Hedge funds : structure, strategies, and performance /

Other Authors: Baker, H. Kent 1944-, Filbeck, Greg,
Format: Book
Language: English
Published: New York, NY : Oxford University Press, [2017]
Series: Financial markets and investments series.
Table of Contents:
  • Acknowledgments
  • About the editors
  • About the contributors
  • Abbreviations
  • Introduction
  • Hedge fund fundamentals / H. Kent Baker and Greg Filbeck
  • The economics of hedge funds / Shantanu Dutta, Arup Ganguly, and Lin Ge
  • The life cycle of hedge funds : a new perspective / Mila Getmansky and Rachel (Kyungyeon) Koh
  • Characteristics of successful hedge fund managers / Ashrafee T. Hossain, Samir Saadi, and Maxim Treff
  • Structure of hedge fund
  • Hedge fund organization / Douglas Cumming, Na Dai, and Sofia Johan
  • Hedge fund governance / Lamia Chourou, Ashrafee T. Hossain, and Samir Saadi
  • Activist hedge funds / Tony Calenda, Chris Milliken, and Andrew C. Spieler
  • The tax framework of hedge funds / François-Serve Lhabitant and Michel Brocard
  • Compensation and incentives in hedge funds / Garrett C.C. Smith and Gaurav Gupta
  • Off shore hedge funds / Roberto J. Santillán-Salgado and Juan José García-Santos
  • Investment strategies of hedge funds
  • Directional equity strategies of hedge funds / Oreste Auleta and Filippo Stefanini
  • Event driven hedge fund strategies / Caroline Farrelly and François-Serge Lhabitant
  • Global derivatives hedge fund strategies / Christopher Barnes, Ehsan Nikbakht, and Andrew C. Spieler
  • Relative value hedge funds strategies / George Dikanorov, Joseph McBride, and Andrew C. Spieler
  • Multi-strategy hedge funds / Paul-Henri Bayart-De-Germont and Daniel Capocci
  • Risks and regulation
  • Risk measurement and management for hedge funds / Guillaume Weisang
  • Hedge funds and systemic risk / Wulf A. Kaal and Timothy A. Krause
  • Operational risk management for hedge funds / Claus Huber and Daniel Imfeld
  • Hedge fund due diligence / Jason Scharfman
  • Hedge fund regulation / Wulf A. Kaal and Dale Oesterle
  • Hedge fund performance
  • Issues in hedge fund research / Thuy Bui and Abhishek Ganguly
  • Hedge fund pricing / David Hampton
  • Evaluating hedge fund performance / David M. Smith
  • Financial crises and evaporating diversification benefits of hedge funds / Monica Billio and Loriana Pelizzon
  • Hedge fund replication / Paul Lajbcygier and Mikhail Tupitsyn
  • Hedge funds and performance persisitence / Nan Qin and Ying Wang
  • Benchmark and bias in hedge funds / Jeffrey S. Smith, Kenneth Small, and Phillip Njoroge
  • Style analysis and consistency / William R. McCumber and Jyotsaana Parajuli
  • Issues, trends, and future prospects of hedge funds
  • Current hedge fund debates and controversies / Dianna Preece
  • Trends and future prospects of hedge funds / Hunter M. Holzhauer
  • Discussion questions and answers
  • Index.