Hedge Funds:
An Analytic Perspective (New Edition)
Andrew W. Lo

Book Description | Table of Contents
Chapter 1 [in PDF format]

ADDITIONAL ENDORSEMENTS:

"This book provides a useful and very timely overview of key aspects of the hedge fund industry. It summarizes the basic properties of hedge fund returns, discusses why traditional performance measures may be misleading when analyzing hedge fund performance, and highlights important issues such as serial correlation, return smoothing, and illiquidity."--Markus K. Brunnermeier, Princeton University

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File created: 1/23/2012

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