Investing in Hedge Funds: A Guide to Measuring Risk and Return Characteristics

4 avg rating
( 1 ratings by Goodreads )
 
9780124047310: Investing in Hedge Funds: A Guide to Measuring Risk and Return Characteristics

This book will present a comprehensive view of the risk characteristics, risk-adjusted performances, and risk exposures of various hedge fund indices. It will distinguish itself from other books and journal articles by focusing solely on hedge fund indices and emphasizing tail risk as a predictor of hedge fund index returns. The three chapters in this short book have not been previously published.

  • Presents new insights about the investability and performance measurement of an investor’s final portfolio
  • Uses most recently developed investable hedge fund indexes to revise previous analyses of indexes
  • Focuses on 14 distinct types of hedge fund indices with daily data from January 1994 to December 2011

"synopsis" may belong to another edition of this title.

About the Author:

Turan G. Bali is Dean's Research Professor of Finance at Georgetown University. He is widely published and ranked 15th among 4,987 academics based on publications in 18 finance journals during the period 2000-2005. He serves as an associate editor for 5 leading finance journals and is a founding member of the Society for Financial Econometrics.

Yigit Atilgan holds a Ph.D. from Baruch College, CUNY and an MA from the Simon School, University of Rochester. He writes regularly about investments, options, and international finance.

Holding a Ph.D. from Boston College, Ozgur Demirtas has published in the Journal of Monetary Economics, the Journal of Banking and Finance, and the Journal of Financial and Quantitative Analysis, among others. He has won numerous awards for his scholarship and his teaching.

Review:

"...a very intuitive and comprehensive introduction to hedge funds. I consider this to be an excellent book for students interested in alternative investments, practitioners dealing with hedge funds as clients, and investors seeking to investigate the past performance of hedge fund indices." --Financial Markets and Portfolio Management

"Bali,...Atilgan,...and  Demirtas...present an overview of how hedge funds have performed over the past 20 years. They discuss present risk and return characteristics for a wide range of hedge fund indices; fund databases and their biases; changes in performance in the recent global financial crisis; and linkages between index returns and macroeconomic factors."--Reference & Research Book News, December 2013

"About this title" may belong to another edition of this title.

Top Search Results from the AbeBooks Marketplace

1.

Turan Bali
ISBN 10: 0124047319 ISBN 13: 9780124047310
New Quantity Available: 2
Seller:
Books_Universe
(Sugarland, TX, U.S.A.)
Rating
[?]

Book Description Book Condition: New. Brand New. US Edition Book. We do not ship to Military Addresses. Fast Shipping with Order Tracking. For Standard Shipping 7-8 business days & Expedite Shipping 4-6 business days, after shipping. Bookseller Inventory # 0124047319-RMX

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 29.95
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds

2.

Turan Bali; Yigit Atilgan; Ozgur Demirtas
Published by Academic Press (2013)
ISBN 10: 0124047319 ISBN 13: 9780124047310
New Paperback First Edition Quantity Available: 1
Seller:
Irish Booksellers
(Rumford, ME, U.S.A.)
Rating
[?]

Book Description Academic Press, 2013. Paperback. Book Condition: New. book. Bookseller Inventory # M0124047319

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 29.96
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds

3.

Turan G. Bali, Yigit Atilgan, Ozgur Demirtas
Published by Elsevier Science Publishing Co Inc, United States (2013)
ISBN 10: 0124047319 ISBN 13: 9780124047310
New Paperback Quantity Available: 10
Print on Demand
Seller:
The Book Depository US
(London, United Kingdom)
Rating
[?]

Book Description Elsevier Science Publishing Co Inc, United States, 2013. Paperback. Book Condition: New. Language: English . Brand New Book ***** Print on Demand *****. This book will present a comprehensive view of the risk characteristics, risk-adjusted performances, and risk exposures of various hedge fund indices. It will distinguish itself from other books and journal articles by focusing solely on hedge fund indices and emphasizing tail risk as a predictor of hedge fund index returns. The three chapters in this short book have not been previously published. Bookseller Inventory # AAV9780124047310

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 35.48
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

4.

Turan G. Bali, Yigit Atilgan, Ozgur Demirtas
Published by Elsevier Science Publishing Co Inc, United States (2013)
ISBN 10: 0124047319 ISBN 13: 9780124047310
New Paperback Quantity Available: 10
Seller:
Book Depository hard to find
(London, United Kingdom)
Rating
[?]

