Managing a hedge fund : a complete guide to trading, business strategies, operations, and regulations - Black, Keith H. (New York : McGraw-Hill, 2004)
Portfolio effects of hedge fund investments -- Measuring hedge fund performance -- Hedge fund risk management and due diligence -- Cases in risk management -- Starting and managing a hedge fund -- Understanding hedge fund regulations -- Offshore hedge funds and structured products -- Equity hedge fund strategies -- The building blocks of fixed income trading -- Fixed income hedge fund strategies -- Mortgage backed securities hedge fund strategies -- Global macro hedge fund strategies -- Commodity and managed futures fund strategies -- Risk arbitrage hedge fund strategies -- Distressed investing and event driven hedge fund strategies -- Convertible bond arbitrage and relative value hedge fund strategies -- Mutual fund market timing strategies -- Funds of funds.
Includes bibliographical references (p. 327-329) and index
Keywords: Hedge funds; Risk management