Kapitel in diesem Buch

1. Frontmatter i
2. Contents vii
3. Tables xi
4. Figures xvii
5. Color Plates xxi
6. Acknowledgments xxiii
7. 1 Introduction 1
8. 2 BasicPropertiesof Hedge Fund Returns 34
9. 3. Serial Correlation, Smoothed Returns, and Illiquidity 64
10. 4 Optimal Liquidity 97
11. 5 Hedge Fund Beta Replication 121
12. 6 A New Measure of Active Investment Management 168
13. 7 Hedge Funds and Systemic Risk 198
14. 8 An Integrated Hedge Fund Investment Process 217
15. 9 Practical Considerations 237
16. 10 What Happened to the Quants in August 2007? 255
17. 11 Jumping the Gates 303
18. Appendix 323
19. References 341
20. Index 355