An Introduction to Hedge Fund Strategies 英文文献资料

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1、GregoryConnorandTeoLasarteAnIntroductiontoHedgeFundStrategiesIntroductoryGuide1IntroductionInternationalAssetManagement(‘IAM’)istheproudsponsoroftheIAMHedgeFundResearchProgrammeoftheFinancialMarketsGroup.WithinthisprogrammetheLSEteamundertakesindepende

2、ntresearchintoaspectsofthehedgefundindustry.Itishopedthattheresultsofthisresearchwillgivegreaterunderstandingaboutthisgrowingareaoffinancialinnovation.Thispapergivesanoverviewofthemostcommonhedgefundstrategies,andtheirimplicationsforportfolioriskandret

3、urn.Thepaperisintendedasareviewoftheexistingliteratureratherthanasanoriginalcontributiontotheresearchfrontier.Thepapershouldbeaccessibletomasters-levelstudentsinfinance,orinvestmentpractitionerswithgoodknowledgeofmodernfinancetheory.Ifyouwishtokeepupda

4、tedontheIAMHedgeFundResearchProgrammepleaseletusknow.IfyouhaveanyquestionspleasecontactIAMatourLondonofficeorvisitourwebsite:34SackvilleStreetLondonW1S3EFTel.+44(0)2077348488www.iam.uk.comForinformationabouttheresearchactivitiesoftheFinancialMarketsGro

5、upseethefollowingpageorvisittheFMGwebsite(http://fmg.lse.ac.uk.)LondonSchoolofEconomics-FinancialMarketsGroupTheFinancialMarketsGroup(‘FMG’)researchcentrewasestablishedin1987attheLSE.FMGisnowoneoftheleadingcentresinEuropeforacademicresearchintofinancia

6、lmarkets.TheFMGhasdevelopedstronglinkswiththefinancialcommunity,inparticularinvestmentbanks,commercialbanksandregulatorybodiesandattractssupportfromalargenumberofCityinstitutions,bothprivateandpublic.TheFMGisledbyProfessorDavidWebbandProfessorCharlesGo

7、odhartandbringstogetheracoreteamofsenioracademicsandyoungresearcherstoundertakecuttingedgetheoreticalandempiricalresearchintheareasoffinancialmarkets,financialdecision-makingandfinancialregulation.ThroughitsVisitors’ProgrammetheFMGattractseachyearsomeo

8、ftheworld’srenownedfinanceacademicsandoutstandingresearcherswhoparticipatefullyintheFMG’sresearchactivities.ResearchattheFMGisconductedthroughanumberofthematicresearchprogrammes.Eachthematicprogrammehostsanumberofassociatedprojectsonkey