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Alternative Investments
Handbuch Alternative Investments

Authors: Editors: Michael Busack, Dieter G. Kaiser
Editions: Gabler
 Pages: Volume 1: 780 pages, Volume 2: 821 pages
 Date: August 2006
 		 
 
 
Summary
This handbook, comprising two volumes, brings together renowned academic and professional experts to provide a comprehensive analysis of the alternative investment industry.

Contents include:
  • Foundations
  • Hedge funds: Capital market theory
  • Hedge funds: Asset allocation
  • Hedge funds: Risk and risk management
  • Hedge funds: Return and performance measurement
  • Managed futures
  • Private equity: Capital market theory
  • Private equity: Asset allocation
  • Alternative fixed income strategies
  • Commodities
  • Additional forms of alternative investments
  • Legal aspects
  • Applications to allocation decisions by institutional investors
Several specialists from EDHEC-Risk Institute, have contributed to the publication, addressing the areas of:
  • Benchmarking the performance of CTAs
  • Portable alpha and portable beta strategies in the Euro zone
  • The benefits of hedge funds in Asset Liability Management
  • The fee structure of traditional and alternative assets
  • Possible applications of extreme value theory to the hedge fund universe
  • Analysis of hedge funds taking alternative distributions into account
EDHEC-Risk contributors were:
  • Noël Amenc, Professor of Finance at EDHEC Business School and Director of EDHEC-Risk Institute
  • Daniel Capocci, Research Associate, EDHEC-Risk Institute
  • Laurent Favre, Research Associate, EDHEC-Risk Institute, at the time of writing
  • Georges Hübner, Affiliate Professor, EDHEC Business School
  • François-Serge Lhabitant, Associate Professor at EDHEC Business School
  • Philippe Malaise, Professor of Finance at EDHEC Business School
  • Lionel Martellini, Professor of Finance at EDHEC Business School and Scientific Director of EDHEC-Risk Institute
  • Daphné Sfeir, Professor of Finance at EDHEC Business School
  • Hilary Till, Research Associate, EDHEC-Risk Institute
  • Mathieu Vaissié, Research Engineer, EDHEC-Risk Institute at the time of writing, now Research Associate
  • Volker Ziemann, Research Engineer, EDHEC-Risk Institute, at the time of writing
Publication is in German.
 
 
 
 
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FTSE EDHEC-Risk Efficient Indexes: January 2012
United States 4.27%
United Kingdom 2.78%
Eurobloc 5.66%
Developed Europe 5.17%
Dev. Europe ex. UK 5.58%
Japan 2.20%
Dev. Asia ex. Jap. 7.51%
Asia-Pac. ex. Jap. 8.66%
Asia-Pacific 6.63%
Developed 4.65%
Emerging 10.25%
All World ex. US 6.10%
All World ex. UK 5.36%
All World 5.28%


EDHEC-Risk Alternative Indexes: December 2011
Conv. Arb. 0.29%
CTA Global 0.34%
Dist. Sec. 0.50%
Emg. Mkts -1.81%
Eq. Mkt Neut. 0.06%
Event Driven -0.34%
Fix. Inc. Arb. 0.45%
Global Macro -0.22%
L/S Equity -0.56%
Merger Arb. 0.56%
Rel. Value 0.12%
Short Selling 0.41%
FoF -0.54%

EDHEC-Risk IEIF Commercial Property: December 2011
Price (FR) 2.11%
Total Return (FR) 2.11%





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