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Terraza / Razafitombo

Understanding Investment Funds

Insights from Performance and Risk Analysis

Medium: Buch
ISBN: 978-1-137-27360-4
Verlag: Springer Nature Singapore
Erscheinungstermin: 20.05.2013
Lieferfrist: bis zu 10 Tage
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.

Produkteigenschaften


  • Artikelnummer: 9781137273604
  • Medium: Buch
  • ISBN: 978-1-137-27360-4
  • Verlag: Springer Nature Singapore
  • Erscheinungstermin: 20.05.2013
  • Sprache(n): Englisch
  • Auflage: 2013. Auflage 2013
  • Produktform: Gebunden
  • Gewicht: 3501 g
  • Seiten: 179
  • Format (B x H x T): 146 x 188 x 15 mm
  • Ausgabetyp: Kein, Unbekannt

Autoren/Hrsg.

Herausgeber

Terraza, V.

Razafitombo, H.

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