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Books on the topic 'Hedge funds'

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Published: 4 June 2021

Last updated: 30 July 2024

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1

Hedges, James R. Hedges on Hedge Funds. New York: John Wiley & Sons, Ltd., 2004.

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2

Baums, Theodor, and Andreas Cahn, eds. Hedge Funds. Berlin, Boston: DE GRUYTER, 2004. http://dx.doi.org/10.1515/9783110907346.

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3

Lhabitant, François-Serge. Hedge Funds. Oxford, UK: John Wiley & Sons Ltd, 2004. http://dx.doi.org/10.1002/9781118673546.

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4

Lhabitant, François-Serge. Hedge Funds. New York: John Wiley & Sons, Ltd., 2009.

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5

Institute, Practising Law, ed. Hedge funds 2009. New York, N.Y: Practising Law Institute, 2009.

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6

Capocci, Daniel. The Complete Guide to Hedge Funds and Hedge Fund Strategies. London: Palgrave Macmillan UK, 2013. http://dx.doi.org/10.1057/9781137264442.

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7

Satchell, Stephen, ed. Derivatives and Hedge Funds. London: Palgrave Macmillan UK, 2016. http://dx.doi.org/10.1057/9781137554178.

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8

Vincent, John Konnayil, ed. Profiting from Hedge Funds. Singapore: John Wiley & Sons Singapore Pte. Ltd., 2013. http://dx.doi.org/10.1002/9781118638293.

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9

Lhabitant, FranÇois-Serge, ed. Handbook of Hedge Funds. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781119202028.

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10

Brown, Stephen J. Hedge funds with style. Cambridge, MA: National Bureau of Economic Research, 2001.

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11

Ball, Stephen. Hedge funds: Jurisdictional comparisons. 2nd ed. London: Thomson Reuters, 2013.

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12

Logue, Ann C. Hedge funds for dummies. Hoboken, N.J: Wiley, 2007.

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13

Capocci, Daniel. Introduction aux hedge funds. Paris: Economica, 2004.

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14

Lhabitant, François-Serge. Handbook of Hedge Funds. New York: John Wiley & Sons, Ltd., 2007.

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15

Logue, Ann C. Hedge Funds For Dummies. New York: John Wiley & Sons, Ltd., 2006.

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16

IV, Hedges James R. Hedges on Hedge Funds. Wiley & Sons, Incorporated, John, 2004.

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17

Baker, H. Kent, and Greg Filbeck. Hedge Funds Fundamentals. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780190607371.003.0001.

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This chapter provides background material for understanding the multifaceted nature of hedge funds. The first section begins by defining a hedge fund, followed by a discussion of distinguishing characteristics, benefits and risks, history of hedge funds, hedge fund investment strategies, funds of funds, hedge fund performance, and hedge fund biases, including selection bias, survivorship bias, backfill bias, and liquidation bias. The next section discusses the purpose of the book followed by sections on its distinguishing features and the intended audience. The chapter then outlines the six major parts of the book, including an abstract for each of the remaining 29 chapters. These six parts are (1) background, (2) structure of hedge funds, (3) investment strategies of hedge funds, (4) risk and regulation, (5) hedge fund performance, and (6) issues, trends, and future prospects of hedge funds. The final section offers a summary and conclusions.

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18

Sherman, Mila Getmansky, and Rachel (Kyungyeon) Koh. The Life Cycle of Hedge Funds. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780190607371.003.0003.

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This chapter analyzes the life cycle of hedge funds. Analysis using the Thomson Reuters Lipper TASS database reveals industry-related and fund-specific factors affecting the survival probabilities of hedge funds. Analysis of hedge fund flows and asset sizes can offer insights into a fund’s future survival. Fund performance is a nonlinear function of a fund’s asset size. A fund can obtain an optimal asset size by balancing the effects of past returns, fund flows, market impact, and competition. Competition among hedge funds using similar strategies presents challenges. To survive, funds employ dynamic strategies, move nimbly from market to market, and develop unique strengths. Being an effective market and strategy timer is critical because funds using the right strategy at the right time are more likely to survive. The chapter also analyzes the last stage of the hedge fund life cycle—liquidation or closure. Fund characteristics, risk measures, and style-related factors can help predict fund liquidation.

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19

Miebs, Felix. Fund of Hedge Funds. GRIN Verlag GmbH, 2007.

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20

Baker, H. Kent, and Greg Filbeck, eds. Hedge Funds. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780190607371.001.0001.

