Author: Greg N. Gregoriou
Publisher: Chapman & Hall/CRC
Keywords: investments, alternative, encyclopedia
Number of Pages: 592
Published: 2008-08-18
List price: $199.95
ISBN-10: 1420064886
ISBN-13: 9781420064889

The First Encyclopedia That Covers Alternative Investments Quickly locate terms, understand jargon, and delve into definitions… A pioneering reference essential in any financial library, the Encyclopedia of Alternative Investments is the most authoritative source on alternative investments for students, researchers, and practitioners in this area. Containing 545 entries, the encyclopedia focuses on hedge funds, managed futures, commodities, and venture capital. It features contributions from well-known, respected academics and professionals from around the world. More than a glossar

Author: Greg N. Gregoriou
Publisher: Butterworth-Heinemann
Keywords: ipos, quantitative, finance, perspective, international, public, offerings, ipo, initial
Number of Pages: 464
Published: 2005-12-16
List price: $102.00
ISBN-10: 0750679751
ISBN-13: 9780750679756

After the cooling off of IPOs since the dot com bubble, Google has rekindled the fire for IPOs. This IPO reader contains new articles exclusive to this reader by leading academics from around the world dealing with quantitative and qualitative analyses of this increasingly popular and important area of finance. Articles address new methods of IPO performance, international IPOs, IPO evaluation, IPO underwriting, evaluation and bookbuilding. Although numerous articles are technical in nature, with econometric and statistical models, particular attention has been directed towards the understandi

Author: Greg N. Gregoriou
Publisher: McGraw-Hill
Keywords: finance, investing, mcgraw, handbook, implementation, var
Number of Pages: 624
Published: 2009-02-19
List price: $95.00
ISBN-10: 007161513X
ISBN-13: 9780071615136

[flap] For investors, risk is about the odds of losing money, and Value at Risk (VaR) is grounded in that common-sense fact. VAR modeling answers, “What is my worst-case scenario?” and “How much could I lose in a really bad month?” However, there has not been an effective guidebook available to help investors and financial managers make their own VaR calculations--until now. The VaR Implementation Handbook is a hands-on road map for professionals who have a solid background in VaR but need the critical strategies, models, and insights to apply their knowledge in th

Authors:Greg N. Gregoriou, Joe Zhu,
Publisher: Wiley
Keywords: envelopment, analysis, approach, rom, data, performance, hedge, fund, cta, evaluating
Number of Pages: 167
Published: 2005-04-27
List price: $89.95
ISBN-10: 0471681857
ISBN-13: 9780471681854

Introducing Data Envelopment Analysis (DEA) -- a quantitative approach to assess the performance of hedge funds, funds of hedge funds, and commmodity trading advisors.  Steep yourself in this approach with this important new book by Greg Gregoriou and Joe Zhu. "This book steps beyond the traditional trade-off between single variables for risk and return in the determination of investment portfolios. For the first time, a comprehensive procedure is presented to compose portfolios using multiple measures of risk and return simultaneously. This approach represents a watershed in portfo

Author: Greg N. Gregoriou
Publisher: Chapman & Hall/CRC
Keywords: crc, finance, hall, chapman, market, volatility, stock
Number of Pages: 651
Published: 2009-04-08
List price: $99.95
ISBN-10: 142009954X
ISBN-13: 9781420099546

Up-to-Date Research Sheds New Light on This Area   Taking into account the ongoing worldwide financial crisis, Stock Market Volatility provides insight to better understand volatility in various stock markets. This timely volume is one of the first to draw on a range of international authorities who offer their expertise on market volatility in developed, emerging, and frontier economies.       The expert contributors cover stock market volatility modeling, portfolio management, hedge fund volatility, and volatility in developed countries and emerging markets. They

Author: Greg N. Gregoriou
Publisher: Wiley
Keywords: management, regulation, wiley, finance, modeling, issues, risk, basel, iii, practices, operational
Number of Pages: 497
Published: 2009-03-03
List price: $95.00
ISBN-10: 047039014X
ISBN-13: 9780470390146

This book consists of chapters by contributors (well-known professors, practitioners, and consultants from large and well respected money management firms within this area) offering the latest research in the OpRisk area. The chapters highlight how operational risk helps firms survive and prosper by givingreaders the latest, cutting-edge techniques in OpRisk management. Topics discussed include: Basel Accord II, getting ready for the New Basel III, Extreme Value Theory, the new capital requirements and regulations in the banking sector in relation to financial reporting (including developing c

Author: Greg N. Gregoriou
Publisher: Butterworth-Heinema
Keywords: funds, properties, quantitative, finance, statistical, diversification, hedge, performance, assessment
Number of Pages: 496
Published: 2006-08-01
List price: $99.95
ISBN-10: 0750679840
ISBN-13: 9780750679848

With about $450 billion in assets, funds of hedge funds are the most recent darling of investors. While hedge funds carry high risk for the promise of high returns they are designed for the very rich and for large institutional investors such as pension funds. A Fund of Hedge Funds (FOF) spreads investments among a number of hedge funds to reduce risk and provide diversification, while maintaining the potential for higher than average returns. Odds are that some pension fund of yours is invested heavily in these products, and more recently these FOFs have been opened to more and more individua