{"product_id":"analiz-affektiwnosti-hedzh-fondow-ucits-von-mark-nikati","title":"Analiz äffektiwnosti hedzh-fondow UCITS","description":"\u003cp\u003eV ätoj knige my analiziruem rezul'taty deqtel'nosti hedzh-fondow UCITS (Undertakings for Collective Investment in Transferable Securities) posle mirowogo finansowogo krizisa s qnwarq 2010 goda po oktqbr' 2018 goda, srawniwaq ih s offshornymi hedzh-fondami. Krome togo, rassmatriwaütsq tri portfelq strategij, wklüchaq strategii Fixed Income Arbitrage, Long\/Short Equity i Global Macro. V perwoj chasti my predostawlqem cennye swedeniq ob industrii hedzh-fondow i regulirowanii UCITS. Vo wtoroj chasti my perehodim k opisatel'nomu analizu ezhemesqchnoj dohodnosti. Nakonec, my ispol'zuem chetyre modeli ocenki äffektiwnosti, wklüchaq CAPM (Capital Asset Pricing Model) (Sharpe, 1964) i Jensen's Alpha (1968) Model, trehfaktornuü model' Famy-Frencha (1993), chetyrehfaktornuü model' Karharta (1997) i wos'mifaktornuü model' Funga i Hsieha (2004), chtoby opredelit' razlichnye riski fondow i ocenit' ih pokazateli s poprawkoj na risk. Takim obrazom, dannoe issledowanie mozhet predlozhit' poleznuü informaciü dlq real'nyh i potencial'nyh inwestorow.\u003c\/p\u003e\u003cdiv class=\"aw-variant-hidden-subtitle-div\" id=\"aw-variant-subtitle-9786204768373\"\u003e\u003ch3\u003e\u003c\/h3\u003e\u003c\/div\u003e","brand":"Autorenwelt Shop","offers":[{"title":"Softcover - 9786204768373","offer_id":40118850879581,"sku":"9786204768373","price":19.8,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0940\/0622\/files\/84d65148-14d4-4f31-8898-ef6032316653.jpg?v=1770705421","url":"https:\/\/shop.autorenwelt.de\/products\/analiz-affektiwnosti-hedzh-fondow-ucits-von-mark-nikati","provider":"Autorenwelt Shop","version":"1.0","type":"link"}