Investment Strategies of Hedge Funds

Filippo Stefanini

336 pages, parution le 27/07/2006

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Résumé

One of the fastest growing investment sectors ever seen, hedge funds are considered by many to be exotic and inaccessible. This book provides an intensive learning experience, defining hedge funds, explaining hedge fund strategies while offering both qualitative and quantitative tools that investors need to access these types of funds. Topics not usually covered in discussions of hedge funds are included, such as a theoretical discussion of each hedge fund strategy followed by trading examples provided by successful hedge fund managers.

Sommaire

A Few Initial Remarks
Arbitrage
Short Selling
Long/Short Equity
Merger Arbitrage
Convertible Bond Arbitrage
Fixed Income Arbitrage
Strategies on CDOs
Mortgage-Backed Securities Arbitrage
Distressed Securities
Event Driven or Special Situations
Multi-strategy
Managed Futures
Global Macro
Other Strategies
Hedge Fund Performance Analysis

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Wiley
Auteur(s)	Filippo Stefanini
Parution	27/07/2006
Nb. de pages	336
Format	17 x 25,5
Couverture	Relié
Poids	790g
Intérieur	Noir et Blanc
EAN13	9780470026274
ISBN13	978-0-470-02627-4