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Understanding Investment Funds

Insights from Performance and Risk Analysis

Editors: Terraza, V., Razafitombo, H. (Eds.)

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eBook $79.99
price for USA (gross)
  • ISBN 978-1-137-27361-1
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $119.99
price for USA
  • ISBN 978-1-137-27360-4
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $100.00
price for USA
  • ISBN 978-1-349-44533-2
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
About this book

In light of recent financial crises, the role of investment funds is a recurring subject for discussion. Traditional methods must be adapted with the objective to strengthen scientific knowledge of investment funds. This book provides new insights, ideas and empirical evidence to improve tools and methods for fund performance analysis.

About the authors

LAURENT BODSON Affiliate Professor in Finance, HEC-University of Liege, Belgium PHILLIPE COGNEAU Associate Researcher, HEC-University of Liege, Belgium GEORGES HÜBNER Deloitte Chair of Portfolio Management and Performance, HEC-University of Liege JANG SCHLITZ Associate Professor, University of Luxembourg, Luxembourg MARC BOISSAUX Research Assistant, University of Luxembourg, Luxembourg MICHEL TERRAZA Professor of Economics, University of Montpellier 1, France RACHIDA HENNANI Research Assistant, University of Montpellier 1, France MOHAMED-ALI LIMAM PhD Student, University of Montpellier 1, France FALK LAUBE Researcher/Trader, R.G. Niederhoffer Capital Management, Inc., USA JULES SADEFO KAMDEM Assistant Professor, University of Montpellier 1, France ALFRED MBAIRADJIM MOUSSA Research Assistant, University of Montpellier 1, France CAROLE TORQUE Teacher and Consultant in Statistics, University of Paris Dauphine/Syrokko, France.

Table of contents (8 chapters)

Table of contents (8 chapters)
  • Introduction

    Pages 1-5

    Terraza, Virginie (et al.)

  • Is There a Link between Past Performance and Fund Failure?

    Pages 9-36

    Cogneau, Philippe (et al.)

  • The Fund Synthetic Index: An Alternative Benchmark for Mutual Funds

    Pages 37-56

    Terraza, Virginie (et al.)

  • Hedge Funds Risk-adjusted Performance Evaluation: A Fuzzy Set Theory-Based Approach

    Pages 57-71

    Mbairadjim, Alfred M. (et al.)

  • Hedge Funds Risk Measurement in the Presence of Persistence Phenomena

    Pages 75-105

    Limam, Mohamed A. (et al.)

Buy this book

eBook $79.99
price for USA (gross)
  • ISBN 978-1-137-27361-1
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $119.99
price for USA
  • ISBN 978-1-137-27360-4
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $100.00
price for USA
  • ISBN 978-1-349-44533-2
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.

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Bibliographic Information

Bibliographic Information
Book Title
Understanding Investment Funds
Book Subtitle
Insights from Performance and Risk Analysis
Editors
  • V. Terraza
  • H. Razafitombo
Copyright
2013
Publisher
Palgrave Macmillan UK
Copyright Holder
Palgrave Macmillan, a division of Macmillan Publishers Limited
eBook ISBN
978-1-137-27361-1
DOI
10.1057/9781137273611
Hardcover ISBN
978-1-137-27360-4
Softcover ISBN
978-1-349-44533-2
Edition Number
1
Number of Pages
XIII, 179
Topics