Understanding Investment Funds
Insights from Performance and Risk Analysis
1st Edition
Published on 20. May 2013
XIII, 179 pages
978-1-137-27361-1 (ISBN)
Description
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.
More details
Series
Language
English
Place of publication
London
United Kingdom
Publishing group
Palgrave Macmillan UK
Target group
Professional and scholarly
Product notice
Reflowable
Illustrations
XIII, 179 p.
File size
1,07 MB
ISBN-13
978-1-137-27361-1 (9781137273611)
DOI
10.1057/9781137273611
Schweitzer Classification
Other editions
Additional editions
V. Terraza | H. Razafitombo
Understanding Investment Funds
Insights from Performance and Risk Analysis
Book
05/2013
Palgrave Macmillan
€53.49
Shipment within 10-20 days
V. Terraza | H. Razafitombo
Understanding Investment Funds
Insights from Performance and Risk Analysis
Book
01/2013
Palgrave Macmillan
€53.49
Shipment within 15-20 days
Persons
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.
Content
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
