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Intelligent Hedge Fund Investing
Incisive Media, April 2004, Pages: 350
Focusing on the wide range of hedge fund strategy choices and their associated challenges and risks, this title presents a wealth of new research to guide you past the potential pitfalls and develop your risk assessment skills
- Presents cutting-edge research on hedge funds with broad coverage of investing, risk management and portfolio allocation and in-depth analysis on a variety of topics including VaR estimation, illiquidity and dynamic investment strategies
- Explores important differences between approaches to hedge funds and standard investment choices
- Gain a practical insight into the proper analytical tools for evaluating hedge fund investments in order to reach better decisions both in managing the risk of these investments and in allocating the risk among alternatives
- Accurately compare and measure the pros and cons of various risk management strategies so that you can assess whether or not to follow a particular strategy
- Enables hedge fund investors to adequately measure and weigh risk against benefits in order to optimise their asset allocations to hedge funds
- Technical material is presented in appendices and explained in detail in the text, making the title ideal for readers with only moderate technical knowledge
About the author:
Barry Schachter is Managing Director of Risk Management at SAC Capital Advisors, LLC, a large hedge fund. He is also the creator of GloriaMundi.org, a non-commercial website for risk management. Barry is a Fellow of the Program in Mathematics in Finance at the Courant Institute of NYU. He is a member of the Blue Ribbon Advisory Panel of PRMIA and the Advisory Board of IAFE. He serves on the editorial boards of the Journal of Derivatives and Finance Letters. Prior to his current position, Barry has held positions with Caxton Associates, Chase Manhattan Bank, the U.S. Comptroller of the Currency, the U.S. Commodity Futures Trading Commission, and several universities. He has also been a consultant to the International Monetary Fund. He has published his research in academic and practitioner journals, and has edited a book on derivatives in banking. He has spoken widely on the topic of risk management. He received his Ph.D. from Cornell University.
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