2004•McGraw-Hill eBooksRequires access

Managing a hedge fund : a complete guide to trading, business strategies, operations, and regulations

Keith H. Black

Abstract

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

About this research paper

What this paper is about

Why it matters

OpenAlex reports 1 citations for this work. Citation counts describe recorded attention and do not establish research quality.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Available abstract

Key concepts: Hedge fund, Alternative beta, Fund of funds, Hedge accounting, Open-end fund, Fund administration, Business, Performance fee