Index
- administrators of funds
- AID see Alternative Investment Directive
- AllHedge Index, DJCS
- alpha
- GH1 metric
- GH2 metric
- Jensen's alpha
- LAB indices
- M2 metric
- alternative beta
- Alternative Investment Directive (AID)
- Asian fund industry
- asset pricing
- asset weighting schemes
- auditors
- benchmarks
- data sources
- M2 metric
- multi-factor asset pricing
- qualities
- Treynor ratio
- Bera see Jarque–Bera
- beta
- alternative
- beta factors
- correlation
- hypothesis testing
- Jensen's alpha
- LAB indices
- multi-factor asset pricing
- significance
- Treynor ratio
- visualisation
- Block Maxima (BM) method, EVT
- Blue Chip Hedge Fund Index, DJCS
- bound constraints
- brokers
- CAC 40 index
- Capital Asset Pricing Model (CAPM)
- Carhart see Fama–French–Carhart
- CDF see Cumulative Distribution Function
- “child” distributions
- Chi-square distribution
- City Block distance
- classification of funds
- dendrograms
- hedge fund clusters
- instrument building blocks
- main instrument groups
- metric definitions
- Style groups
- clusters of funds
- coefficient of determination (R2)
- Community Trading Advisors (CTAs)
- confidence levels
- ES
- VaR
- cophenitic distance
- Cornish–Fisher expansion
- correlation
- beta
- covariance
- FoHFs
- Pearson product-moment coefficient
- Treynor ratio
- typical plots
- correlation coefficient
- Correlation distance
- covariance
- credit crisis
- CTAs see Community Trading Advisors
- Cumulative Distribution Function (CDF)
- custodians
- databases
- data sources
- benchmarking
- databases,
- index biases
- major indices
- DD ratio ...
Get Hedge Fund Modelling and Analysis using MATLAB now with the O’Reilly learning platform.
O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.
