Có 40+ tài liệu thuộc chủ đề "phân tích đầu tư"
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B K HO CH VÀ Đ U T Ộ Ế Ạ Ầ Ư VI N CHI N L Ệ Ế ƯỢ C PHÁT TRI N Ể. S li u ph c v phân tích đ u t ố ệ ụ ụ ầ ư (d a trên s li u th ng kê c p t nh) ự ố ệ ố...
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Hedge Funds. Hedge funds. The Hedge Fund Alternative 1. Best Practices in Hedge Fund Valuation 53. Hedge Fund Indices: In Search of a Benchmark 187. D oes the world need another book on hedge funds? For that matter, does the world need another hedge fund? More fundamentally, does the world need another equity, convertible bond, straight bond, option, foreign exchange...
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P erhaps the biggest challenge facing the hedge fund industry as it enters into a phase of increasing maturity are the issues of trans- parency and disclosure. Long known for its culture of secretiveness, the hedge fund industry has begun to take a more proactive approach to balancing the need to keep investors informed while at the same time pro-...
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A s the hedge fund industry has grown explosively, so too has the list of fund failures and burned investors, many of whom did not have advance knowledge of potential warning signs. It seems as if we are con- stantly faced with news reports about catastrophic losses incurred by some of the industry’s best-known managers, and even those investors who...
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Best Practices in Hedge Fund Valuation. R ecent news reports on hedge fund valuation problems have drawn increased attention to the issue of risk tolerance and the role it plays in an investment strategy. Valuation issues figure prominently in the Sec- urities and Exchange Commission’s recent staff report on hedge funds and in news accounts such as the high-profile departure...
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T o what extent does a hedge fund’s growth and size affect its prospects for maximum performance, and how does this affect its investors?. Investors need to model their investment portfolio to ensure proper diversification among strategies, yet the findings of a recent study show that investors also need to evaluate funds of all sizes when making hedge fund allocations....
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Managed Futures. G lobal macro and managed futures investing are two forms of direc- tional or opportunistic investing strategies that investors should con- sider when determining which strategies to include in their hedge fund portfolio. Because of the instruments in which they most commonly trade, these two strategies have an organizational structure that is distinct from the conventional hedge fund...
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T his chapter will help investors understand the two most common event-driven hedge fund strategies, risk arbitrage, and distressed securities investing. The event-driven category is defined as strategies that seek to profit principally from the occurrence of some of the typi- cal events that occur in a corporate life cycle, such as mergers, acquisi- tions, spin-offs, restructurings, and recapitalizations. In...
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T his chapter discusses two prominent types of nondirectional strate- gies, which help investors to isolate and capture as profit the differ- ence in value between two related securities, regardless of the direction of the overall markets. The two arbitrage strategies considered in this chapter are convertible arbitrage and fixed-income arbitrage.. As a fixed-income instrument, a convertible bond provides investors...
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The Time Is Now for Equity Market Neutral. A s is the case with convertible arbitrage and fixed-income hedge fund investing, equity market neutral is characterized as a relative value strategy. Equity market-neutral managers construct portfolios that have close to equal amounts of offsetting long and short equity positions. By bal- ancing long and short positions, market-neutral managers attempt to...
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Long-Short Strategies in the Technology Sector. T his chapter examines how investors can take advantage of the oppor- tunity to profit from hedge fund investing in the technology sector.. Over the years, technology-focused hedge funds have turned in outstand- ing performance numbers while minimizing risk in the most volatile seg- ment of the market. Investors new to technology-based hedge funds...
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The Expansion of European Hedge Funds. I nvestors looking to make an allocation to a European hedge fund his- torically have been limited to perhaps a handful of interesting funds.. During the last two to three years, however, the European hedge fund industry has grown exponentially as hundreds of new funds have opened to meet increased demand from investors seeking...
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The Dynamic World of Asian Hedge Funds. M ost investors in Asian hedge funds appear to be Americans and Euro- peans who seek to benefit from recent changes, such as a ruling that now allows hedge funds to be sold in Hong Kong and Singapore. Aus- tralia also is increasingly active in the hedge fund arena and represents another opportunity....
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Hedge Fund Indices:. Poor’s (S&P) 500 has furthered the equity and mutual fund industries, an accurate index can do nothing but accelerate the growth of the hedge fund mar- ket. Although a lack of continuous and complete data prevents current hedge fund indices from being the equivalent of the S&P 500, they are still good tools for investors. Today’s hedge...
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MODEL statement (PANEL), 1327 TIME= option. MODEL statement (AUTOREG), 359 TR option. MODEL statement (AUTOREG), 350 TRACE option. MODEL statement (VARMAX), 2087 PROC FORECAST statement, 838. MODEL statement (VARMAX), 2161 TRENDADJ option. MODEL statement (PANEL), 1327 TYPE= option. MODEL statement (MDC), 938 UNIFORMPARM= option. MODEL statement (MDC), 938 UNITSCALE= option. MODEL statement (MDC), 937 UNITVARIANCE= option. MODEL statement (MDC), 940...
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SAS/ETS ® 9.22. SAS/ETS ® 9.22 User’s Guide.. Cary, NC: SAS Institute Inc.. SAS/ETS ® 9.22 User’s Guide. Copyright © 2010, SAS Institute Inc., Cary, NC, USA ISBN . SAS Institute Inc., SAS Campus Drive, Cary, North Carolina 27513.. For more information about our e-books, e-learning products, CDs, and hard-copy books, visit the SAS Publishing Web site at support.sas.com/publishing or...
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What’s New in SAS/ETS 9.22. Highlights of Enhancements in SAS/ETS 9.2. New SEVERITY Procedure (Experimental. SAS/ETS Model Editor Application (Experimental. This chapter summarizes the new features available in SAS/ETS 9.22.. If you have used SAS/ETS procedures in the past, you can review this chapter to learn about the new features that have been added. When you see a new feature...
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12 F Chapter 1: What’s New in SAS/ETS 9.22. The following tables are now available through the OUTPUT statement: E1, E2, E3, and E8.. The SIGMALIM option of the X11 statement enables you to specify the upper and lower sigma limits that are used to identify and decrease the weight of extreme irregular values in the internal seasonal adjustment computations.....
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your own SAS programs in lowercase, uppercase, or a mixture of the two.. helvetica is used for the names of variables and data sets when they appear in the text.. This section describes other sources of information about SAS/ETS software.. Accessing the SAS/ETS Sample Library. The SAS/ETS Sample Library includes many examples that illustrate the use of SAS/ETS software, including...
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diagnostic statistics to help judge the adequacy of the model including the following:. Vector Time Series Analysis. The VARMAX procedure includes the following features:. model checks and residual analysis using the following tests:. dead-start model that does not have present values of the exogenous variables Granger-causal relationships between two distinct groups of variables. impulse response function (or infinite order MA...