Read More
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HedgeFunds: An Analytic Perspective (Advances in Financial Engineering, 2)
Stock Photo: Cover May Be Different

HedgeFunds: An Analytic Perspective (Advances in Financial Engineering, 2)

by Lo, Andrew W.

  • Used
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  • Hardcover
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Used - Good
Binding
Hardcover
ISBN 10 / ISBN 13
9780691132945 / 0691132941
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hardcover. Good. Access codes and supplements are not guaranteed with used items. May be an ex-library book.
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HedgeFunds: An Analytic Perspective (Advances in Financial Engineering, 2)
Stock Photo: Cover May Be Different

HedgeFunds: An Analytic Perspective (Advances in Financial Engineering, 2)

by Lo, Andrew W

  • Used
  • Hardcover
Condition
Used:Good
Binding
Hardcover
ISBN 10 / ISBN 13
9780691132945 / 0691132941
Quantity Available
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Princeton University Press, 2008-05-18. hardcover. Used:Good.
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HedgeFunds: An Analytic Perspective (Advances in Financial Engineering, 2)
Stock Photo: Cover May Be Different

HedgeFunds: An Analytic Perspective (Advances in Financial Engineering, 2)

by Lo, Andrew W

  • New
  • Hardcover
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Binding
Hardcover
ISBN 10 / ISBN 13
9780691132945 / 0691132941
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Princeton University Press, 2008-05-18. Hardcover. New. New. In shrink wrap. Looks like an interesting title!
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