Index
Note: Page references in italics refer to Figures; those in bold refer to Tables
2 and 20 structure
- absolute return
- absolute risk-adjusted return metrics
- hypothetical hedge funds
- abstract data type (ADT)
- accessor (getter) methods
- accredited investors
- active management investment
- address, memory
- address of operator
- aggregate index
- AIRAP
- algorithms
- alias
- all-or-nothing investment choice
- alpha
- alpha returns
- alternative beta returns
- Alternative Indices
- Alternative Investment Fund Managers Directive (AIFMD)
- alternative investments
- anomalies in indices
- arbitrary weightings
- arithmetic operators
- array flattening
- arrays
- Asian hedge fund industry
- asset weighting schemes
- asset weightings
- Assets under Management (AuM)
- Asian hedge fund industry
- calculation of
- North American hedge fund industry
- assignment, data
- assignment operator
- attrition rate
- auditors
- backfill, data
- backslash character constants
- Bank of America
- Barclays Capital
- base class
- Bear Stearns
- bell-shaped curve
- benchmarking
- tracking error
- best guess
- beta
- bias in indices
- binary operators
- bins
- block maxima
- Boolean algebra
- Boolean value
- boutiques
- branching
- break statement
- buy and hold strategy
- buying on margin
- C, history of
- C Standard Library
- C++
- basic program
- history of
- C++03
- C++0x
- C++11
- C++14
- C++ Standard Library
- call-by-reference
- call-by-value
- called-away
- Capital Asset Pricing Model (CAPM)
- Cartesian coordinates
- case-sensitive variables
- central limit theorem
- chaining
- character escape sequences ...
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