| Record ID | marc_columbia/Columbia-extract-20221130-014.mrc:58597561:2939 |
| Source | marc_columbia |
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LEADER: 02939cam a22003854a 4500
001 6764884
005 20221122050714.0
008 071129t20082008njuaf b 001 0 eng
010 $a 2007061038
019 $a181142097
020 $a9780691132945 (cloth : acid-free paper)
020 $a0691132941 (cloth : acid-free paper)
024 $a40015458940
035 $a(OCoLC)ocn183879857
035 $a(OCoLC)183879857$z(OCoLC)181142097
035 $a(NNC)6764884
035 $a6764884
040 $aDLC$cDLC$dBAKER$dYDXCP$dBTCTA$dUKM$dC#P$dOrLoB-B
050 00 $aHG4530$b.L59 2008
082 00 $a332.64/524$222
100 1 $aLo, Andrew W.$q(Andrew Wen-Chuan)$0http://id.loc.gov/authorities/names/no92001206
245 10 $aHedge funds :$ban analytic perspective /$cAndrew W. Lo.
260 $aPrinceton :$bPrinceton University Press,$c[2008], ©2008.
300 $axxiv, 337 pages, 8 unnumbered pages of plates :$billustrations (some color) ;$c24 cm.
336 $atext$btxt$2rdacontent
337 $aunmediated$bn$2rdamedia
490 1 $aAdvances in financial engineering
504 $aIncludes bibliographical references (p. [317]-330) and index.
505 00 $g1.$tIntroduction -- $g2.$tBasic Properties of Hedge Fund Returns -- $g3.$tSerial Correlation, Smoothed Returns, and Illiquidity -- $g4.$tOptimal Liquidity -- $g5.$tHedge Fund Beta Replication -- $g6.$tA New Measure of Active Investment Management -- $g7.$tHedge Funds and Systemic Risk -- $g8.$tAn Integrated Hedge Fund Investment Process -- $g9.$tPractical Considerations -- $g10.$tWhat Happened to the Quants in August 2007?
520 1 $a"Because hedge funds are largely unregulated and shrouded in secrecy, they have developed a mystique and allure that can beguile even the most experienced investor. In Hedge Funds, financial economist Andrew Lo addresses the pressing need for a systematic framework for managing hedge fund investments." "Arguing that hedge funds have very different risk and return characteristics than traditional investments, Lo constructs new tools for analyzing their dynamics, including measures of illiquidity exposure and performance smoothing, linear and nonlinear risk models that capture alternative betas, econometric models of hedge fund failure rates, and integrated investment processes for alternative investments. He concludes with a case study of quantitative equity strategies in August 2007, and presents a sobering outlook regarding the systemic risks posed by this industry"--BOOK JACKET.
650 0 $aHedge funds.$0http://id.loc.gov/authorities/subjects/sh94006028
830 0 $aAdvances in financial engineering.$0http://id.loc.gov/authorities/names/n2006040467
856 42 $3Contributor biographical information$uhttp://www.loc.gov/catdir/enhancements/fy0806/2007061038-b.html
856 42 $3Publisher description$uhttp://www.loc.gov/catdir/enhancements/fy0806/2007061038-d.html
852 00 $boff,bus$hHG4530$i.L59 2008