The book provides hands-on coverage of the visual and theoretical methods for measuring and modelling hedge fund performance with an emphasis on risk-adjusted performance metrics and techniques. A range of sophisticated risk analysis models and risk management strategies are also described in detail. Throughout, coverage is supplemented with helpful skill building exercises and worked examples in Excel and VBA.
The book's dedicated website, www.darbyshirehampton.com provides Excel spreadsheets and VBA source code which can be freely downloaded and also features links to other relevant and useful resources.
A comprehensive course in hedge fund modelling and analysis, this book arms you with the knowledge and tools required to effectively manage your risks and to optimise the return profile of your investment style.
The book provides hands-on coverage of the visual and theoretical methods for measuring and modelling hedge fund performance with an emphasis on risk-adjusted performance metrics and techniques. A range of sophisticated risk analysis models and risk management strategies are also described in detail. Throughout, coverage is supplemented with helpful skill building exercises and worked examples in Excel and VBA.
The book's dedicated website, www.darbyshirehampton.com provides Excel spreadsheets and VBA source code which can be freely downloaded and also features links to other relevant and useful resources.
A comprehensive course in hedge fund modelling and analysis, this book arms you with the knowledge and tools required to effectively manage your risks and to optimise the return profile of your investment style.
Imprint | John Wiley & Sons |
Country of origin | United States |
Series | The Wiley Finance Series, 644 |
Release date | 2012 |
Availability | We don't currently have any sources for this product. If you add this item to your wish list we will let you know when it becomes available. |
First published | 2012 |
Authors | Paul Darbyshire, David Hampton |
Format | Electronic book text |
Pages | 280 |
Edition | 1st edition |
ISBN-13 | 978-1-119-94563-5 |
Barcode | 9781119945635 |
Categories | |
LSN | 1-119-94563-1 |