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020 _a9780691166193
082 _a332.6
_bPED
100 _aPedersen, Lasse Heje
_911419
245 _aEfficiently Inefficient: How Smart Money Invests and Market Prices Are Determined
260 _bPrinceton University Press
_c2015
_aNew Jersey
300 _a348p
500 _aPart I: Active Investment 1. Understanding Hedge Funds and Other Smart Money 2. Evaluating Trading Strategies: Performance Measures 3. Finding and Backtesting Strategies: Profiting in Efficiently Inefficient Markets 4. Portfolio Construction and Risk Management 5. Trading and Financing a Strategy: Market and Funding Liquidity Part II: Equity Strategies 6. Introduction to Equity Valuation and Investing 7. Discretionary Equity Investing Interview with Lee S. Ainslie III of Maverick Capital 8. Dedicated Short Bias Interview with James Chanos of Kynikos Associates 9. Quantitative Equity Investing Interview with Cliff Asness of AQR Capital Management Part III: Asset Allocation and Macro Strategies 10. Introduction to Asset Allocation: The Returns to the Major Asset Classes 11. Global Macro Investing Interview with George Soros of Soros Fund Management 12. Managed Futures: Trend-Following Investing Interview with David Harding of Winton Capital Management Part IV: Arbitrage Strategies 13. Introduction to Arbitrage Pricing and Trading 14. Fixed-Income Arbitrage Interview with Nobel Laureate Myron Scholes 15. Convertible Bond Arbitrage Interview with Ken Griffin of Citadel 16. Event-Driven Investments Interview with John A. Paulson of Paulson & Co.
600 _aCapital Market
_911420
600 _aInvestment Analysis
_911421
600 _aPortfolio Management
_91963
600 _aSecurities - Prices
_911422
942 _2ddc
_cLB
_k332.6
_mPED
999 _c105371
_d105371