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Your Essential Guide to Quantitative Hedge Fund Investing
Taschenbuch von Marat Molyboga (u. a.)
Sprache: Englisch

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Beschreibung
Your Essential Guide to Quantitative Hedge Fund Investing provides a conceptual framework for understanding effective hedge fund investment strategies. The book offers a mathematically rigorous exploration of different topics, framed in an easy to digest set of examples and analogies, including stories from some legendary hedge fund investors. Readers will be guided from the historical to the cutting edge, while building a framework of understanding that encompasses it all.

Features

Filled with novel examples and analogies from within and beyond the world of finance

Suitable for practitioners and graduate-level students with a passion for understanding the complexities that lie behind the raw mechanics of quantitative hedge fund investment

A unique insight from an author with experience of both the practical and academic spheres.
Your Essential Guide to Quantitative Hedge Fund Investing provides a conceptual framework for understanding effective hedge fund investment strategies. The book offers a mathematically rigorous exploration of different topics, framed in an easy to digest set of examples and analogies, including stories from some legendary hedge fund investors. Readers will be guided from the historical to the cutting edge, while building a framework of understanding that encompasses it all.

Features

Filled with novel examples and analogies from within and beyond the world of finance

Suitable for practitioners and graduate-level students with a passion for understanding the complexities that lie behind the raw mechanics of quantitative hedge fund investment

A unique insight from an author with experience of both the practical and academic spheres.
Über den Autor

Dr Marat Molyboga is the Chief Risk Officer and Director of Research at Efficient Capital Management, where he helps shape strategic priorities as a member of the Leadership Team. He began his career at Efficient in 2001 as a Research Analyst, working on fund selection and portfolio construction algorithms. Later, he spent several years developing and managing intraday trading strategies for a firm subsidiary before assuming his current risk management and research roles. His expertise is in hedge fund performance evaluation and portfolio construction, specializing in practical applications of rigorous academic research.

Dr Molyboga graduated with high honors from Moscow State University with a Master's in Financial Mathematics and honors from the University of Chicago's Booth School of Business with an MBA in Finance, Economics, and Strategic Management. He earned a Ph.D. in Finance from EDHEC Business School. Dr Molyboga is a Chartered Financial Analyst (CFA) and an Adjunct Professor at the Illinois Institute of Technology Stuart School of Business, where he teaches empirical finance techniques to Ph.D. students.

His research papers have been published in many academic and practitioner-oriented journals, such as the Journal of Portfolio Management, Journal of Alternative Investments, Journal of Futures Markets, and Journal of Financial Data Science. He also enjoys presenting his work at various academic and industry conferences.

Larry E. Swedroe is the head of Financial and Economic Research, Buckingham Wealth Partners. In his role as chief research officer and as a member of the firm's Investment Policy Committee, Larry regularly reviews the findings published in dozens of peer-reviewed financial journals, evaluates the outcomes and uses the result to inform the firm's formal investment strategy recommendations. He has had his own articles published in the Journal of Accountancy, Journal of Investing, AAII Journal, Personal Financial Planning Monthly, the Journal of Portfolio Management, and Wealth Management.

Since joining the firm in 1996, Larry Swedroe has spent his time, talent and energy educating investors on the benefits of evidence-based investing with. Larry's dedication to helping others has made him a sought-after national speaker. He has made appearances on national television shows airing on NBC, CNBC, CNN and Bloomberg Personal Finance. Larry is a prolific writer, contributing regularly to multiple outlets, including Advisor Perspectives, The Evidence Based Investor, and Alpha Architect.

Larry was also among the first authors to publish a book that explained the science of investing in layman's terms, "The Only Guide to a Winning Investment Strategy You'll Ever Need." The second edition was published in 2005. He has since (co)-authored 16 more books including, "What Wall Street Doesn't Want You to Know" (2001), "Rational Investing in Irrational Times" (2002), "The Successful Investor Today" (2003), "Wise Investing Made Simple" (2007), "Wise Investing Made Simpler" (2010), "The Quest for Alpha" (2011) and "Think, Act, and Invest Like Warren Buffett" (2012).

Inhaltsverzeichnis

1. Introduction To Hedge Funds. 2. Hedge Fund Research And Data. 3. Manager Selection and Hedge Fund Factors. 4. Performance Persistence. 5. From Mean-Variance to Risk Parity. 6. Advanced Portfolio Construction. 7. Expert Hedge Fund Managers. 8. Expert Hedge Fund Investors. 9. Inclusion and Diversity. 10. Conclusion.

