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Books on the topic 'Hedge Fund'

Author: Grafiati

Published: 4 June 2021

Last updated: 30 July 2024

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1

McCrary, Stuart A. Hedge Fund Course. New York: John Wiley & Sons, Ltd., 2004.

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2

Gregoriou, Greg N., and Maher Kooli, eds. Hedge Fund Replication. London: Palgrave Macmillan UK, 2012. http://dx.doi.org/10.1057/9780230358317.

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3

Scharfman, Jason A. Hedge Fund Compliance. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2016. http://dx.doi.org/10.1002/9781119240242.

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4

Travers, Frank J., ed. Hedge Fund Analysis. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781119204855.

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5

Mirabile, Kevin R., ed. Hedge Fund Investing. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781119205074.

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6

Kiev, Ari, ed. Hedge Fund Leadership. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781119197775.

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7

Lederman, Scott J. Hedge fund regulation. New York City: Practising Law Institute, 2006.

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8

Boncompagni, Tatiana. Hedge Fund Wives. New York: HarperCollins, 2009.

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9

Ang, Andrew. Hedge fund leverage. Cambridge, MA: National Bureau of Economic Research, 2011.

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10

Lederman, Scott J. Hedge fund regulation. New York City: Practising Law Institute, 2006.

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11

Kiev, Ari. Hedge Fund Masters. New York: John Wiley & Sons, Ltd., 2006.

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12

Gorovyy, Sergiy. Hedge Fund Essays. [New York, N.Y.?]: [publisher not identified], 2012.

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13

Capocci, Daniel. The Complete Guide to Hedge Funds and Hedge Fund Strategies. London: Palgrave Macmillan UK, 2013. http://dx.doi.org/10.1057/9781137264442.

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14

Burton, Katherine. Hedge hunters: How hedge fund masters survived. New York: Bloomberg Press, 2010.

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15

Schwager, Jack D., ed. Hedge Fund Market Wizards. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781119203469.

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16

Tran, Vinh Q., ed. Evaluating Hedge Fund Performance. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781119201182.

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17

Shain, Randy, ed. Hedge Fund Due Diligence. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781119196907.

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18

Rittereiser, Cathleen M., and Lawrence E. Kochard. Top Hedge Fund Investors. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2010. http://dx.doi.org/10.1002/9781118267950.

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19

Stavetski, Edward J. Managing Hedge Fund Managers. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2009. http://dx.doi.org/10.1002/9781118267998.

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20

Wilson, Richard C. The Hedge Fund Book. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2010. http://dx.doi.org/10.1002/9781118266465.

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21

Jordan, Nora M. Hedge fund management 2013. New York, N.Y: Practising Law Institute, 2013.

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22

Tran, Vinh Quang. Evaluating Hedge Fund Performance. New York: John Wiley & Sons, Ltd., 2006.

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23

McGuire, Patrick M. Estimating hedge fund leverage. Basel, Switzerland: Bank for International Settlements, 2008.

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24

Shain, Randy. Hedge Fund Due Diligence. New York: John Wiley & Sons, Ltd., 2008.

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25

Israel, Nelken, ed. Hedge fund investment management. Amsterdam: Elsevier/Butterworth-Heinemann, 2006.

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26

Shain, Randy. Hedge fund due diligence: Professional tools to investigate hedge fund managers. Hoboken, N.J: Wiley, 2008.

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27

Tupitsyn, Mikhail, and Paul Lajbcygier. Hedge Fund Replication. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780190607371.003.0025.

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In theory, analogous to equity indices, hedge fund indices can provide broad exposure to hedge funds in a cost-effective manner. In practice, however, hedge fund indices are difficult to implement because direct investment in hedge funds is impractical. Unlike equities, hedge funds are not traded on liquid secondary markets and are often closed to new investment. A solution is hedge fund replication, which, rather than require direct investment in hedge funds, synthetically recreates hedge fund index returns by investing in portfolios that are exposed to the same underlying economic factors that drive hedge fund returns. This approach provides broad, cost-effective, hedge fund exposure and avoids the practical problems associated with direct hedge fund investment. As a consequence, such hedge fund clones exhibit lower tracking error and substantially higher raw and risk-adjusted returns than both investible and noninvestible hedge fund indices.

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28

Cumming, Douglas, Na Dai, and Sofia Johan. Hedge Fund Organization. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780190607371.003.0005.

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Hedge funds are organized as limited partnerships that obtain money from institutional investors and reinvest that money in public and private firms. Some criticize hedge funds for exacerbating financial instability, whereas others note instances of hedge fund fraud and call for greater regulation. This chapter provides a review of existing hedge fund regulation around the world regarding minimum capitalization, distribution channels, and restrictions on the location of key service providers. It also summarizes research on the consequences of hedge fund regulation in the United States and around the world involving fund performance and performance persistence. Finally, the chapter summarizes the benefits of Delaware law for hedge funds.

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29

Miebs, Felix. Fund of Hedge Funds. GRIN Verlag GmbH, 2007.

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30

Hampton, David. Hedge Fund Pricing. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780190607371.003.0022.

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The two main differentiating features of hedge fund managers compared to traditional investment managers are their ability to leverage and to take both short and long positions. Asset-pricing models used in traditional investment management appraisal have evolved to take these two features into account to correctly specify the pricing of hedge funds. Modern hedge fund asset-pricing theory has its roots in two venerable fields of financial economics research: capital asset pricing and the theory of the firm. This chapter presents the theory and intuition behind the most widely used models for hedge fund performance analysis. MATLAB is used as a computational platform for examples in the chapter using 10 hypothetical hedge fund return vectors. Quants and managers of funds of hedge funds deal mostly with data as presented in net monthly column vectors typically in a Microsoft Excel format.

