000			04144nam a22004933i 4500
001			EBC1771351
003			MiAaPQ
005			20240729123005.0
006			m o d |
007			cr cnu||||||||
008			240724s2014 xx o ||||0 eng d
020			_a9781631570902 _q(electronic bk.)
020			_z9781631570896
035			_a(MiAaPQ)EBC1771351
035			_a(Au-PeEL)EBL1771351
035			_a(CaPaEBR)ebr10940893
035			_a(CaONFJC)MIL638898
035			_a(OCoLC)889552326
040			_aMiAaPQ _beng _erda _epn _cMiAaPQ _dMiAaPQ
050		4	_aHG4530 .R658 2014
082	0		_a332.6327
100	1		_aRomero, Philip J.
245	1	0	_aWhat Hedge Funds Really Do : _bAn Introduction to Portfolio Management.
250			_a1st ed.
264		1	_aNew York : _bBusiness Expert Press, _c2014.
264		4	_c©2014.
300			_a1 online resource (148 pages)
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
490	1		_aStudien Zum Physik- und Chemielernen Series
505	0		_aCover -- Contents -- Part I: The Basics -- Chapter 1: Introduction -- Chapter 2: So You Want to Be a Hedge Fund Manager -- Chapter 3: An Illustrative Hedge Fund Strategy: Arbitrage -- Chapter 4: Market-Making Mechanics -- Chapter 5: Introduction to Company Valuation -- Part II: Investing Fundamentals: CAPM and EMH -- Chapter 6: How Valuation Is Used by Hedge Funds -- Chapter 7: Framework for Investing: The Capital Asset Pricing Model (CAPM) -- Chapter 8: The Efficient Market Hypothesis (EMH)-Its Three Versions -- Chapter 9: The Fundamental Lawof Active Portfolio Management -- Part III: Market Simulation and Portfolio Construction -- Chapter 10: Modern Portfolio Theory: The Efficient Frontier and Portfolio Optimization -- Chapter 11: Event Studies -- Chapter 12: Overcoming Data Quirks to Design Trading Strategies -- Chapter 13: Data Sources -- Chapter 14: Back Testing Strategies -- Part IV: Case Study and Issues -- Chapter 15: Hedge Fund Case Study: Long Term Capital Management (LTCM) -- Chapter 16: Opportunities and Challenges for Hedge Funds -- Teaching Cases -- Glossary -- Summary -- Index -- Ad page -- Cover.
520			_aWhen I managed a hedge fund in the late 1990s, computer-basedtrading was a mysterious technique only available to thelargest hedge funds and institutional trading desks. We've comea long way since then. With this book, Drs. Romero and Balch liftthe veil from many of these once-opaque concepts in high-techfinance. We can all benefit from learning how the cooperationbetween wetware and software creates fitter models. This bookdoes a fantastic job describing how the latest advances in financialmodeling and data science help today's portfolio managerssolve these greater riddles. --Michael Himmel, ManagingPartner, Essex Asset ManagementI applaud Phil Romero's willingness to write about the hedgefund world, an industry that is very private, often flamboyant,and easily misunderstood. As with every sector of the investmentlandscape, the hedge fund industry varies dramaticallyfrom quantitative "black box" technology, to fundamental researchand old-fashioned stock picking. This book helps investorsdistinguish between these diverse opposites and understandtheir place in the new evolving world of finance. --Mick Elfers,Founder and Chief Investment Strategist, Irvington Capital.
588			_aDescription based on publisher supplied metadata and other sources.
590			_aElectronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2024. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries.
650		0	_aHedge funds.
650		0	_aPortfolio management.
655		4	_aElectronic books.
700	1		_aBalch, Tucker.
776	0	8	_iPrint version: _aRomero, Philip J. _tWhat Hedge Funds Really Do _dNew York : Business Expert Press,c2014 _z9781631570896
797	2		_aProQuest (Firm)
830		0	_aStudien Zum Physik- und Chemielernen Series
856	4	0	_uhttps://ebookcentral.proquest.com/lib/orpp/detail.action?docID=1771351 _zClick to View
999			_c39653 _d39653