Funds of Hedge Funds Essay

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Funds of Hedge Funds Quantitative Finance Series Aims and Objectives • • • • • Books based on the work of financial market practitioners and academics Presenting cutting-edge research to the professional/practitioner market Combining intellectual rigour and practical application Covering the interaction between mathematical theory and financial practice To improve portfolio performance, risk management and trading book performance • Covering quantitative techniques Market Brokers/ Traders; Actuaries; Consultants; Asset Managers; Fund Managers; Regulators; Central Bankers; Treasury Officials; Technical Analysts; and Academics for Masters in Finance and MBA market. Series Titles Return Distributions in Finance Derivative Instruments: theory, valuation, analysis Managing Downside Risk in Financial Markets: theory, practice & implementation Economics for Financial Markets Performance Measurement in Finance: firms, funds and managers Real R&D Options Forecasting Volatility in the Financial Markets, Second edition Advanced Trading Rules, Second edition Advances in Portfolio Construction and Implementation Computational Finance Linear Factor Models in Finance Initial Public Offerings: an international perspective Funds of Hedge Funds Series Editor Dr Stephen Satchell Dr Satchell is the Reader in Financial Econometrics at Trinity College, Cambridge; Visiting Professor at Birkbeck College, City University Business School and University of Technology, Sydney. He also works in a consultative capacity to many firms, and edits the journal Derivatives: use, trading and regulations and the Journal of Asset Management. Funds of Hedge Funds Performance, Assessment, Diversification, and Statistical Properties Edited by Greg N. Gregoriou AMSTERDAM • BOSTON • HEIDELBERG • LONDON • NEW YORK • OXFORD PARIS • SAN DIEGO • SAN FRANCISCO • SINGAPORE • SYDNEY

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