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This book provides an objective look into the complicated and rapidly changing world of hedge funds. The book does not attempt to promote hedge funds as an asset class but instead provides a synthesis of the theoretical and empirical literature on hedge funds. By providing objective evidence, the book dispels some common misconceptions about hedge funds involving their volatility and use of derivatives and leverage. The book examines hedge funds and provides important insights about such topics as their structure and how they work, hedge fund strategies, performance and measurement, and trends and future prospects. Readers gain an in-depth understanding about hedge funds from experts in this field from around the world. In today’s financial environment, hedge funds emerge as a dynamic area that continues to evolve at a rapid pace. This book takes readers not only through the core topics and issues of hedge funds but also examines the latest trends and leading issues and developments. Additionally, discussion of research on hedge funds permeates the book. The coverage extends from discussing basic concepts and their application to increasingly intricate and real-world situations. Thus, this volume spans the gamut from theoretical to practical, while attempting to offer a useful balance of detailed and user-friendly coverage. Readers interested in a broad survey will benefit as will those looking for more in-depth presentations of specific areas within this field of study.

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21

Bayart-De-Germont, Paul-Henri, and Daniel Capocci. Multistrategy Hedge Funds. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780190607371.003.0015.

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This chapter examines single multistrategy hedge funds and multistrategy funds of hedge funds. The chapter’s purpose is to explain, illustrate, and differentiate both offerings. It offers a complete quantitative analysis of multistrategy hedge funds over a 15-year period, which includes difficult market conditions. The analysis includes a comparative risk-return analysis in absolute terms and relative to traditional investments and hedge funds. A rolling statistical analysis is also performed that focuses on correlation and beta relative to traditional markets. The results indicate that for investors multistrategy hedge funds offer a particularly attractive profile that differentiates multistrategy hedge funds from most single hedge fund strategies. The findings also explain why this strategy recently attracted attention, particularly for multistrategy funds offering an attractive risk-return ratio with limited volatility.

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22

Lhabitant, François-Serge. Hedge Funds. Wiley & Sons, Incorporated, John, 2004.

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23

Hedge funds. London: LexisNexis, 2008.

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24

Clashinrichs, Ralf. Hedge Funds. GRIN Verlag GmbH, 2003.

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25

N, Gregoriou Dr Greg, Fabrice Rouah, Georges Hubner, Georges Bner, and Nicolas Papageorgiou. Hedge Funds. Wiley & Sons, Incorporated, John, 2007.

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26

Weinkogl, Markus. Hedge Funds. Diplomarbeiten Agentur diplom.de. ein Imprint der Diplomica, 2001.

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27

Phillips, Kenneth S., and Ronald J. Surz. Hedge Funds. Wiley & Sons, Incorporated, John, 2003.

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28

Hedge Funds. John Wiley & Sons Inc, 2014.

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29

Hills, Richard MSc MIC. Hedge Funds. Rushmere Wynn, 1996.

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30

Hedge Funds. GRIN Verlag GmbH, 2008.

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31

Hedge Funds. LexisNexis, 2018.

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32

Hedge Funds. Pavilion Books, 1997.

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33

Funds of Hedge Funds. Elsevier, 2006. http://dx.doi.org/10.1016/b978-0-7506-7984-8.x5000-7.

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34

Jones, Chris. Hedge Funds of Funds. Wiley & Sons, Incorporated, John, 2008.

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35

FUNDS OF HEDGE FUNDS. EUROMONEY INST INVESTOR PLC, 1990.

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36

Funds of Hedge Funds. Euromoney Institutional Investor PLC, 2003.

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37

Auleta, Oreste, and Filippo Stefanini. Directional Equity Strategies of Hedge Funds. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780190607371.003.0011.

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This chapter discusses three directional hedge fund strategies: long/short equity, short only, and equity market neutral. These strategies rely on different types of positions that are enumerated and explained using trade examples. A key feature of funds implementing directional strategies is the market exposure best described by gross exposure and beta-adjusted net exposure. In long/short equity funds, money managers often use yield enhancement strategies based on option overlays. A review of different management styles explicates the heterogeneity of hedge funds and liquid alternatives that implement the long/short equity strategy. Analysis of portfolio diversification highlights why equity market-neutral funds have more holdings than long/short equity funds. For equity market-neutral funds, the chapter highlights a link between the fund’s correlation with the market and its beta: low beta does not imply that it has a low correlation with the market. The chapter provides a theoretical discussion with some real fund examples.