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31

Chourou, Lamia, Ashrafee T. Hossain, and Samir Saadi. Hedge Fund Governance. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780190607371.003.0006.

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Hedge fund governance has attracted much interest since the financial crisis of 2007–2008 resulting in a dramatic shift in hedge funds’ shareholder composition, from high-net-worth individual investors to active institutional investors. The crisis, coupled with some major scandals, including Bernard Madoff’s multi-billion-dollar Ponzi scheme and the Weavering Capital fraud, uncovered poor governance practices in the hedge fund industry. Fund managers now face serious governance challenges that tend to focus on governance arrangements and independence of fund boards. Maintaining quality governance rules in hedge funds is critical for the industry. Evidence suggests that having sound and transparent governance practices is in the best interests of hedge fund managers. This chapter first addresses the development of corporate governance, followed by an analysis of hedge fund governance. Next the chapter explores the ongoing governance debates facing the industry. The chapter ends by discussing the changing nature of hedge fund governance.

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32

Kaal, Wulf A., and Dale A. Oesterle. Hedge Fund Regulation. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780190607371.003.0020.

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The hedge fund industry in the United States has evolved from a niche market participant in the early 1950s to a major industry operating in international financial markets today. Hedge funds in the United States began as privately held and privately managed investment funds, unregistered and exempt from federal securities regulation. An increasing investor demand for hedge funds and substantial growth of the hedge fund industry resulted in a tectonic shift in the regulatory framework applicable to the industry via the Dodd-Frank Wall Street Reform and Consumer Protection (Dodd-Frank) Act. This chapter summarizes the evolution of the regulatory framework governing the hedge fund industry. It focuses on the registration and disclosure provisions added by the Dodd-Frank Act and several other regulatory innovations, including the Jumpstart Our Business Startups (JOBS) Act and proposals for tax reform of the private investment fund industry.

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33

Bui, Thuy, and Abhishek Ganguly. Issues in Hedge Fund Research. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780190607371.003.0021.

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This chapter explores the various issues and challenges that confront financial economists researching hedge funds. Besides being complex investment vehicles, hedge funds are private entities that are subject to little regulation and disclosure requirements and are less transparent by nature. Such lax regulatory oversight also enables hedge funds to become the venues for financial innovation and cutting-edge investment strategies. As a result, research in hedge funds not only attempts to keep up with the continuous advancement in strategies employed by hedge fund managers but also suffers from several data issues, performance measurement biases, and endogeneity issues. These biases in hedge fund research considerably limit the accuracy and, more importantly, the generalizability of the findings. Thus, users of hedge fund research should be mindful of its limitations.

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34

Smith, David M. Evaluating Hedge Fund Performance. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780190607371.003.0023.

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A diverse set of measures allow investors to evaluate hedge fund portfolio managers’ performance across different dimensions. The various measures quantify the effectiveness of security selection; account for investor flows, operating risk, and worst-case investment scenarios; net out benchmark and peer-fund performance; and control for risk factors that are unique to hedge fund investment strategies. Hedge fund return information in published databases is usually self-reported, which is a conflict of interest that produces several reporting biases and inflated published average returns. After adjusting for these biases, hedge fund average returns trail equity market returns and in fact almost exactly equal U.S. Treasury bill average returns between January 1994 and March 2016. Yet, after risk adjustment, the hedge fund performance picture brightens. In the aggregate, hedge funds have higher Sharpe ratios and multifactor alphas, and lower maximum drawdown levels than equity market benchmarks.

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35

Gregoriou, G., and M. Kooli. Hedge Fund Replication. Palgrave Macmillan, 2011.

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36

Longo, John M. Hedge Fund Alpha. WORLD SCIENTIFIC, 2009. http://dx.doi.org/10.1142/7012.

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37

Hedge Fund Governance. Elsevier, 2015. http://dx.doi.org/10.1016/c2014-0-00091-3.

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38

Tuchschmid, Nils, Erik Wallerstein, and Sassan Zaker. Hedge Fund Clones. Oxford University Press, 2011. http://dx.doi.org/10.1093/oxfordhb/9780199553433.013.0008.

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39

Hedge Fund Fortunes. John Wiley & Sons Inc, 2007.

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40

Herlihy, Gerard A. Hedge Fund Grannies. Gerard A. Herlihy, 2014.

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41

Hedge Fund Wives. HarperCollins Publishers Limited, 2009.

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42

Travers, Frank J. Hedge Fund Analysis. Wiley & Sons, Incorporated, John, 2012.

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43

Kiev, Ari. Hedge Fund Masters. Wiley & Sons, Incorporated, John, 2005.

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44

Boncompagni, Tatiana. Hedge Fund Wives. HarperCollins Publishers Limited, 2009.

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45

N, Gregoriou Dr Greg, Professor Greg Gregoriou, Professor Maher Kooli, and Maher Professor Kooli. Hedge Fund Replication. Palgrave Macmillan, 2012.

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46

Ainslie, L. III. Hedge Fund Management. Association for Investment Management & Research, 2002.

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47

McCrary, Stuart A. Hedge Fund Course. Wiley & Sons, Incorporated, John, 2004.

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48

McCrary, Stuart A. Hedge Fund Course. Wiley & Sons, Incorporated, John, 2008.

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49

Hedge Fund Universes. New York: McGraw-Hill, 2010.

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50

Kiev, Ari. Hedge Fund Leadership. Wiley & Sons, Incorporated, John, 2008.

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