01775nam a22003254a 4500001001200000003000800012005001700020006001900037007001500056008004100071010001700112020002300129040002100152035002100173050002600194082001700220100003700237245012800274260003600402300002400438500002000462505057700482533015201059650002401211655003401235710002201269856013101291942000801422999001901430ebr10114071CaPaEBR20260707192108.0m        u        cr cn|||||||||040517s2005    njua    s     001 0 eng    z  2004011591  z0471625108 (cloth)  aCaPaEBRcCaPaEBR  a(OCoLC)61484125514aHG4530b.H3884 2005eb04a332.64/52221 aHedges, James R.,d1967-913495110aHedges on hedge fundsh[electronic resource] :bhow to successfully analyze and select an investment /cJames R. Hedges IV.  aHoboken, N.J. :bWiley,cc2005.  axxi, 232 p. :bill.  aIncludes index.0 aThe hedge fund alternative -- Cutting through the black box : transparency & disclosure -- The operational risk crisis -- Best practices in hedge fund valuation -- Does size matter? -- Directional investing through global macro and managed futures -- Profiting from the corporate life cycle -- Evaluating arbitrage and relative value strategies -- The time is now for equity market-neutral -- Long-short strategies in the technology sector -- The expansion of European hedge funds -- The dynamic world of Asian hedge funds -- Hedge fund indices : in search of a benchmark.  aElectronic reproduction.bPalo Alto, Calif. :cebrary,d2013.nAvailable via World Wide Web.nAccess may be limited to ebrary affiliated libraries. 0aHedge funds.977099 7aElectronic books.2local91902 aebrary, Inc.919140uhttp://site.ebrary.com/lib/strathmore/Doc?id=10114071zAn electronic book accessible through the World Wide Web; click to view  cEBK  c220869d192121