《Efficiently Inefficient》
Lasse Heje Pedersen · EPUB · 713,486 字符 · Princeton University Press
《有效的低效》。系统覆盖对冲基金主流策略（多空、事件驱动、宏观、套利、趋势）与各自的收益来源。
在知识地图里的位置
处理建议
比故事型的《对冲基金风云录》有用得多——它回答「这个策略的钱从哪来」。也顺带补 组合与资产配置 的因子视角。
目录
Efficiently Inefficient: How Smart Money Invests and Market Prices Are Determined
Cover Page
Title Page
Copyright Page
Contents
The Main Themes in Three Simple Tables
Preface
Who Should Read the Book?
Acknowledgments
About the Author
Introduction
i. Efficiently Inefficient Markets
ii. Global Trading Strategies: Overview of the Book
iii. Investment Styles and Factor Investing
Part I: Active Investment
Chapter 1 Understanding Hedge Funds and Other Smart Money
Chapter 2 Evaluating Trading Strategies: Performance Measures
Chapter 3 Finding and Backtesting Strategies: Profiting in Efficiently Inefficient Markets
Chapter 4 Portfolio Construction and Risk Management
Chapter 5 Trading and Financing a Strategy: Market and Funding Liquidity
Part II: Equity Strategies
Chapter 6 Introduction to Equity Valuation and Investing
Chapter 7 Discretionary Equity Investing
Interview with Lee S. Ainslie III of Maverick Capital
Chapter 8 Dedicated Short Bias
Interview with James Chanos of Kynikos Associates
Chapter 9 Quantitative Equity Investing
Interview with Cliff Asness of AQR Capital Management
Part III: Asset Allocation and Macro Strategies
Chapter 10 Introduction to Asset Allocation: The Returns to the Major Asset Classes
Chapter 11 Global Macro Investing
Interview with George Soros of Soros Fund Management
Chapter 12 Managed Futures: Trend-Following Investing
Interview with David Harding of Winton Capital Management
Part IV: Arbitrage Strategies
Chapter 13 Introduction to Arbitrage Pricing and Trading
Chapter 14 Fixed-Income Arbitrage
Interview with Nobel Laureate Myron Scholes
Chapter 15 Convertible Bond Arbitrage
Interview with Ken Griffin of Citadel
Chapter 16 Event-Driven Investments
Interview with John A. Paulson of Paulson & Co.
References
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（共 401 条，此处截前 200）
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