000			04148nam a2200817 i 4500
001			ebr10940893
003			CaPaEBR
005			20180830115352.0
006			m eo d
007			cr cn |||m|||a
008			140926s2014 nyua foa 001 0 eng d
020			_a9781631570902 _qe-book
020			_z9781631570896 _qpaperback
035			_a(OCoLC)891574343
035			_a(CaBNVSL)swl00404006
040			_aCaBNVSL _beng _erda _cCaBNVSL _dCaBNVSL
050		4	_aHG4530 _b.R658 2014
082	0	4	_a332.6327 _223
100	1		_aRomero, Philip J., _eauthor.
245	1	0	_aWhat hedge funds really do : _ban introduction to portfolio management / _cPhilip J. Romero and Tucker Balch.
250			_aFirst edition.
264		1	_aNew York, New York (222 East 46th Street, New York, NY 10017) : _bBusiness Expert Press, _c2014.
300			_a1 online resource (viii, 136 pages) : _billustrations.
336			_atext _2rdacontent
337			_acomputer _2rdamedia
338			_aonline resource _2rdacarrier
490	1		_aEconomics collection, _x2163-7628
500			_aIncludes index.
500			_aPart of: 2014 digital library.
505	0		_aPart I. The basics -- 1. Introduction -- 2. So you want to be a hedge fund manager -- 3. An illustrative hedge fund strategy: arbitrage -- 4. Market-making mechanics -- 5. Introduction to company valuation -- Part II. Investing fundamentals: CAPM and EMH -- 6. How valuation is used by hedge funds -- 7. Framework for investing: the capital asset pricing model (CAPM) -- 8. The efficient market hypothesis (EMH), its three versions -- 9. The fundamental law of active portfolio management -- Part III. Market simulation and portfolio construction -- 10. Modern portfolio theory: the efficient frontier and portfolio optimization -- 11. Event studies -- 12. Overcoming data quirks to design trading strategies -- 13. Data sources -- 14. Back testing strategies -- Part IV. Case study and issues -- 15. Hedge fund case study: long term capital management (LTCM) -- 16. Opportunities and challenges for hedge funds -- Teaching cases -- Glossary -- Summary -- Index.
506	1		_aAccess restricted to authorized users and institutions.
520	3		_aWhat do hedge funds really do? These lightly regulated funds continually innovate new investing and trading strategies to take advantage of temporary mispricing of assets (when their market price deviates from their intrinsic value). These techniques are shrouded in mystery, which permits hedge fund managers to charge exceptionally high fees. While the details of each fund's approach are carefully guarded trade secrets, this book draws the curtain back on the core building blocks of many hedge fund strategies.
530			_aAlso available in print.
538			_aMode of access: World Wide Web.
538			_aSystem requirements: Adobe Acrobat reader.
588			_aTitle from PDF title page (viewed on September 26, 2014).
650		0	_aHedge funds.
650		0	_aPortfolio management.
653			_aabsolute return
653			_aactive investment management
653			_aarbitrage
653			_acapital asset pricing model
653			_aCAPM
653			_aderivatives
653			_aexchange traded funds
653			_aETF
653			_afat tails
653			_afinance
653			_ahedge funds
653			_ahedging
653			_ahigh-frequency trading
653			_aHFT
653			_ainvesting
653			_ainvestment management
653			_along/short
653			_amodern portfolio theory
653			_aMPT
653			_aoptimization
653			_aquant
653			_aquantitative trading strategies
653			_aportfolio construction
653			_aportfolio management
653			_aportfolio optimization
653			_atrading
653			_atrading strategies
653			_aWall Street
700	1		_aBalch, Tucker., _eauthor.
776	0	8	_iPrint version: _z9781631570896
830		0	_a2014 digital library.
830		0	_aEconomics collection. _x2163-7628
856	4	0	_uhttp://site.ebrary.com/lib/daystar/Doc?id=10940893 _zAn electronic book accessible through the World Wide Web; click to view
999			_c198000 _d198000