A comprehensive guide to the burgeoning hedge fund industry
Intended as a comprehensive reference for investors and fund and
portfolio managers, Handbook of Hedge Funds combines new material
with updated information from Francois-Serge
L’habitant’s two other successful hedge fund books.
This book features up-to-date regulatory and historical
information, new case studies and trade examples, detailed analyses
of investment strategies, discussions of hedge fund indices and
databases, and tips on portfolio construction.
Francois-Serge L’habitant (Geneva, Switzerland) is
the Head of Investment Research at Kedge Capital. He is Professor
of Finance at the University of Lausanne and at EDHEC Business
School, as well as the author of five books, including Hedge
Funds: Quantitative Insights (0-470-85667-X) and Hedge
Funds: Myths & Limits (0-470-84477-9), both from Wiley.
Table des matières
Foreword by Mark Anson.
1 Introduction.
PART I HEDGE FUND OVERVIEW.
2 History Revisited.
3 Legal Environment.
4 Operational and Organizational Structures.
5 Understanding the Tools Used by Hedge Funds.
PART II HEDGE FUND STRATEGIES AND TRADE EXAMPLES.
6 Introduction.
7 Long/Short Equity Strategies.
8 Dedicated Short.
9 Equity Market Neutral.
10 Distressed Securities.
11 Merger Arbitrage.
12 Convertible Arbitrage.
13 Fixed Income Arbitrage.
14 Emerging Markets.
15 Global Macro.
16 Managed Futures and Commodity Trading Advisors(CTAs).
17 A Smorgasbord of Other Strategies.
PART III MEASURING RETURNS, RISKS AND PERFORMANCE.
18 Measuring Net Asset Values and Returns.
19 Return Statistics and Risk.
20 Risk-Adjusted Performance Measures.
21 Databases, Indices and Benchmarks.
PART IV INVESTING IN HEDGE FUNDS.
22 Introduction.
23 Revisiting the Benefits and Risks of Hedge Fund Investing.
24 Asset Allocation and Hedge Funds.
25 Hedge Fund Selection: A Route Through the Maze.
26 Funds of Hedge Funds.
27 Structured Products on Hedge Funds.
28 Conclusions.
Bibliography.
Index.
A propos de l’auteur
About the author
FRANÇOIS-SERGE LHABITANT, Ph D, is Chief Investment Officer at Kedge Capital in London. He was formerly a Member of Senior Management at Union Bancaire Privée, and prior to this, a Director at UBS/Global Asset Management. On the academic side, he is a Professor of Finance at the University of Lausanne and at EDHEC Business School. His specialist skills are in the areas of alternative investment (hedge funds) and emerging markets. He is the author of several books on these two subjects and has published numerous research and scientific popularisation articles. He is also a member of the Scientific Council of the Autorité des Marches Financiers, the French regulatory body.
‘Lhabitant takes us from the early 1930s to the latest cutting edge research in the field of hedge funds, blending both theoretical and practical information in this handbook and leaving no stone unturned. This new updated text with its panoply of new information, loads of examples and cases for educational purposes is well worth the investment. It is a must for beginners, institutional investors and money managers, lawyers, accountants, academics. In essence the bible of hedge fund books, you cannot ask for better.’
–Greg N. Gregoriou, Ph.D, Associate Professor of Finance, State University of New York (Plattsburgh)
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