Library:
Madrid
London
Paris Champerret
Paris Montparnasse
Turin
Berlin
(vérif DM) This book provides deep insights into the complex quantitative analysis of hedge funds : characteristics ; measuring returns ; return and risk statistics ; risk-ajusted performance measures ; databases, indices and benchmarks ; covariance and correlation ; regression analysis ; asset pricing model ; styles, clusters, and classification ; revisiting of benefits and risk of hedge fund investing ; strategic asset allocation, from portfolio optimizing to risk budgeting ; risk measurement and management...
