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上传几篇关于Hedge Fund 的资料

qtchery 发表于: 2008-7-01 07:12 来源: 中国华尔街博客空间

这是我收集的关于HF的一些文件,尤其是关于LTCM的,以及对它的分析与总结.或许有一些你已经看过,但还是希望能对大家有所帮助,尤其是希望能对大家有所启发.
Predictability in Hedge Fund Index Returns and
its application in Fund of Hedge Funds’ style allocation

[ 本帖最后由 qtchery 于 2008-7-11 06:31 编辑 ]

0403.pdf
(2008-07-01 07:12:37, Size: 1.79 MB, Downloads: 50)

最新回复

qtchery at 2008-7-01 07:37:13
A Quantitative Look Inside the Black Box

A Quantitative Look Inside the Black Box.pdf
(2008-07-01 07:37:13, Size: 65.2 KB, Downloads: 28)

Hedge Funds,Leverage and the Lessons of LTCM.pdf
(2008-07-01 07:37:13, Size: 361 KB, Downloads: 38)

HF.pdf
(2008-07-01 07:37:13, Size: 392 KB, Downloads: 39)

qtchery at 2008-7-01 07:42:12
主要是Lessons

JFE2004Pub.pdf
(2008-07-01 07:42:12, Size: 710 KB, Downloads: 36)

LESSONS FROM THE COLLAPSE OF HEDGE FUND, LTCM.pdf
(2008-07-01 07:42:12, Size: 180 KB, Downloads: 29)

LTCM_case.pdf
(2008-07-01 07:42:12, Size: 47.4 KB, Downloads: 27)

ltcm_perold_2004.pdf
(2008-07-01 07:42:12, Size: 268 KB, Downloads: 33)

Risk Management from ltcm.pdf
(2008-07-01 07:42:12, Size: 283 KB, Downloads: 34)

qtchery at 2008-7-01 07:48:02
全部就是这些.

[ 本帖最后由 qtchery 于 2008-7-11 06:32 编辑 ]

Some lessons on the rescue of LTCM.pdf
(2008-07-01 07:48:02, Size: 122 KB, Downloads: 26)

Too Big to Fail.pdf
(2008-07-01 07:48:02, Size: 65.1 KB, Downloads: 22)

VOLATILITY ARBITRAGE REPORT.rar
(2008-07-01 07:48:02, Size: 1.63 MB, Downloads: 40)

marinawu at 2008-7-05 23:44:08
哎呀,权限不够,下不了呀,郁闷
akaka at 2008-7-08 19:26:16
非常感谢青藤的分享:)
IFBro艾博理财 at 2008-7-09 17:16:52
谢谢  lz分享
AussieCPA at 2008-7-15 08:51:48
非常感谢分享!
lijian822 at 2008-7-15 09:26:51
感谢分享
fleeyang at 2008-7-22 00:53:54
哎,想看,新手下不了。。
hujian2568 at 2008-7-23 13:43:16
也不打个包,不过太感谢了