Hedgefunds : an analytic perspective / Andrew W. Lo.

Author/creator Lo, Andrew W.
Format Book
Publication InfoPrinceton : Princeton University Press, ©2008.
Descriptionxxiv, 337 pages : illustrations (some color) ; 24 cm.
Supplemental ContentContributor biographical information
Supplemental ContentPublisher description
Supplemental ContentTable of contents only
Subjects

Variant title Hedge funds
SeriesAdvances 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 noteIncludes bibliographical references (p. [317]-330) and index.
LCCN 2007061038
ISBN9780691132945 (cloth : acid-free paper)
ISBN0691132941 (cloth : acid-free paper)

Availability

Library Location Call Number Status Item Actions
Joyner General Stacks HG 4530 .L59 2008 ✔ Available Place Hold