Forthcoming books
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Hedge Funds of Funds: Optimization Models Hardcover: 320 pages, 9.22 x 6.34 Price: $215.00 Publication date: TBA |
The book gives a comprehensive analysis of composing optimal hedge fund portfolios. Focusing on practitioner's needs, it explains, why the traditional optimization solutions under the mean-variance framework are hardly applicable to hedge funds. It provides a deep understanding of alternative optimization approaches deploying the Modified and Conditional Value-at-Risk methodology. The book describes a number of practicable optimization solutions and algorithms showing how correct optimization may greatly enhance performance of a hedge fund of funds.
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Due Diligence on Hedge Funds Hardcover: 310 pages, 9.22 x 6.34 Price: $225.00 Publication date: TBA |
A rapidly escalating popularity of hedge funds makes the problem of their sophisticated due diligence one of the key issues for institutional and private investors. The book focuses on three inseparable elements of hedge fund due diligence: qualitative, quantitative, and fraud protection. It explains, why the classic investigation and corporate due diligence drastically differs with that on hedge funds. As a part of quantitative due diligence, it delves into the relevant risk management problems that are often overlooked. While giving a thoughtful insight into the unique hedge fund fraud protection problems, the book focuses on professional psychological analysis methods.
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Credit Risks of Hedge Funds Hardcover: 350 pages, 9.22 x 6.34 Price: $235.00 Publication date:TBA |
| This book focuses on problem-solving from the institutional investor’s perspective. Introducing a number of techniques of hedge funds’ credit ratings, it emphasizes on their quantitative side. It explains, why neglecting of hedge funds’ credit rating issues may likely result in vaporizing portfolio diversification benefits. Analyzing existing methods of valuating non-rated entities, the book suggest a few practicable solutions easily applicable to hedge funds. | |
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Quantitative Analysis of Hedge Funds Hardcover: 330 pages, 9.22 x 6.34 Price: $215.00 Publication date: TBA |
What if you could understand hedge fund risk management and quantitative evaluation without immersing yourself in high-level mathematics? This straightforward, readable guide--which requires only some basic knowledge of financial spreadsheets-- outlines the unique problems of hedge funds’ quantitative analysis and risk assessment. Explaining why the traditional meaan-variance methodology is not applicable to hedge funds, the book provides a practical, detailed and up-to-date analysis of the latest solutions within the Value-at-Risk context including the Modified and Conditional Value-at-Risk.
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