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000841581 020__ $$z9781631570896$$qpaperback
000841581 020__ $$a9781631570902$$q(electronic bk.)
000841581 035__ $$a(MiAaPQ)EBC1771351
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000841581 035__ $$a(CaONFJC)MIL638898
000841581 035__ $$a(OCoLC)889552326
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000841581 050_4 $$aHG4530$$b.R658 2014
000841581 0820_ $$a332.6327$$223
000841581 1001_ $$aRomero, Philip J.,$$eauthor.
000841581 24510 $$aWhat hedge funds really do :$$ban introduction to portfolio management /$$cPhilip J. Romero and Tucker Balch.
000841581 250__ $$aFirst edition.
000841581 264_1 $$aNew York, New York (222 East 46th Street, New York, NY 10017) :$$bBusiness Expert Press,$$c2014.
000841581 300__ $$a1 online resource (viii, 136 pages) :$$billustrations.
000841581 336__ $$atext$$2rdacontent
000841581 337__ $$acomputer$$2rdamedia
000841581 338__ $$aonline resource$$2rdacarrier
000841581 4901_ $$aEconomics collection,$$x2163-7628
000841581 500__ $$aIncludes index.
000841581 500__ $$aPart of: 2014 digital library.
000841581 5050_ $$aPart I. The basics -- 1. Introduction -- 2. So you want to be a hedge fund manager -- 3. An illustrative hedge fund strategy: arbitrage -- 4. Market-making mechanics -- 5. Introduction to company valuation -- Part II. Investing fundamentals: CAPM and EMH -- 6. How valuation is used by hedge funds -- 7. Framework for investing: the capital asset pricing model (CAPM) -- 8. The efficient market hypothesis (EMH), its three versions -- 9. The fundamental law of active portfolio management -- Part III. Market simulation and portfolio construction -- 10. Modern portfolio theory: the efficient frontier and portfolio optimization -- 11. Event studies -- 12. Overcoming data quirks to design trading strategies -- 13. Data sources -- 14. Back testing strategies -- Part IV. Case study and issues -- 15. Hedge fund case study: long term capital management (LTCM) -- 16. Opportunities and challenges for hedge funds -- Teaching cases -- Glossary -- Summary -- Index.
000841581 506__ $$aAccess limited to authorized users.
000841581 5203_ $$aWhat do hedge funds really do? These lightly regulated funds continually innovate new investing and trading strategies to take advantage of temporary mispricing of assets (when their market price deviates from their intrinsic value). These techniques are shrouded in mystery, which permits hedge fund managers to charge exceptionally high fees. While the details of each fund's approach are carefully guarded trade secrets, this book draws the curtain back on the core building blocks of many hedge fund strategies.
000841581 588__ $$aTitle from PDF title page (viewed on September 26, 2014).
000841581 650_0 $$aHedge funds.
000841581 650_0 $$aPortfolio management.
000841581 653__ $$aabsolute return
000841581 653__ $$aactive investment management
000841581 653__ $$aarbitrage
000841581 653__ $$acapital asset pricing model
000841581 653__ $$aCAPM
000841581 653__ $$aderivatives
000841581 653__ $$aexchange traded funds
000841581 653__ $$aETF
000841581 653__ $$afat tails
000841581 653__ $$afinance
000841581 653__ $$ahedge funds
000841581 653__ $$ahedging
000841581 653__ $$ahigh-frequency trading
000841581 653__ $$aHFT
000841581 653__ $$ainvesting
000841581 653__ $$ainvestment management
000841581 653__ $$along/short
000841581 653__ $$amodern portfolio theory
000841581 653__ $$aMPT
000841581 653__ $$aoptimization
000841581 653__ $$aquant
000841581 653__ $$aquantitative trading strategies
000841581 653__ $$aportfolio construction
000841581 653__ $$aportfolio management
000841581 653__ $$aportfolio optimization
000841581 653__ $$atrading
000841581 653__ $$atrading strategies
000841581 653__ $$aWall Street
000841581 655_0 $$aElectronic books
000841581 7001_ $$aBalch, Tucker.,$$eauthor.
000841581 77608 $$iPrint version:$$z9781631570896
000841581 830_0 $$a2014 digital library.
000841581 830_0 $$aEconomics collection.$$x2163-7628
000841581 852__ $$bebk
000841581 85640 $$3ProQuest Ebook Central Academic Complete $$uhttps://univsouthin.idm.oclc.org/login?url=https://ebookcentral.proquest.com/lib/usiricelib-ebooks/detail.action?docID=1771351$$zOnline Access
000841581 909CO $$ooai:library.usi.edu:841581$$pGLOBAL_SET
000841581 980__ $$aBIB
000841581 980__ $$aEBOOK
000841581 982__ $$aEbook
000841581 983__ $$aOnline