Coauthored by two respected authorities on hedge funds and asset management, this implementation-oriented guide shows you how to employ a range of the most commonly used analysis tools and techniques both in industry and academia, for understanding, identifying and managing risk as well as for quantifying return factors across several key investment strategies. The book is also suitable for use as a core textbook for specialised graduate level courses in hedge funds and alternative investments.
The book begins with an overview of the industry, the major classes of hedge funds, and the most common investment strategies employed by hedge fund managers. This is followed by a critical assessment of the major information sources, including prominent commercial hedge fund databases and the indices and benchmarks they produce. The authors reveal the limitations and inherent shortcomings of each data source, while highlighting common problems and pitfalls associated with interpreting and utilising the summary data they provide.
The book provides hands-on coverage of the visual and theoretical methods for measuring and modelling hedge fund performance with an emphasis on risk-adjusted performance metrics and techniques. A range of sophisticated risk analysis models and risk management strategies are also described in detail. Throughout, coverage is supplemented with helpful skill building exercises and worked examples in Excel and VBA.
The book’s dedicated website, www.darbyshirehampton.com provides free downloads of the data, Excel spreadsheets and VBA source code used throughout the book as well as other relevant and useful resources.
A comprehensive course in hedge fund modelling and analysis, this book arms you with the knowledge and tools required to effectively manage your risks and to optimise the return profile of your investment style.
"Sobre este título" puede pertenecer a otra edición de este libro.
Gastos de envío:
EUR 3,71
A Estados Unidos de America
Descripción Hardcover. Condición: new. New. Fast Shipping and good customer service. Nº de ref. del artículo: Holz_New_0470747196
Descripción Condición: New. Nº de ref. del artículo: 6037570-n
Descripción hardback. Condición: New. Language: ENG. Nº de ref. del artículo: 9780470747193
Descripción Condición: new. Nº de ref. del artículo: d71978ab3b7db19a40d94181fe1d3102
Descripción Hardcover. Condición: New. Brand New!. Nº de ref. del artículo: VIB0470747196
Descripción Condición: New. Nº de ref. del artículo: 6037570-n
Descripción Hardcover. Condición: new. Nº de ref. del artículo: 9780470747193
Descripción Hardback. Condición: New. New copy - Usually dispatched within 4 working days. Hedge Fund Analysis and Modeling Using Excel and VBA is a practical and implementation driven text that will guide readers through real modeling and analysis exercises for hedge funds, enabling them to identify risk and return factors across their investments. Nº de ref. del artículo: B9780470747193
Descripción Condición: New. Brand New. Nº de ref. del artículo: 9780470747193
Descripción Hardcover. Condición: new. Brand New Copy. Nº de ref. del artículo: BBB_new0470747196