What hedge funds really do : an introduction to portfolio management / Philip J. Romero and Tucker Balch.
Romero, Philip J., author.; Balch, Tucker., author.
2014
HG4530 .R658 2014
Available Online

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Title What hedge funds really do : an introduction to portfolio management / Philip J. Romero and Tucker Balch.
Author Romero, Philip J., author.
Edition First edition.
ISBN 9781631570896 paperback
9781631570902 (electronic bk.)
Published New York, New York (222 East 46th Street, New York, NY 10017) : Business Expert Press, 2014.
Language English
Description 1 online resource (viii, 136 pages) : illustrations.
Call Number HG4530 .R658 2014
Dewey Decimal Classification 332.6327
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.
Note Includes index.
Part of: 2014 digital library.
Access Note Access limited to authorized users.
Source of Description Title from PDF title page (viewed on September 26, 2014).
Added Author Balch, Tucker., author.
Series 2014 digital library.
Economics collection. 2163-7628
Available in Other Form Print version: 9781631570896
Linked Resources Online Access
Record Appears in Online Resources > Ebooks
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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.

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