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Hedge Funds: An Analytic Perspective - Updated Edition
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Hedge Funds: An Analytic Perspective - Updated Edition Paperback - 2010

by Andrew W. Lo

From the rear cover

"Andrew Lo's Hedge Funds is likely to be the high-water mark in the analysis of hedge funds for years to come. Focusing on hedge fund returns and trading strategies, risk characteristics, and potential for illiquidity, Lo brings to bear his always fresh and insightful thinking."--Richard Bookstaber, author of A Demon of Our Own Design: Markets, Hedge Funds, and the Perils of Financial Innovation

"Lo offers a truly unique perspective. He examines the properties of returns and illiquidity in great detail and introduces an innovative concept of mean-variance-liquidity optimization, something that no other book on hedge funds has addressed."--Narayan Y. Naik, London Business School

"This book provides a useful and very timely overview of key aspects of the hedge fund industry. It summarizes the basic properties of hedge fund returns, discusses why traditional performance measures may be misleading when analyzing hedge fund performance, and highlights important issues such as serial correlation, return smoothing, and illiquidity."--Markus K. Brunnermeier, Princeton University

Details

  • Title Hedge Funds: An Analytic Perspective - Updated Edition
  • Author Andrew W. Lo
  • Binding Paperback
  • Edition Updated
  • Pages 400
  • Volumes 1
  • Language ENG
  • Publisher Princeton University Press
  • Date 2010-07-21
  • Features Bibliography, Index, Table of Contents
  • ISBN 9780691145983 / 0691145989
  • Weight 1.3 lbs (0.59 kg)
  • Dimensions 9.1 x 6.1 x 1 in (23.11 x 15.49 x 2.54 cm)
  • Library of Congress subjects Hedge funds
  • Library of Congress Catalog Number 2010920851
  • 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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Hedge Funds: An Analytic Perspective - Updated Edition (Advances in Financial Engineering, 3)
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Hedge Funds: An Analytic Perspective (Advances in Financial Engineering): An Analytic Perspective...

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Hedge Funds: An Analytic Perspective - Updated Edition (Advances in Financial Engineering, 3)
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Hedge Funds: An Analytic Perspective - Updated Edition (Advances in Financial Engineering, 3)

by Lo, Andrew W

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Hedge Funds: An Analytic Perspective
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Hedge Funds: An Analytic Perspective

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Hedge Funds: An Analytic Perspective

Hedge Funds: An Analytic Perspective

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Advances in Financial Engineering. First printing of the revised and expanded edition. Softcover volume, measuring approximately 6.25" x 9.5", is like new. Illustrated with tables and graphs (with section of color illustrations). xxiv/361 pages."The hedge fund industry has grown dramatically over the last two decades, with more than eight thousand funds now controlling close to two trillion dollars. Originally intended for the wealthy, these private investments have now attracted a much broader following that includes pension funds and retail investors. 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," Andrew Lo--one of the world's most respected financial economists--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… Read More
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Hedge Funds: An Analytic Perspective - Updated Edition

Hedge Funds: An Analytic Perspective - Updated Edition

by Andrew W. Lo

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Hedge Funds: An Analytic Perspective - Updated Edition

Hedge Funds: An Analytic Perspective - Updated Edition

by Andrew W. Lo

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Paperback / softback. New. The hedge fund industry has grown dramatically over the years. Originally intended for the wealthy, these private investments have attracted a much broader following that includes pension funds and retail investors. This book addresses the pressing need for a systematic framework for managing hedge fund investments.
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€53.06
€11.91 shipping to USA
Hedge Funds: An Analytic Perspective - Updated Edition (Advances in Financial Engineering, 3)
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Hedge Funds: An Analytic Perspective - Updated Edition (Advances in Financial Engineering, 3)

by Lo, Andrew W.

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Hedge Funds: An Analytic Perspective - Updated Edition (Advances in Financial Engineering, 3)
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Hedge Funds: An Analytic Perspective - Updated Edition (Advances in Financial Engineering, 3)

by Lo, Andrew W

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Hedge Funds: An Analytic Perspective - Updated Edition (Advances in Financial Engineering, 3)
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Hedge Funds: An Analytic Perspective - Updated Edition (Advances in Financial Engineering, 3)

by Lo, Andrew W

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  • Paperback
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Binding
Paperback
ISBN 10 / ISBN 13
9780691145983 / 0691145989
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