Your Essential Guide to Quantitative Hedge Fund Investing

ISBN-13: 9780367776091 / Angielski

Marat Molyboga; Larry E. Swedroe

Opis

Your Essential Guide to Quantitative Hedge Fund Investing provides a conceptual framework for understanding effective hedge fund investment strategies. The book offers a mathematically rigorous exploration of different topics, framed in an easy to digest set of examples and analogies, including stories from some legendary hedge fund investors. Readers will be guided from the historical to the cutting edge, while building a framework of understanding that encompasses it all.

Features

• Filled with novel examples and analogies from within and beyond the world of finance
• Suitable for practitioners and graduate-level students with a passion for understanding the complexities that lie behind the raw mechanics of quantitative hedge fund investment
• A unique insight from an author with experience of both the practical and academic spheres.

Spis treści

1. Introduction To Hedge Funds. 2. Hedge Fund Research And Data. 3. Manager Selection and Hedge Fund Factors. 4. Performance Persistence. 5. From Mean-Variance to Risk Parity. 6. Advanced Portfolio Construction. 7. Expert Hedge Fund Managers. 8. Expert Hedge Fund Investors. 9. Inclusion and Diversity. 10. Conclusion.