Understanding Investment Funds de V. Terraza

Understanding Investment Funds: Insights from Performance and Risk Analysis

V. Terraza

H. Razafitombo

In light of recent financial crises, the role of investment funds is a recurring subject for discussion. Traditional methods must be adapted with the objective to strengthen scientific knowledge of investment funds. This book provides new insights, ideas and empirical evidence to improve tools and methods for fund performance analysis.

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	Preț	Express
Paperback (1)	369^.43 lei 6-8 săpt.
Palgrave Macmillan UK – 2013	369^.43 lei 6-8 săpt.
Hardback (1)	380^.47 lei 6-8 săpt.
Palgrave Macmillan UK – 20 mai 2013	380^.47 lei 6-8 săpt.

Preț

Express

Paperback (1)

369^.43 lei 6-8 săpt.

Palgrave Macmillan UK – 2013

369^.43 lei 6-8 săpt.

Hardback (1)

380^.47 lei 6-8 săpt.

Palgrave Macmillan UK – 20 mai 2013

380^.47 lei 6-8 săpt.

Cuprins

The Hazard-Adjusted Portfolio: a New Capital Allocation Scheme from an Extreme Risk Management Perspective Practical Weight Constrained Conditioned Portfolio Optimization using Risk Aversion Indicator Signals Hedge Fund's Risk Measurement in Presence of Persistence Phenomenon Fuzzy Risk Adjusted Performance Measures: Application in Finance The Fund Synthetic Index: an Alternative Benchmark for Mutual Funds Prediction of Fund Failure through Performance Diagnostics The Alpha of the Market Timer Mutual Fund Rating: a Symbolic Data Approach Do Incentives Incentivize? Hedge Fund Fees Dynamics and their Impact on Performance The Liability of the UCIT's Depositary

Notă biografică

LAURENT BODSON Affiliate Professor in Finance, HEC-University of Liege, Belgium PHILLIPE COGNEAU Associate Researcher, HEC-University of Liege, Belgium GEORGES HÜBNER Deloitte Chair of Portfolio Management and Performance, HEC-University of Liege JANG SCHLITZ Associate Professor, University of Luxembourg, Luxembourg MARC BOISSAUX Research Assistant, University of Luxembourg, Luxembourg MICHEL TERRAZA Professor of Economics, University of Montpellier 1, France RACHIDA HENNANI Research Assistant, University of Montpellier 1, France MOHAMED-ALI LIMAM PhD Student, University of Montpellier 1, France FALK LAUBE Researcher/Trader, R.G. Niederhoffer Capital Management, Inc., USA JULES SADEFO KAMDEM Assistant Professor, University of Montpellier 1, France ALFRED MBAIRADJIM MOUSSA Research Assistant, University of Montpellier 1, France CAROLE TORQUE Teacher and Consultant in Statistics, University of Paris Dauphine/Syrokko, France.