Stock, Forex, Commodities, Options, Futures, Cryptocurrencies
logo-main
0 items $0.00
Menu
logo-main
0 items $0.00
Browse Categories
  • Trading Courses
  • Forex and Stocks Trading
  • All in One Series
  • Astro Trading
  • Cycle Trading and Market Timing
  • Options Trading
  • Commodity and Futures
  • Geometric and Pattern Trading
  • Investment and Economy
  • Astrology and Numerology
  • Cryptocurrency Books
  • Home
  • Books and Courses
  • Articles
  • Contact Us
  • About US
Login / Register
0 Wishlist
Andrew Lo -The Dynamics of the Hedge Fund Industry
Click to enlarge
Home Investment and Economy The Dynamics of the Hedge Fund Industry
Louis Phlips - Commodity, Futures and Financial Markets
Commodity, Futures and Financial Markets $34.69
Back to products
Marc Allaire - The Options Strategist How to Invest and Trade Equity-related Options
The Options Strategist: How to Invest and Trade Equity-related Options $14.11

The Dynamics of the Hedge Fund Industry

$17.30

Author(s)

Andrew Lo

Format

PDF

Pages

128

Published Date

2005

Add to wishlist
Category: Investment and Economy Tag: Hedge and ETF Funds
Share:
  • Description
Description
Rate this product

In The Dynamics of the Hedge Fund Industry, Lo begins by describing several hedge fund features that distinguish them from traditional investments, such as their propensity to experience more extreme returns than expected from a normal distribution and their exposure to nonlinear risk factors, which leads to skewed return distributions, nonrandom return patterns, and illiquidity. He then proposes a variety of new techniques for modeling these hedge fund features.

For example, he shows how the variance ratio can be used to map high-frequency return and risk measures onto low-frequency measures, and he describes how to add a third dimension to mean–variance analysis to incorporate illiquidity.

Throughout the monograph, Lo takes care to explain the practices and other factors that give rise to the special properties of hedge funds, which helps the reader distinguish features that might reflect a random pass through history from those that we should expect to endure. He also illustrates his new techniques with applications based on actual hedge fund data. Many of his examples offer striking evidence of the superiority of his new metrics and analytical tools. And Lo presents his material in a style that is accessible and engaging without sacrificing rigor or attention to detail.

Contents:

  • Motivation
  • Basic Properties of Hedge Fund Returns
  • Serial Correlation, Smoothed Returns, and Illiquidity
  • Optimal Liquidity
  • An Integrated Hedge Fund Investment Process
  • Practical Considerations
The Dynamics of the Hedge Fund Industry By Andrew Lo pdf

Related products

The Stock Market Barometer
Quick view
Add to wishlist

The Stock Market Barometer

$19.00
Add to cart
Simple Principles of lnvestment
Quick view
Add to wishlist

Simple Principles of Investment

$15.00
Add to cart
ape Reading and Market Tactics
Quick view
Add to wishlist

Tape Reading and Market Tactics

$14.00
Add to cart
What Price Wall Street
Quick view
Add to wishlist

What Price Wall Street

$20.00
Add to cart
Studies In Tape Reading
Quick view
Add to wishlist

Studies in Tape Reading

$14.00
Add to cart
The Battle for Investment Survival
Quick view
Add to wishlist

The Battle For Investment Survival

$17.00
Add to cart
The Increasing Gold Supply
Quick view
Add to wishlist

The Increasing Gold Supply and Its Effect on Security Values

$16.00
Add to cart
Ten years in Wall Street
Quick view
Add to wishlist

Ten years in Wall Street

$13.00
Add to cart

ONLINE PAYMENT

Payment methods

24/7 SUPPORT

Unlimited help desk

100% SAFE

SSL Certificate

INSTANT DOWNLOAD

Digital Ebooks and Courses

logo-main

Trading Books, Trading Courses, Trading Articles for All Traders

  • Charitsy Building, Zabeel Road, Al Karama st, Dubai
  • Telegram : @sacredtraders
  • Email: [email protected]
Recent Posts
  • Daytrading With Volatility By Mark Hodge
    June 3, 2023 No Comments
  • Introducing The Modidor Spread By Jay Kaeppel
    May 27, 2023 No Comments
  • Looking At Other Markets By Gail Mercer
    May 20, 2023 No Comments

NEW PRODUCTS

  • The Practical Guide to Wall Street By Matthew Tagliani The Practical Guide to Wall Street: Equities and Derivatives $16.73
  • Day Trading QuickStart Guide By Troy Noonan Day Trading QuickStart Guide: The Simplified Beginner's Guide to Winning Trade Plans, Conquering the Markets, and Becoming a Successful Day Trader
  • A Guide to Creating A Successful Algorithmic Trading Strategy By Perry J. Kaufman A Guide to Creating A Successful Algorithmic Trading Strategy $18.97
  • USEFUL LINKS
    • Trading Books and Courses
    • W.D. Gann
    • Privacy Policy
    • Terms & Conditions
    • DMCA
2017-2023 Sacred Traders Powerd By Sacred Traders Team
  • Menu
  • Categories
  • Trading Courses
  • Forex and Stocks Trading
  • All in One Series
  • Astro Trading
  • Cycle Trading and Market Timing
  • Options Trading
  • Commodity and Futures
  • Geometric and Pattern Trading
  • Investment and Economy
  • Astrology and Numerology
  • Cryptocurrency Books
  • Home
  • Books and Courses
  • Articles
  • Contact Us
  • About US
Shopping cart
Close
Sign in
Close

Lost your password?

No account yet?

Create an Account
Shop
0 Wishlist
0 items Cart
My account