Details
Erscheinungsjahr: 2023
Fachbereich: Allgemeines
Genre: Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
Inhalt: Einband - flex.(Paperback)
ISBN-13: 9780367776091
ISBN-10: 036777609X
Sprache: Englisch
Ausstattung / Beilage: Paperback
Einband: Kartoniert / Broschiert
Autor: Molyboga, Marat
Swedroe, Larry E.
Hersteller: Chapman and Hall/CRC
Maße: 234 x 156 x 17 mm
Von/Mit: Marat Molyboga (u. a.)
Erscheinungsdatum: 18.07.2023
Gewicht: 0,485 kg
Artikel-ID: 126644763
Über den Autor

Dr Marat Molyboga is the Chief Risk Officer and Director of Research at Efficient Capital Management, where he helps shape strategic priorities as a member of the Leadership Team. He began his career at Efficient in 2001 as a Research Analyst, working on fund selection and portfolio construction algorithms. Later, he spent several years developing and managing intraday trading strategies for a firm subsidiary before assuming his current risk management and research roles. His expertise is in hedge fund performance evaluation and portfolio construction, specializing in practical applications of rigorous academic research.

Dr Molyboga graduated with high honors from Moscow State University with a Master's in Financial Mathematics and honors from the University of Chicago's Booth School of Business with an MBA in Finance, Economics, and Strategic Management. He earned a Ph.D. in Finance from EDHEC Business School. Dr Molyboga is a Chartered Financial Analyst (CFA) and an Adjunct Professor at the Illinois Institute of Technology Stuart School of Business, where he teaches empirical finance techniques to Ph.D. students.

His research papers have been published in many academic and practitioner-oriented journals, such as the Journal of Portfolio Management, Journal of Alternative Investments, Journal of Futures Markets, and Journal of Financial Data Science. He also enjoys presenting his work at various academic and industry conferences.

Larry E. Swedroe is the head of Financial and Economic Research, Buckingham Wealth Partners. In his role as chief research officer and as a member of the firm's Investment Policy Committee, Larry regularly reviews the findings published in dozens of peer-reviewed financial journals, evaluates the outcomes and uses the result to inform the firm's formal investment strategy recommendations. He has had his own articles published in the Journal of Accountancy, Journal of Investing, AAII Journal, Personal Financial Planning Monthly, the Journal of Portfolio Management, and Wealth Management.

Since joining the firm in 1996, Larry Swedroe has spent his time, talent and energy educating investors on the benefits of evidence-based investing with. Larry's dedication to helping others has made him a sought-after national speaker. He has made appearances on national television shows airing on NBC, CNBC, CNN and Bloomberg Personal Finance. Larry is a prolific writer, contributing regularly to multiple outlets, including Advisor Perspectives, The Evidence Based Investor, and Alpha Architect.

Larry was also among the first authors to publish a book that explained the science of investing in layman's terms, "The Only Guide to a Winning Investment Strategy You'll Ever Need." The second edition was published in 2005. He has since (co)-authored 16 more books including, "What Wall Street Doesn't Want You to Know" (2001), "Rational Investing in Irrational Times" (2002), "The Successful Investor Today" (2003), "Wise Investing Made Simple" (2007), "Wise Investing Made Simpler" (2010), "The Quest for Alpha" (2011) and "Think, Act, and Invest Like Warren Buffett" (2012).

Inhaltsverzeichnis

1. Introduction To Hedge Funds. 2. Hedge Fund Research And Data. 3. Manager Selection and Hedge Fund Factors. 4. Performance Persistence. 5. From Mean-Variance to Risk Parity. 6. Advanced Portfolio Construction. 7. Expert Hedge Fund Managers. 8. Expert Hedge Fund Investors. 9. Inclusion and Diversity. 10. Conclusion.

Details
Erscheinungsjahr: 2023
Fachbereich: Allgemeines
Genre: Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
Inhalt: Einband - flex.(Paperback)
ISBN-13: 9780367776091
ISBN-10: 036777609X
Sprache: Englisch
Ausstattung / Beilage: Paperback
Einband: Kartoniert / Broschiert
Autor: Molyboga, Marat
Swedroe, Larry E.
Hersteller: Chapman and Hall/CRC
Maße: 234 x 156 x 17 mm
Von/Mit: Marat Molyboga (u. a.)
Erscheinungsdatum: 18.07.2023
Gewicht: 0,485 kg
Artikel-ID: 126644763
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