The Resource What hedge funds really do : an introduction to portfolio management, Philip J. Romero and Tucker Balch
What hedge funds really do : an introduction to portfolio management, Philip J. Romero and Tucker Balch
Resource Information
The item What hedge funds really do : an introduction to portfolio management, Philip J. Romero and Tucker Balch represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in Missouri University of Science & Technology Library.This item is available to borrow from 1 library branch.
Resource Information
The item What hedge funds really do : an introduction to portfolio management, Philip J. Romero and Tucker Balch represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in Missouri University of Science & Technology Library.
This item is available to borrow from 1 library branch.
- Summary
- What 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
- Language
- eng
- Edition
- First edition.
- Extent
- 1 online resource (1 PDF (viii, 136 pages))
- Note
-
- Includes index
- Title from PDF title page (viewed on September 26, 2014)
- Part of: 2014 digital library
- Contents
-
- Part 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
- Isbn
- 9781631570902
- Label
- What hedge funds really do : an introduction to portfolio management
- Title
- What hedge funds really do
- Title remainder
- an introduction to portfolio management
- Statement of responsibility
- Philip J. Romero and Tucker Balch
- Subject
-
- ETF
- Electronic books
- HFT
- Hedge funds
- Hedge funds
- MPT
- Portfolio management
- Portfolio management
- Wall Street
- absolute return
- active investment management
- arbitrage
- capital asset pricing model
- derivatives
- exchange traded funds
- fat tails
- finance
- hedge funds
- hedging
- high-frequency trading
- investing
- investment management
- long/short
- modern portfolio theory
- optimization
- portfolio construction
- portfolio management
- portfolio optimization
- quantitative trading strategies
- trading
- trading strategies
- quant
- BUSINESS & ECONOMICS -- Finance
- CAPM
- Language
- eng
- Summary
- What 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
- Cataloging source
- NYBEP
- http://library.link/vocab/creatorName
- Romero, Philip J
- Dewey number
- 332.6327
- Illustrations
- illustrations
- Index
- index present
- LC call number
- HG4530
- LC item number
- .R658 2014
- Literary form
- non fiction
- Nature of contents
-
- dictionaries
- abstracts summaries
- http://library.link/vocab/relatedWorkOrContributorName
- Balch, Tucker
- Series statement
- Economics collection,
- http://library.link/vocab/subjectName
-
- Hedge funds
- Portfolio management
- BUSINESS & ECONOMICS
- Hedge funds
- Portfolio management
- Target audience
-
- adult
- specialized
- Label
- What hedge funds really do : an introduction to portfolio management, Philip J. Romero and Tucker Balch
- Note
-
- Includes index
- Title from PDF title page (viewed on September 26, 2014)
- Part of: 2014 digital library
- Carrier category
- online resource
- Carrier category code
-
- cr
- Carrier MARC source
- rdacarrier
- Content category
- text
- Content type code
-
- txt
- Content type MARC source
- rdacontent
- Contents
- Part 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
- Control code
- 891574343
- Edition
- First edition.
- Extent
- 1 online resource (1 PDF (viii, 136 pages))
- Form of item
- online
- Isbn
- 9781631570902
- Media category
- computer
- Media MARC source
- rdamedia
- Media type code
-
- c
- Other physical details
- illustrations.
- http://library.link/vocab/ext/overdrive/overdriveId
- cl0500000484
- Specific material designation
- remote
- System control number
- (OCoLC)891574343
- Label
- What hedge funds really do : an introduction to portfolio management, Philip J. Romero and Tucker Balch
- Note
-
- Includes index
- Title from PDF title page (viewed on September 26, 2014)
- Part of: 2014 digital library
- Carrier category
- online resource
- Carrier category code
-
- cr
- Carrier MARC source
- rdacarrier
- Content category
- text
- Content type code
-
- txt
- Content type MARC source
- rdacontent
- Contents
- Part 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
- Control code
- 891574343
- Edition
- First edition.
- Extent
- 1 online resource (1 PDF (viii, 136 pages))
- Form of item
- online
- Isbn
- 9781631570902
- Media category
- computer
- Media MARC source
- rdamedia
- Media type code
-
- c
- Other physical details
- illustrations.
- http://library.link/vocab/ext/overdrive/overdriveId
- cl0500000484
- Specific material designation
- remote
- System control number
- (OCoLC)891574343
Subject
- ETF
- Electronic books
- HFT
- Hedge funds
- Hedge funds
- MPT
- Portfolio management
- Portfolio management
- Wall Street
- absolute return
- active investment management
- arbitrage
- capital asset pricing model
- derivatives
- exchange traded funds
- fat tails
- finance
- hedge funds
- hedging
- high-frequency trading
- investing
- investment management
- long/short
- modern portfolio theory
- optimization
- portfolio construction
- portfolio management
- portfolio optimization
- quantitative trading strategies
- trading
- trading strategies
- quant
- BUSINESS & ECONOMICS -- Finance
- CAPM
Genre
Member of
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.library.mst.edu/portal/What-hedge-funds-really-do--an-introduction-to/b0z_aCXwXzs/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.mst.edu/portal/What-hedge-funds-really-do--an-introduction-to/b0z_aCXwXzs/">What hedge funds really do : an introduction to portfolio management, Philip J. Romero and Tucker Balch</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.mst.edu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.mst.edu/">Missouri University of Science & Technology Library</a></span></span></span></span></div>
