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Hedge Funds: An Analytic Perspective - Updated Edition: 3 Paperback – 16 July 2010

4.5 out of 5 stars 13 ratings

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Product details

  • Publisher : Princeton University Press; 1st edition (16 July 2010)
  • Language : English
  • Paperback : 400 pages
  • ISBN-10 : 0691145989
  • ISBN-13 : 978-0691145983
  • Dimensions : 15.49 x 2.46 x 23.37 cm
  • Customer Reviews:
    4.5 out of 5 stars 13 ratings

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Review


""This book provides a useful and very timely overview of key aspects of the hedge fund industry. It summarizes the basic properties of hedge fund returns, discusses why traditional performance measures may be misleading when analyzing hedge fund performance, and highlights important issues such as serial correlation, return smoothing, and illiquidity.""'Markus K. Brunnermeier, Princeton University

From the Back Cover

"Andrew Lo's Hedge Funds is likely to be the high-water mark in the analysis of hedge funds for years to come. Focusing on hedge fund returns and trading strategies, risk characteristics, and potential for illiquidity, Lo brings to bear his always fresh and insightful thinking."--Richard Bookstaber, author of A Demon of Our Own Design: Markets, Hedge Funds, and the Perils of Financial Innovation

"Lo offers a truly unique perspective. He examines the properties of returns and illiquidity in great detail and introduces an innovative concept of mean-variance-liquidity optimization, something that no other book on hedge funds has addressed."--Narayan Y. Naik, London Business School

"This book provides a useful and very timely overview of key aspects of the hedge fund industry. It summarizes the basic properties of hedge fund returns, discusses why traditional performance measures may be misleading when analyzing hedge fund performance, and highlights important issues such as serial correlation, return smoothing, and illiquidity."--Markus K. Brunnermeier, Princeton University

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CorMag
4.0 out of 5 stars Wirklich interessant!
Reviewed in Germany on 22 January 2009
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Ali Amiri
5.0 out of 5 stars Five Stars
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Mathieu Gomes
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Vic in San Francisco
3.0 out of 5 stars Meeeeh
Reviewed in the United States on 15 December 2010
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