Book Description Elsevier Science Publishing Co Inc, United States, 2013. Paperback. Book Condition: New. Language: English . This book usually ship within 10-15 business days and we will endeavor to dispatch orders quicker than this where possible. Brand New Book. This book will present a comprehensive view of the risk characteristics, risk-adjusted performances, and risk exposures of various hedge fund indices. It will distinguish itself from other books and journal articles by focusing solely on hedge fund indices and emphasizing tail risk as a predictor of hedge fund index returns. The three chapters in this short book have not been previously published. Bookseller Inventory # EOD9780124047310

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 35.52
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

5.

Turan G. Bali, Yigit Atilgan, Ozgur Demirtas
Published by Elsevier Science Publishing Co Inc, United States (2013)
ISBN 10: 0124047319 ISBN 13: 9780124047310
New Paperback Quantity Available: 10
Print on Demand
Seller:
The Book Depository
(London, United Kingdom)
Rating
[?]

Book Description Elsevier Science Publishing Co Inc, United States, 2013. Paperback. Book Condition: New. Language: English . Brand New Book ***** Print on Demand *****.This book will present a comprehensive view of the risk characteristics, risk-adjusted performances, and risk exposures of various hedge fund indices. It will distinguish itself from other books and journal articles by focusing solely on hedge fund indices and emphasizing tail risk as a predictor of hedge fund index returns. The three chapters in this short book have not been previously published. Bookseller Inventory # AAV9780124047310

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 35.72
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

6.

Bali, Turan
ISBN 10: 0124047319 ISBN 13: 9780124047310
New Quantity Available: 1
Seller:
Paperbackshop-US
(Wood Dale, IL, U.S.A.)
Rating
[?]

Book Description 2013. PAP. Book Condition: New. New Book. Shipped from US within 10 to 14 business days. Established seller since 2000. Bookseller Inventory # KS-9780124047310

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 31.92
Convert Currency

Add to Basket

Shipping: US$ 3.99
Within U.S.A.
Destination, Rates & Speeds

7.

Bali, Turan
Published by Academic Press 2013-07 (2013)
ISBN 10: 0124047319 ISBN 13: 9780124047310
New Quantity Available: 5
Print on Demand
Seller:
Chiron Media
(Wallingford, United Kingdom)
Rating
[?]

Book Description Academic Press 2013-07, 2013. Book Condition: New. This item is printed on demand. Brand new book, sourced directly from publisher. Dispatch time is 24-48 hours from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely. Bookseller Inventory # NU-LSI-06974986

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 32.15
Convert Currency

Add to Basket

Shipping: US$ 3.93
From United Kingdom to U.S.A.
Destination, Rates & Speeds

8.

Bali, Turan
Published by Academic Press (2016)
ISBN 10: 0124047319 ISBN 13: 9780124047310
New Paperback Quantity Available: 1
Print on Demand
Seller:
Ria Christie Collections
(Uxbridge, United Kingdom)
Rating
[?]

Book Description Academic Press, 2016. Paperback. Book Condition: New. PRINT ON DEMAND Book; New; Publication Year 2016; Not Signed; Fast Shipping from the UK. No. book. Bookseller Inventory # ria9780124047310_lsuk

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 39.01
Convert Currency

Add to Basket

Shipping: US$ 5.09
From United Kingdom to U.S.A.
Destination, Rates & Speeds

9.

BALI, TURAN; ATILGAN, YIGIT; DEMIRTAS, OZGUR
Published by Academic Press (2013)
ISBN 10: 0124047319 ISBN 13: 9780124047310
New Paperback Quantity Available: 1
Seller:
Herb Tandree Philosophy Books
(Stroud, GLOS, United Kingdom)
Rating
[?]

Book Description Academic Press, 2013. Paperback. Book Condition: NEW. 9780124047310 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Bookseller Inventory # HTANDREE01197840

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 33.86
Convert Currency

Add to Basket

Shipping: US$ 10.52
From United Kingdom to U.S.A.
Destination, Rates & Speeds

10.

BALI, TURAN; ATILGAN, YIGIT; DEMIRTAS, OZGUR
Published by Academic Press (2013)
ISBN 10: 0124047319 ISBN 13: 9780124047310
New Paperback Quantity Available: 1
Seller:
Herb Tandree Philosophy Books
(Stroud, GLOS, United Kingdom)
Rating
[?]

Book Description Academic Press, 2013. Paperback. Book Condition: NEW. 9780124047310 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Bookseller Inventory # HTANDREE0893920

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 33.86
Convert Currency

Add to Basket

Shipping: US$ 10.52
From United Kingdom to U.S.A.
Destination, Rates & Speeds

There are more copies of this book

View all search results for this book