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Understanding Investment Funds|V. Terraza

Understanding Investment Funds : Insights from Performance and Risk Analysis

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Overview

The Hazard-Adjusted Portfolio: a New Capital Allocation Scheme from an Extreme Risk Management Perspective Practical Weight Constrained Conditioned Portfolio Optimization using Risk Aversion Indicator Signals Hedge Fund's Risk Measurement in Presence of Persistence Phenomenon Fuzzy Risk Adjusted Performance Measures: Application in Finance The Fund Synthetic Index: an Alternative Benchmark for Mutual Funds Prediction of Fund Failure through Performance Diagnostics The Alpha of the Market Timer Mutual Fund Rating: a Symbolic Data Approach Do Incentives Incentivize? Hedge Fund Fees Dynamics and their Impact on Performance The Liability of the UCIT's Depositary

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Details

  • ISBN-13: 9781349445332
  • ISBN-10: 1349445339
  • Publisher: Palgrave MacMillan
  • Publish Date: January 2013
  • Dimensions: 8.5 x 5.5 x 0.42 inches
  • Shipping Weight: 0.51 pounds
  • Page Count: 179

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