An edition of Efficiently inefficient
(2015)
Efficiently inefficient
how smart money invests and market prices are determined
by Lasse Heje Pedersen
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Efficiently Inefficient describes the key trading strategies used by hedge funds and demystifies the secret world of active investing. Leading financial economist Lasse Heje Pedersen combines the latest research with real-world examples and interviews with top hedge fund managers to show how certain trading strategies make money - and why they sometimes don't. -- from back cover.
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Subjects
Securities, Prices, Capital market, Liquidity (Economics), Investment analysis, Portfolio management, Investments, Liquidity (economics), Corporations, Finance, Business enterprises, Analyse financière, Investissements, Gestion de portefeuille, Marché financier, Valeurs mobilières, Prix, Liquidité (Économie politique), Portfolios (financial records), BUSINESS & ECONOMICS, Investitionsanalyse, Portfoliomanagement, Arbitrage-Pricing-TheorieShowing 4 featured editions. View all 4 editions?
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1
Efficiently Inefficient: How Smart Money Invests and Market Prices Are Determined
2019, Princeton University Press
in English
0691196095 9780691196091
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WorldCat
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2
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Libraries near you:
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3
Efficiently Inefficient: How Smart Money Invests and Market Prices Are Determined
2015, Princeton University Press
in English
1400865735 9781400865734
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zzzz
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WorldCat
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4
Efficiently inefficient: how smart money invests and market prices are determined
2015
in English
0691166196 9780691166193
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aaaa
Libraries near you:
WorldCat
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Book Details
Table of Contents
Part I: Active investment
Understanding hedge funds and other smart money
Evaluating trading strategies: Performance measures
Finding and backtesting strategies: Profiting in efficiently inefficient markets
Portfolio construction and risk management
Trading and financing a strategy: Market and funding liquidity
Part II: Equity strategies
Introduction to equity valuation and investing
Discretionary equity investing
Dedicated short bias
Quantitative equity investing
Part III: Asset allocation and macro strategies
Introduction to asset allocation: The returns to the major asset classes
Global macro investing
Managed futures: Trend-following investing interview with David Harding of Winton capital management
Part IV: Aritrage strategies
Introduction to arbitrage pricing and trading
Fixed-income arbitrage
Convertible bond arbitrage
Event-driven investments.
Edition Notes
Includes bibliographical references (pages 323-329) and index.
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| December 15, 2022 | Edited by MARC Bot | import existing book |
| August 4, 2020 | Edited by ImportBot | import existing book |
| July 19, 2019 | Created by MARC Bot | import new book |