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[ subject:"BUSINESS & ECONOMICS / Investments & Securities / General" ]
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Understanding investment funds = ins...
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Terraza, Virginie, (1971-)
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Understanding investment funds = insights from performance and risk analysis /
紀錄類型:
書目-電子資源 : Monograph/item
正題名/作者:
Understanding investment funds/ edited by Virginie Terraza, Hery Razafitombo.
其他題名:
insights from performance and risk analysis /
其他作者:
Terraza, Virginie,
出版者:
Basingstoke :Palgrave Macmillan, : 2013.,
面頁冊數:
1 online resource.
內容註:
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.
標題:
Investments. -
電子資源:
http://www.palgraveconnect.com/doifinder/10.1057/9781137273611
ISBN:
9781137273611 (electronic bk.)
Understanding investment funds = insights from performance and risk analysis /
Understanding investment funds
insights from performance and risk analysis /[electronic resource] :edited by Virginie Terraza, Hery Razafitombo. - Basingstoke :Palgrave Macmillan,2013. - 1 online resource.
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.
In light of recent financial crises, the role of investment funds is a recurring subject for discussion. In the past, crises used to be limited to singular markets or specific asset classes. In today's crises, many different asset classes are affected simultaneously and globally. Given this new context, our traditional methods must be adapted with the overall objective to strengthen the scientific knowledge of investment funds. The aim of this book is to provide new insights, ideas and empirical evidence that will improve tools and methods at our disposal for fund performance analysis. This book proposes a number of topics that are current of interest: two portfolio optimization models with a multi-fractal approach and a dynamic approach using risk aversion signals; an alternative benchmark for mutual funds, a fuzzy approach to estimate performance measures, a symbolic data approach to compare fund rating systems and various risk management aspects of investment funds linked to risk performance indicators.
ISBN: 9781137273611 (electronic bk.)
Source: 634686Palgrave Macmillanhttp://www.palgraveconnect.comSubjects--Topical Terms:
566987
Investments.
Index Terms--Genre/Form:
542853
Electronic books.
LC Class. No.: HG4521 / .U53 2013
Dewey Class. No.: 332.6
Understanding investment funds = insights from performance and risk analysis /
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