Hedge Funds by Greg N. Gregoriou
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Hedge Funds
By Greg N. Gregoriou

Hedge Funds

Insights in Performance Measurement, Risk Analysis, and Portfolio Allocation


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Hedge Funds by Greg N. Gregoriou

Book Description

Whether already experienced with hedge funds or just thinking about investing in them, readers need a firm understanding of this unique investment vehicle in order to achieve maximum success. Hedge Funds unites over thirty of the top practitioners and academics in the hedge fund industry to provide readers with the latest findings in this field. Their analysis deals with a variety of topics, from new methods of performance evaluation to portfolio allocation and risk/return matters. Although some of the information is technical in nature, an understanding and applicability of the results as well as theoretical developments are stressed. Filled with in-depth insight and expert advice, Hedge Funds helps readers make the most of this flexible investment vehicle.

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Book Details

ISBN: 9780471737438
ISBN-10: 0471737437
Format: Hardback
(231mm x 158mm x 52mm)
Pages: 654
Imprint: John Wiley & Sons Inc
Publisher: John Wiley & Sons Inc
Publish Date: 13-Sep-2005
Country of Publication: United States

Books By Author Greg N. Gregoriou

Reconsidering Funds of Hedge Funds by Greg N. Gregoriou Reconsidering Funds of Hedge Funds, Hardback (December 2012)

How will the funds of hedge funds (FoHF) business have to change to survive in the wake of the 2008-2012 financial crisis? This title presents comprehensive views of UCITS as well as the trends in due diligence, risk management, and hedge fund deaths and survivors. It intends to balance academic and professional viewpoints.

Rethinking Valuation and Pricing Models by Greg N. Gregoriou Rethinking Valuation and Pricing Models, Hardback (November 2012)

It is widely acknowledged that many financial modelling techniques failed during the financial crisis, and in our post-crisis environment many techniques are being reconsidered. This title provides a guide to lessons learned for practitioners and a reference for academics.

Best Practices in Management Accounting by Greg N. Gregoriou Best Practices in Management Accounting, Hardback (December 2011)

Management accounting has undergone significant evolution moving away from rigid budgeting programs and static output measures to comprehensive approaches of value identification and measurement. The book provides case studies, commentary and analysis from international experts in management accounting across the contemporary focus areas.

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Author Biography - Greg N. Gregoriou

GREG N. GREGORIOU is Associate Professor of Finance and coordinator of faculty research in the School of Business and Economics at the State University of New York, Plattsburgh. He received his BA in economics from Concordia University and his MBA and PhD in finance from the University of Quebec in Montreal. He is an associate with the Peritus Group in Montreal and the hedge fund editor and an editorial board member for Derivatives Use, Trading and Regulation (London). Gregoriou has published over forty articles on hedge funds and CTAs, and is coauthor and coeditor of four books. GEORGES HUBNER is the Deloitte Professor of Financial Management at HEC, Business School of the University of Liege. He is also Associate Professor of Finance at the University of Maastricht and Affiliate Professor of Finance at EDHEC Business School. He is an accomplished author of two books on financial management, as well as several peer-reviewed research articles about hedge funds and derivatives. Hubner holds a PhD in management from INSEAD. NICOLAS PAPAGEORGIOU completed his PhD at the ISMA Centre, The University of Reading, UK, in 2002 and has since held the position of Assistant Professor in the Department of Finance at HEC Montreal. His doctoral research focused on the modeling of corporate credit risk, and the empirical evaluation of models for pricing corporate liabilities and credit derivatives. Papageorgiou is also interested in alternative fund management, specifically hedge funds and CTAs, and has written several papers and book chapters on performance measurements of these funds. FABRICE ROUAH is an Institut de Finance Mathematique de Montreal (IFM2) Scholar, and a PhD candidate in finance at McGill University. He is a former faculty lecturer and consulting statistician and he specializes in the statistical and stochastic modeling of hedge funds, managed futures, and CTAs.

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