The Dynamics of the Hedge Fund Industry

@book{citeulike:2594189, abstract = {{Several recent empirical studies have argued that the standard methods of assessing hedge fund risks and rewards may be misleading. This monograph reviews the empirical facts surrounding hedge fund investments and proposes several new quantitative models for modeling hedge fund return, risk exposures, and associsted performance statistics.}}, author = {Lo, Andrew W. }, citeulike-article-id = {2594189}, howpublished = {Paperback}, isbn = {0943205727}, keywords = {hedge-fund}, month = {August}, posted-at = {2008-03-26 13:39:02}, priority = {0}, publisher = {{Research Foundation of CFA Institute}}, title = {The Dynamics of the Hedge Fund Industry}, url = {http://www.amazon.com/exec/obidos/redirect?tag=citeulike07-20\&path=ASIN/0943205727}, year = {2005} }

TY - BOOK ID - citeulike:2594189 L3 - citeulike-article-id:2594189 TI - The Dynamics of the Hedge Fund Industry PB - {Research Foundation of CFA Institute} SN - 0943205727 N2 - {Several recent empirical studies have argued that the standard methods of assessing hedge fund risks and rewards may be misleading. This monograph reviews the empirical facts surrounding hedge fund investments and proposes several new quantitative models for modeling hedge fund return, risk exposures, and associsted performance statistics.} KW - hedge-fund AU - Lo, Andrew PY - 2005/08/19/ UR - http://www.amazon.com/exec/obidos/redirect?tag=citeulike07-20&path=ASIN/0943205727 ER -