Understanding Investment Funds by Hery Razafitombo
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Understanding Investment Funds

Understanding Investment Funds


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About the Book

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
About the Author: LAURENT BODSON Affiliate Professor in Finance, HEC-University of Liege, Belgium PHILLIPE COGNEAU Associate Researcher, HEC-University of Liege, Belgium GEORGES HÜBNER Deloitte Chair of Portfolio Management and Performance, HEC-University of Liege JANG SCHLITZ Associate Professor, University of Luxembourg, Luxembourg MARC BOISSAUX Research Assistant, University of Luxembourg, Luxembourg MICHEL TERRAZA Professor of Economics, University of Montpellier 1, France RACHIDA HENNANI Research Assistant, University of Montpellier 1, France MOHAMED-ALI LIMAM PhD Student, University of Montpellier 1, France FALK LAUBE Researcher/Trader, R.G. Niederhoffer Capital Management, Inc., USA JULES SADEFO KAMDEM Assistant Professor, University of Montpellier 1, France ALFRED MBAIRADJIM MOUSSA Research Assistant, University of Montpellier 1, France CAROLE TORQUE Teacher and Consultant in Statistics, University of Paris Dauphine/Syrokko, France.


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Product Details
  • ISBN-13: 9781349445332
  • Publisher: Palgrave MacMillan
  • Publisher Imprint: Palgrave Macmillan
  • Edition: 1st ed. 2013
  • Language: English
  • Returnable: Y
  • Spine Width: 11 mm
  • Weight: 286 gr
  • ISBN-10: 1349445339
  • Publisher Date: 01 Jan 2013
  • Binding: Paperback
  • Height: 216 mm
  • No of Pages: 179
  • Series Title: English
  • Sub Title: Insights from Performance and Risk Analysis
  • Width: 140 mm


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