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Understanding investment fundsinsights from performance and risk analysis /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Understanding investment fundsedited by Virginie Terraza, Hery Razafitombo.
Reminder of title:	insights from performance and risk analysis /
other author:	Terraza, Virginie,
Published:	Basingstoke :Palgrave Macmillan,2013.
Description:	1 online resource.
Subject:	Investments.
Online resource:	https://link.springer.com/book/10.1057/9781137273611
ISBN:	9781137273611 (electronic bk.)

Understanding investment fundsinsights from performance and risk analysis /
Understanding investment fundsinsights from performance and risk analysis /[electronic resource] :edited by Virginie Terraza, Hery Razafitombo. - Basingstoke :Palgrave Macmillan,2013. - 1 online resource.

The Hazard-Adjusted Portfolio: a New Capital Allocation Scheme from an Extreme Risk Management Perspective -- Practical Weight Constrained Conditioned Portfolio Optimization using Risk Aversion Indicator Signals -- Hedge Fund's Risk Measurement in Presence of Persistence Phenomenon -- Fuzzy Risk Adjusted Performance Measures: Application in Finance -- The Fund Synthetic Index: an Alternative Benchmark for Mutual Funds -- Prediction of Fund Failure through Performance Diagnostics -- The Alpha of the Market Timer -- Mutual Fund Rating: a Symbolic Data Approach -- Do Incentives Incentivize? Hedge Fund Fees Dynamics and their Impact on Performance -- The Liability of the UCIT's Depositary.

In light of recent financial crises, the role of investment funds is a recurring subject for discussion. In the past, crises used to be limited to singular markets or specific asset classes. In today's crises, many different asset classes are affected simultaneously and globally. Given this new context, our traditional methods must be adapted with the overall objective to strengthen the scientific knowledge of investment funds. The aim of this book is to provide new insights, ideas and empirical evidence that will improve tools and methods at our disposal for fund performance analysis. This book proposes a number of topics that are current of interest: two portfolio optimization models with a multi-fractal approach and a dynamic approach using risk aversion signals; an alternative benchmark for mutual funds, a fuzzy approach to estimate performance measures, a symbolic data approach to compare fund rating systems and various risk management aspects of investment funds linked to risk performance indicators.

ISBN: 9781137273611 (electronic bk.)

Source: 634686Palgrave Macmillanhttp://www.palgraveconnect.comSubjects--Topical Terms:

187451
Investments.
Index Terms--Genre/Form:

214472
Electronic books.

LC Class. No.: HG4521 / .U53 2013

Dewey Class. No.: 332.6

Understanding investment fundsinsights from performance and risk analysis /
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245 0 0 $a Understanding investment funds $h [electronic resource] : $b insights from performance and risk analysis / $c edited by Virginie Terraza, Hery Razafitombo.
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300 $a 1 online resource.
505 0 $a The Hazard-Adjusted Portfolio: a New Capital Allocation Scheme from an Extreme Risk Management Perspective -- Practical Weight Constrained Conditioned Portfolio Optimization using Risk Aversion Indicator Signals -- Hedge Fund's Risk Measurement in Presence of Persistence Phenomenon -- Fuzzy Risk Adjusted Performance Measures: Application in Finance -- The Fund Synthetic Index: an Alternative Benchmark for Mutual Funds -- Prediction of Fund Failure through Performance Diagnostics -- The Alpha of the Market Timer -- Mutual Fund Rating: a Symbolic Data Approach -- Do Incentives Incentivize? Hedge Fund Fees Dynamics and their Impact on Performance -- The Liability of the UCIT's Depositary.
520 $a In light of recent financial crises, the role of investment funds is a recurring subject for discussion. In the past, crises used to be limited to singular markets or specific asset classes. In today's crises, many different asset classes are affected simultaneously and globally. Given this new context, our traditional methods must be adapted with the overall objective to strengthen the scientific knowledge of investment funds. The aim of this book is to provide new insights, ideas and empirical evidence that will improve tools and methods at our disposal for fund performance analysis. This book proposes a number of topics that are current of interest: two portfolio optimization models with a multi-fractal approach and a dynamic approach using risk aversion signals; an alternative benchmark for mutual funds, a fuzzy approach to estimate performance measures, a symbolic data approach to compare fund rating systems and various risk management aspects of investment funds linked to risk performance indicators.
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