TY  - BOOK
AU  - Romero,Philip J.
AU  - Balch,Tucker
TI  - What hedge funds really do: an introduction to portfolio management 
T2  - Economics collection,
SN  - 9781631570902
AV  - HG4530 
PY  - 2014///
CY  - New York, New York (222 East 46th Street, New York, NY 10017)
PB  - Business Expert Press
KW  - Hedge funds
KW  - Portfolio management
KW  - absolute return
KW  - active investment management
KW  - arbitrage
KW  - capital asset pricing model
KW  - CAPM
KW  - derivatives
KW  - exchange traded funds
KW  - ETF
KW  - fat tails
KW  - finance
KW  - hedge funds
KW  - hedging
KW  - high-frequency trading
KW  - HFT
KW  - investing
KW  - investment management
KW  - long/short
KW  - modern portfolio theory
KW  - MPT
KW  - optimization
KW  - quant
KW  - quantitative trading strategies
KW  - portfolio construction
KW  - portfolio management
KW  - portfolio optimization
KW  - trading
KW  - trading strategies
KW  - Wall Street
N1  - Part of: 2014 digital library; 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; Access restricted to authorized users and institutions; 2; b; Also available in printing
N2  - 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
UR  - https://go.openathens.net/redirector/ciu.edu?url=https://portal.igpublish.com/iglibrary/search/BEPB0000285.html
ER  -