Efficiently inefficient how smart money invests and market prices are determined
Efficiently Inefficient describes the key trading strategies used by hedge funds and demystifies the secret world of active investing. Leading financial economist Lasse Heje Pedersen combines the latest research with real-world examples and interviews with top hedge fund managers to show how certain...
| Otros Autores: | |
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Princeton, N.J. :
Princeton University Press
[2015]
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| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009623526606719 |
Tabla de Contenidos:
- Frontmatter
- Contents
- The Main Themes in Three Simple Tables
- Preface
- Acknowledgments
- About the Author
- Introduction
- Part I. Active Investment
- Chapter 1. Understanding Hedge Funds and Other Smart Money
- Chapter 2. Evaluating Trading Strategies: Performance Measures
- Chapter 3. Finding and Backtesting Strategies: Profiting in Efficiently Inefficient Markets
- Chapter 4. Portfolio Construction and Risk Management
- Chapter 5. Trading and Financing a Strategy: Market and Funding Liquidity
- Part II. Equity Strategies
- Chapter 6. Introduction to Equity Valuation and Investing
- Chapter 7. Discretionary Equity Investing
- Chapter 8. Dedicated Short Bias
- Chapter 9. Quantitative Equity Investing
- Part III. Asset Allocation and Macro Strategies
- Chapter 10. Introduction to Asset Allocation: The Returns to the Major Asset Classes
- Chapter 11. Global Macro Investing
- Chapter 12 Managed Futures: Trend-Following Investing
- Part IV. Arbitrage Strategies
- Chapter 13. Introduction to Arbitrage Pricing and Trading
- Chapter 14. Fixed-Income Arbitrage
- Chapter 15. Convertible Bond Arbitrage
- Chapter 16. Event-Driven Investments
- References
- Index
