The book provides hands-on coverage of the visual and theoretical methods for measuring and modelling hedge fund performance with an emphasis on risk-adjusted performance metrics and techniques. A range of sophisticated risk analysis models and risk management strategies are also described in detail. Throughout, coverage is supplemented with helpful skill building exercises and worked examples in Excel and VBA.
The book's dedicated website, www.darbyshirehampton.com provides Excel spreadsheets and VBA source code which can be freely downloaded and also features links to other relevant and useful resources.
A comprehensive course in hedge fund modelling and analysis, this book arms you with the knowledge and tools required to effectively manage your risks and to optimise the return profile of your investment style.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
DAVID HAMPTON gained his PhD in Electrical Engineering from the Queen’s University of Belfast and an international MBA from Institut Superieur de Gestion in Paris, New York and Tokyo before joining Bank of America Capital Markets in London. David was previously an Adjunct Finance Professor at Skema Business School in Sophia Antipolis where he taught Financial Engineering and Excel/VBA Programming at the MSc level. At EDHEC Business School in Nice, he was responsible for managing their range of five MSc courses as Assistant Dean of the Financial Economics Track. An NFA registered CTA since 1997, David has been active as a consultant to the hedge fund community and as a Hedge Fund Manager with particular expertise in Global Macro Managed Futures and Long Short Equity investment styles.
Both David and Paul are Directors of darbyshirehampton; an innovative quantitative research, advisory, and consultancy firm specialising in hedge funds and the alternative investment industry. Website: www.darbyshirehampton.com.
Coauthored by two respected authorities on hedge funds and asset management, this implementation-oriented guide shows you how to employ a range of the most commonly used analysis tools and techniques both in industry and academia, for understanding, identifying and managing risk as well as for quantifying return factors across several key investment strategies. The book is also suitable for use as a core textbook for specialised graduate level courses in hedge funds and alternative investments.
The book begins with an overview of the industry, the major classes of hedge funds, and the most common investment strategies employed by hedge fund managers. This is followed by a critical assessment of the major information sources, including prominent commercial hedge fund databases and the indices and benchmarks they produce. The authors reveal the limitations and inherent shortcomings of each data source, while highlighting common problems and pitfalls associated with interpreting and utilising the summary data they provide.
The book provides hands-on coverage of the visual and theoretical methods for measuring and modelling hedge fund performance with an emphasis on risk-adjusted performance metrics and techniques. A range of sophisticated risk analysis models and risk management strategies are also described in detail. Throughout, coverage is supplemented with helpful skill building exercises and worked examples in Excel and VBA.
The book’s dedicated website, www.darbyshirehampton.com provides free downloads of the data, Excel spreadsheets and VBA source code used throughout the book as well as other relevant and useful resources.
A comprehensive course in hedge fund modelling and analysis, this book arms you with the knowledge and tools required to effectively manage your risks and to optimise the return profile of your investment style.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
Spese di spedizione:
EUR 2,44
In U.S.A.
Descrizione libro Condizione: New. Codice articolo 6037570-n
Descrizione libro Hardcover. Condizione: new. New. Fast Shipping and good customer service. Codice articolo Holz_New_0470747196
Descrizione libro Hardcover. Condizione: new. New Copy. Customer Service Guaranteed. Codice articolo think0470747196
Descrizione libro Hardcover. Condizione: new. Brand New Copy. Codice articolo BBB_new0470747196
Descrizione libro hardback. Condizione: New. Language: ENG. Codice articolo 9780470747193
Descrizione libro Hardcover. Condizione: New. Brand New!. Codice articolo VIB0470747196
Descrizione libro Condizione: new. Codice articolo d71978ab3b7db19a40d94181fe1d3102
Descrizione libro Condizione: New. Codice articolo 6037570-n
Descrizione libro Hardcover. Condizione: new. Codice articolo 9780470747193
Descrizione libro Hardback. Condizione: New. New copy - Usually dispatched within 4 working days. Hedge Fund Analysis and Modeling Using Excel and VBA is a practical and implementation driven text that will guide readers through real modeling and analysis exercises for hedge funds, enabling them to identify risk and return factors across their investments. Codice articolo B9780470747193