03602cam a22003258i 4500999001900000001000900019005001700028008004100045010001700086020003000103040002300133042000800156049002600164050002500190245010500215260000900320263000900329264005300338300001700391336002600408337002800434338002700462500002000489505262900509650001703138655002703155700005103182700002803233942001503261 c486815d4868151929065020171003075912.0160926s2017 nyu 001 0 eng  a 2016041675 a9780190607371 (hardcover) aDLCbengerdacDLC apcc aAlfaisal Main Library00aHG4530b.H38834 201700aHedge funds :bstructure, strategies, and performance /c[edited by] H. Kent Baker and Greg Filbeck. c2017 a1712 1aNew York City :bOxford University Press,c2017. a655 pages cm atextbtxt2rdacontent aunmediatedbn2rdamedia avolumebnc2rdacarrier aIncludes index.0 aAcknowledgments -- 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. 0aHedge funds. 02local94aPrint books.1 aBaker, H. Kentq(Harold Kent),d1944-eeditor.1 aFilbeck, Greg,eeditor. 2lcccBOOKS