MANAGING A HEDGE FUND BLACK K. Księgarnia

Hedge funds now account for 25 percent of all NYSE trading
volume and are one of the fastest growing sectors in today's
financial industry. Managing a Hedge Fund examines every significant
issue facing a hedge fund manager, from management
of numerous types of risk to due diligence requirements, use of
arbitrage and other exotic activities, and more. Broad-based
where most hedge fund books are narrowly focused, it provides
current and potential managers with a concise but comprehensive
treatment on managing'and maximizing'a hedge fund in today's
fiercely competitive investing arena.

Table of Contents

Acknowledgments vii
Preface ix
CHAPTER 1
Introduction to Hedge Funds 1
CHAPTER 2
Portfolio Effects of Hedge Fund Investments 31
CHAPTER 3
Measuring Hedge Fund Performance 43
CHAPTER 4
Hedge Fund Risk Management and Due Diligence 65
CHAPTER 5
Cases in Risk Management 95
CHAPTER 6
Starting and Managing a Hedge Fund 109
CHAPTER 7
Understanding U.S. Hedge Fund Regulations 117
CHAPTER 8
Offshore Hedge Funds and Structured Products 125
CHAPTER 9
Equity Hedge Fund Strategies 143
CHAPTER 10
The Building Blocks of Fixed-Income Trading 167
CHAPTER 11
Fixed-Income Hedge Fund Strategies 179
CHAPTER 12
Mortgage-Backed Securities Hedge Fund Strategies 193
CHAPTER 13
Global Macro Hedge Fund Strategies 201
CHAPTER 14
Managed Futures Funds 219
CHAPTER 15
Risk Arbitrage Hedge Fund Strategies 245
CHAPTER 16
Distressed Investing and Event-Driven Hedge Fund Strategies 259
CHAPTER 17
Convertible Bond Arbitrage and Relative-Value
Hedge Fund Strategies 277
CHAPTER 18
Mutual Fund Market-Timing Strategies 295
CHAPTER 19
Funds of Funds 305

Glossary 323
Bibliography 327
Index 331
340 pages

Po otrzymaniu zamówienia poinformujemy,
czy wybrany tytuł polskojęzyczny lub anglojęzyczny jest aktualnie na półce księgarni.