Hedgefunds : an analytic perspective / Andrew W. Lo.
| Author/creator | Lo, Andrew W. |
| Format | Book |
| Publication Info | Princeton : Princeton University Press, ©2008. |
| Description | xxiv, 337 pages : illustrations (some color) ; 24 cm. |
| Supplemental Content | Contributor biographical information |
| Supplemental Content | Publisher description |
| Supplemental Content | Table of contents only |
| Subjects |
| Variant title | Hedge funds |
| Series | Advances in financial engineering Advances in financial engineering. ^A787214 |
| Contents | Introduction -- Basic properties of Hedge fund returns -- Serial correlation, smoothed returns, and illiquidity -- Optimal liquidity -- Hedge fund Beta replication -- A new measure of active investment management -- Hedge funds and systemic risk -- An integrated Hedge fund investment process -- Practical considerations -- What happened to the quants in August 2007. |
| Bibliography note | Includes bibliographical references (p. [317]-330) and index. |
| LCCN | 2007061038 |
| ISBN | 9780691132945 (cloth : acid-free paper) |
| ISBN | 0691132941 (cloth : acid-free paper) |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Joyner | General Stacks | HG 4530 .L59 2008 | ✔ Available | Place Hold |