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商品詳細

Name: Investing in Hedge Funds : A Guide to Measuring Risk and Return Characteristics.
Author: Bali, Turban / Atilgan, Y. / Demirtas, O.
ISBN: 978-0-12-404731-0

Investing in Hedge Funds : A Guide to Measuring Risk and Return Characteristics. ヘッジファンドに投資する

・ISBN 978-0-12-404731-0 paper

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著者・編者	Bali, Turban / Atilgan, Y. / Demirtas, O.,
出版社	(Academic Pr., US)
出版年月	2013
ページ数	100 pp.
言語	ENG
ニュース番号	＜602-418＞

解説

This book will present a comprehensive view of the risk characteristics, risk-adjusted performances, and risk exposures of various hedge fund indices. It will distinguish itself from other books and journal articles by focusing solely on hedge fund indices and emphasizing tail risk as a predictor of hedge fund index returns. The three chapters in this short book have not been previously published.