by François-Serge Lhabitant · Wiley · tapa dura · ISBN 9780470856673
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«Hedge Funds: Quantitative Insights» is the finance essay by François-Serge Lhabitant, published by Wiley in hardcover (354 pages, in English).
Quantitative analysis of hedge funds: how to measure return and risk, interpret statistics and risk-adjusted return measures, and use databases, indices and benchmarks. It covers correlation, regression, asset pricing models and style classification, and examines strategic asset allocation and risk management in portfolios.
The work was originally published in 2004 within the Wiley Finance series and includes bibliographic references and an index.
It is aimed at finance professionals, institutional and private investors, and finance students.
