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Hedge funds : structure, strategies, and performance / [edited by] H. Kent Baker and Greg Filbeck.

Contributor(s): Baker, H. Kent (Harold Kent), 1944- [editor.] | Filbeck, Greg [editor.].
Publisher: New York City : Oxford University Press, 2017Description: 655 pages cm.Content type: text Media type: unmediated Carrier type: volumeISBN: 9780190607371 (hardcover).Subject(s): Hedge fundsGenre/Form: Print books.
Contents:
Acknowledgments -- About the editors -- About the contributors -- Abbreviations -- Introduction -- Hedge fund fundamentals / H. Kent Baker and Greg Filbeck -- The economics of hedge funds / Shantanu Dutta, Arup Ganguly, and Lin Ge -- The life cycle of hedge funds : a new perspective / Mila Getmansky and Rachel (Kyungyeon) Koh -- Characteristics of successful hedge fund managers / Ashrafee T. Hossain, Samir Saadi, and Maxim Treff -- Structure of hedge fund -- Hedge fund organization / Douglas Cumming, Na Dai, and Sofia Johan -- Hedge fund governance / Lamia Chourou, Ashrafee T. Hossain, and Samir Saadi -- Activist hedge funds / Tony Calenda, Chris Milliken, and Andrew C. Spieler -- The tax framework of hedge funds / François-Serve Lhabitant and Michel Brocard -- Compensation and incentives in hedge funds / Garrett C. C. Smith and Gaurav Gupta -- Off shore hedge funds / Roberto J. Santillán-Salgado and Juan José García-Santos -- Investment strategies of hedge funds -- Directional equity strategies of hedge funds / Oreste Auleta and Filippo Stefanini -- Event driven hedge fund strategies / Caroline Farrelly and François-Serge Lhabitant -- Global derivatives hedge fund strategies / Christopher Barnes, Ehsan Nikbakht, and Andrew C. Spieler -- Relative value hedge funds strategies / George Dikanorov, Joseph McBride, and Andrew C. Spieler -- Multi-strategy hedge funds / Paul-Henri Bayart-De-Germont and Daniel Capocci -- Risks and regulation -- Risk measurement and management for hedge funds / Guillaume Weisang -- Hedge funds and systemic risk / Wulf A. Kaal and Timothy A. Krause -- Operational risk management for hedge funds / Claus Huber and Daniel Imfeld -- Hedge fund due diligence / Jason Scharfman -- Hedge fund regulation / Wulf A. Kaal and Dale Oesterle -- Hedge fund performance -- Issues in hedge fund research / Thuy Bui and Abhishek Ganguly -- Hedge fund pricing / David Hampton -- Evaluating hedge fund performance / David M. Smith -- Financial crises and evaporating diversification benefits of hedge funds / Monica Billio and Loriana Pelizzon -- Hedge fund replication / Paul Lajbcygier and Mikhail Tupitsyn -- Hedge funds and performance persisitence / Nan Qin and Ying Wang -- Benchmark and bias in hedge funds / Jeffrey S. Smith, Kenneth Small, and Phillip Njoroge -- Style analysis and consistency / William R. McCumber and Jyotsaana Parajuli -- Issues, trends, and future prospects of hedge funds -- Current hedge fund debates and controversies / Dianna Preece -- Trends and future prospects of hedge funds / Hunter M. Holzhauer -- Discussion questions and answers -- Index.
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Includes index.

Acknowledgments -- About the editors -- About the contributors -- Abbreviations -- Introduction -- Hedge fund fundamentals / H. Kent Baker and Greg Filbeck -- The economics of hedge funds / Shantanu Dutta, Arup Ganguly, and Lin Ge -- The life cycle of hedge funds : a new perspective / Mila Getmansky and Rachel (Kyungyeon) Koh -- Characteristics of successful hedge fund managers / Ashrafee T. Hossain, Samir Saadi, and Maxim Treff -- Structure of hedge fund -- Hedge fund organization / Douglas Cumming, Na Dai, and Sofia Johan -- Hedge fund governance / Lamia Chourou, Ashrafee T. Hossain, and Samir Saadi -- Activist hedge funds / Tony Calenda, Chris Milliken, and Andrew C. Spieler -- The tax framework of hedge funds / François-Serve Lhabitant and Michel Brocard -- Compensation and incentives in hedge funds / Garrett C. C. Smith and Gaurav Gupta -- Off shore hedge funds / Roberto J. Santillán-Salgado and Juan José García-Santos -- Investment strategies of hedge funds -- Directional equity strategies of hedge funds / Oreste Auleta and Filippo Stefanini -- Event driven hedge fund strategies / Caroline Farrelly and François-Serge Lhabitant -- Global derivatives hedge fund strategies / Christopher Barnes, Ehsan Nikbakht, and Andrew C. Spieler -- Relative value hedge funds strategies / George Dikanorov, Joseph McBride, and Andrew C. Spieler -- Multi-strategy hedge funds / Paul-Henri Bayart-De-Germont and Daniel Capocci -- Risks and regulation -- Risk measurement and management for hedge funds / Guillaume Weisang -- Hedge funds and systemic risk / Wulf A. Kaal and Timothy A. Krause -- Operational risk management for hedge funds / Claus Huber and Daniel Imfeld -- Hedge fund due diligence / Jason Scharfman -- Hedge fund regulation / Wulf A. Kaal and Dale Oesterle -- Hedge fund performance -- Issues in hedge fund research / Thuy Bui and Abhishek Ganguly -- Hedge fund pricing / David Hampton -- Evaluating hedge fund performance / David M. Smith -- Financial crises and evaporating diversification benefits of hedge funds / Monica Billio and Loriana Pelizzon -- Hedge fund replication / Paul Lajbcygier and Mikhail Tupitsyn -- Hedge funds and performance persisitence / Nan Qin and Ying Wang -- Benchmark and bias in hedge funds / Jeffrey S. Smith, Kenneth Small, and Phillip Njoroge -- Style analysis and consistency / William R. McCumber and Jyotsaana Parajuli -- Issues, trends, and future prospects of hedge funds -- Current hedge fund debates and controversies / Dianna Preece -- Trends and future prospects of hedge funds / Hunter M. Holzhauer -- Discussion questions and answers -- Index.

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