Hedgefunds : an analytic perspective / Andrew W. Lo.

• Material Type: 図書
• ISBN: 9780691132945 (cloth : acid-free paper); 0691132941 (cloth : acid-free paper)
• Title: Hedgefunds : an analytic perspective / Andrew W. Lo.
• Series Title: Advances in financial engineering
• Author Heading: Lo, Andrew Wen-Chuan ( 00929522 )Authorities
• Publication, Distribution, etc.: Princeton : Princeton University Press
• Publication Date: c2008.
• Publication Date (W3CDTF): 2008
• Extent: xxiv, 337 p. : ill. (some col.) ; 24 cm.
• Alternative Title: Hedge funds
• Place of Publication (Country Code): US
• Text Language Code: eng
• Subject Heading: Hedge funds.
• LCC: HG4530
• DDC: 332.64/524
• NDLC: DF199
• Note (General): Spine title: Hedge funds.; Related URL: Contributor biographical information http: //www.loc.gov/catdir/enhancements/fy0806/2007061038-b.html.; Related URL: Publisher description http: //www.loc.gov/catdir/enhancements/fy0806/2007061038-d.html.; Related URL: Table of contents only http: //www.loc.gov/catdir/enhancements/fy0834/2007061038-t.html.
• Note (Bibliography): Includes bibliographical references (p. [317]-330) and index.
• Holding library: 国立国会図書館
• Call No.: DF199-B36
• Data Provider (Database): 国立国会図書館 : 国立国会図書館蔵書; https://ndlsearch.ndl.go.jp
• Bibliographic ID (NDL): 000009414774; http://id.ndl.go.jp/bib/000009414774
• LC Control Number: 2007061038; https://lccn.loc.gov/2007061038
• OCLC No.: 183879857; https://www.worldcat.org/oclc/183879857
• Cataloging Rule: Anglo-American Cataloging Rules
• Bibliographic Record Category (NDL): 211

• Contents: IntroductionBasic properties of Hedge fund returnsSerial correlation, smoothed returns, and illiquidity...