The Dynamics of the Hedge Fund Industry

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Business & Economics - Investing
The Dynamics of the Hedge Fund Industry

The Dynamics of the Hedge Fund Industry

Name: The Dynamics of the Hedge Fund Industry
ISBN: 9780943205724

Andrew W. Lo

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Several recent empirical studies have argued that the standard methods of assessing hedge fund risks and rewards may be misleading. This monograph reviews the empirical facts surrounding hedge fund investments and proposes several new quantitative models for modeling hedge fund return, risk exposures, and associsted performance statistics.

Kategori:

Business & Economics - Investing

Tahun:

2005

Penerbit:

CFA Institute

Bahasa:

english

Halaman:

128

ISBN 10:

0943205727