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38

Cumming, Douglas, Sofia Johan, and Geoffrey Wood, eds. The Oxford Handbook of Hedge Funds. Oxford University Press, 2021. http://dx.doi.org/10.1093/oxfordhb/9780198840954.001.0001.

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The Oxford Handbook of Hedge Funds provides a comprehensive look at the hedge fund industry from a global perspective. The chapters are organized into five main parts. After the introductory chapter in Part I, Part II begins in Chapter 2 with an analysis of the main factors that have affected the operation of hedge funds. Chapter 3 explains the concept of hedge fund flows. Chapter 4 examines hedge fund manager fees and contracts. Part III focuses on different types of hedge fund strategies. The broad array of strategies are summarized in Chapter 5. Chapter 6 empirically examines the performance of hedge fund strategies. Chapter 7 compares the strategies of hedge funds to private equity funds. Chapter 8 examines hedge fund herding. Chapter 9 examines hedge fund commodity trading advisors and leverage. Chapter 10 examines financial technology in hedge fund strategies. In Part IV, hedge fund activism in the US is examined in Chapter 11. The US and international literature on hedge fund activism is reviewed in different perspectives in Chapters 12 and 13. Case studies are provided in Chapter 14. The impact of activism on large company innovation is discussed in Chapter 15. In Part V, Chapter 16 examines whether hedge funds may engage in misreporting and fraud. Chapter 17 reviews work on hedge fund misconduct and detection. Chapter 18 discusses compliance among hedge funds. Chapter 19 examines theoretical approaches to hedge fund regulation. Chapter 20 examines optimal taxation. Chapter 21 examines hedge funds from a political economy context.

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39

Capocci, Daniel. Complete Guide to Hedge Funds and Hedge Fund Strategies. Palgrave Macmillan, 2013.

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40

Reconsidering Funds of Hedge Funds. Elsevier, 2013. http://dx.doi.org/10.1016/c2012-0-01248-3.

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41

Frush, Scott. Hedge Funds Demystified. McGraw-Hill Professional Publishing, 2008.

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42

Lukomnik, Jon. Demystifying Hedge Funds. Palgrave Macmillan, 2004.

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43

Calenda, Tony, Christopher Milliken, and Andrew C. Spieler. Activist Hedge Funds. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780190607371.003.0007.

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Activist hedge funds (AHFs), a relatively new alternative investment strategy, have had a large and growing impact on investing and on how public companies are managed. Although activist investing was once the province of corporate raiders, it is now an accepted hedge fund strategy. Often acquiring an influential stake in an undervalued public company before direct intervention, AHFs create their own catalyst for share appreciation. The actions or interventions taken by an AHF can range from direct communication with a board or management team to launching highly visible proxy fights or legal action. Through a review of academic and professional literature, this chapter offers a look into the relevant public policy discussion, implications for target companies in the short and long run, and the techniques AHFs commonly deploy.

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44

Santillán-Salgado, Roberto J., and Juan José García-Santos. Offshore Hedge Funds. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780190607371.003.0010.

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Hedge funds have expanded the spectrum of alternative investments and offer sophisticated investors a variety of professionally managed portfolios. According to their legal status and registration, hedge funds are classified as offshore or onshore. This chapter discusses offshore hedge funds and empirically contrasts them with their onshore counterparts using statistical information obtained from Bloomberg Professional Information Services. The differences between onshore hedge funds and offshore hedge funds respond to differences in the clientele each one serves, their regulatory constraints, size, performance, and volatility. As a result of that comparison, the chapter concludes that offshore hedge funds represent an attractive market alternative for tax-exempt institutional investors and individuals not subject to tax responsibilities in their home countries.

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45

Bateson, Richard D. Quantitative Hedge Funds. WORLD SCIENTIFIC (EUROPE), 2022. http://dx.doi.org/10.1142/q0358.

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46

Les hedge funds. Paris: Eyrolles, 2008.

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47

Schumm, Thomas. Praxisratgeber Hedge Funds. Muenchner Verlagsgruppe GmbH, 2013.

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48

Frush, Scott. Understanding Hedge Funds. McGraw-Hill, 2006.

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49

Frush, Scott. Hedge Funds Demystified. McGraw-Hill, 2007.

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50

Understanding hedge funds. New York: McGraw-Hill, 2007.

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