內容簡介

Leading hedge fund experts examine current trends, applications, and theories in this dynamic field

Here is an in-depth look at hedge funds-from quantitative and qualitative analysis to portfolio allocation, risk analysis, performance measurement, and new methods of hedge fund performance, evaluation, and risk that investors must understand. Includes econometric and statistical models by well-known experts in the field.

Greg N. Gregoriou, PhD (Plattsburgh, New York), is an associate professor of finance and coordinator of faculty research in the School of Business and Economics at SUNY-Plattsburgh. He is also the author of Evaluating Hedge Fund and CTA Performance (0-471-68185-7) and Commodity Trading Advisors (0-471-68194-6). Nicolas Papageorgiou, PhD (Montreal, Quebec), is an assistant professor of finance at Hautes-簿聶翻tudes, Montreal. Georges H簿聶翻bner, PhD (Li簿聶翻ge, Belgium), is the Deloitte Professor of Financial Management at the University of Li簿聶翻ge and teaches finance at Maastricht University and EDHEC (Lille). Fabrice Rouah (Montreal, Quebec) is Institut de Finance Math簿聶翻matique de Montr簿聶翻al Scholar at McGill University.
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